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Distressed Securities Index leads as indices rebound

All the HFRX Indices except the Equity Market Neutral and Convertible Arbitrage Indices moved into positive territory this week.

The Distressed Securities Index lead the rebound, gaining 0.63%, followed by the Event Driven Index, which gained 0.35% over the week.

The Equity Market Neutral Index was the most sluggish performer this week, dropping -0.60%, followed by the Convertible Arbitrage Index which lost  -0.01% over the week.

HFRX Hedge Fund Indices Performance 14 June -22 June

HFRX Global Hedge Fund Index                    0.13%
HFRX Equal Weighted Index                         0.09%
HFRX Convertible Arbitrage Index                 -0.01%
HFRX Distressed Securities Index                 0.63%
HFRX Equity Hedge Index                             0.04%
HFRX Equity Market Neutral Index                -0.60%
HFRX Event Driven Index                               0.35%
HFRX Macro Index                                        0.19%
HFRX Merger Arbitrage Index                         0.09%
HFRX Relative Value Arbitrage Index              0.07%

Background Note: The HFRX Indices provide investors with accurate reference for true Hedge Fund single Strategy performance on a daily basis. HFRX Hedge Fund Indices are designed to be representative of the overall hedge fund universe and its major component strategies. Construction of the Global Hedge Fund Index and each HFRX Strategy Index employs state-of-the-art quantitative techniques and qualitative analysis. HFRX Indices are calculated and owned by Hedge Fund Research, Inc. using its proprietary methodology.


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