Market neutral holds ground as indices decline

The Equity Market Neutral Index remained in positive territory this week as all the other HFRX Indices lost ground.


The Market Directional Index topped the list of indices moving into negative territory, registering a loss of -1.28%, followed by the Equity Hedge Index (-0.99%).


HFRX Indices performance March 22 to March 29


HFRX Indices performance March 22 to March 29<?xml:namespace prefix = o ns = "urn:schemas-microsoft-com:office:office" />


 





HFRX Global Hedge Fund Index



-0.78%




HFRX Equally Weighted



-0.48%




HFRX Convertible Arbitrage Index



-0.24%




HFRX Distressed Securities Index



-0.14%




HFRX Equity Hedge Index



-0.99%




HFRX Equity Market Neutral Index



0.13%




HFRX Event Driven Index



-0.91%




HFRX Macro Index



-0.76%




HFRX Merger Arbitrage Index



-0.19%




HFRX Relative Value Arbitrage Index



-0.87%




HFRX Absolute Return Index



-0.28%




HFRX Market Directional Index



-1.28%


HFRX Hedge Fund Indices are designed to be representative of the overall hedge fund universe and its major component strategies.

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