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The Relative Value Arbitrage Index recorded a marginal gain (0.08%) as all the other HFRX indices headed south this week.

The worst loser was the Equity Hedge Index which dropped to -97%, followed by the Market Directional Index which fell to -0.66% followed closely by the Equity Market Neutral Index with -0.63%.

All the other HFRX indices made small gains this week.

HFRX Hedge Fund Indices Performance 12 October - 19 October.

HFRX Global Hedge Fund Index                                         -0.52%

HFRX Equally Weighted                                                    -0.37%

HFRX Convertible Arbitrage Index                                       -0.24%

HFRX Distressed Securities Index                                     -0.26%

HFRX Equity Hedge Index                                                 -0.97%

HFRX Equity Market Neutral Index                                     -0.63%

HFRX Event Driven Index                                                   -0.43%

HFRX Macro Index                                                            -0.35%

HFRX Merger Arbitrage Index                                             -0.34%

HFRX Relative Value Arbitrage Index                                    0.08%

HFRX Absolute Return Index                                            -0.21%

HFRX Market Directional Index                                         -0.66%

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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