Macro Index takes the lead as Equity Hedge Index dives

The Macro Index recorded a strong gain (0.68%) to lead the performance of the HFRX indices this week.


The Market Directional Index also recorded a gain of 0.37% followed closely by the Distressed Securities Index with 0.30%.


The Equity Hedge Index dived to -0.75% followed by the Global Hedge Fund Index, which dropped -0.10%, followed by the Convertible Arbitrage Index which lost -0.05%.


All the other HFRX indices made small gains this week.


HFRX Hedge Fund Indices Performance 4 October - 12 October.


HFRX Global Hedge Fund Index                                       -0.10%


HFRX Equally Weighted                                                   0.10%


HFRX Convertible Arbitrage Index                                     -0.05%


HFRX Distressed Securities Index                                     0.30%


HFRX Equity Hedge Index                                                -0.75%


HFRX Equity Market Neutral Index                                     0.29%


HFRX Event Driven Index                                                  0.04%


HFRX Macro Index                                                           0.68%


HFRX Merger Arbitrage Index                                            0.13%


HFRX Relative Value Arbitrage Index                                 0.15%


HFRX Absolute Return Index                                            0.16%


HFRX Market Directional Index                                         0.37%


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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