Sign up for free newsletter

 

Dow Jones suspends publication of equity market neutral benchmark

Dow Jones suspends publication of equity market neutral benchmark


Dow Jones Hedge Fund Indexes has temporarily suspended publication of the Dow Jones Hedge Fund Equity Market Neutral Strategy Benchmark until further notice.

The decision to halt publication of the benchmark is a result of market conditions in the equity market neutral space, and was made jointly by Dow Jones Hedge Fund Indexes and Lyra Capital – a subsidiary of CASAM – the investment manager of the managed account platform that supports the Dow Jones Hedge Fund Strategy Benchmarks.

Index values for the Dow Jones Hedge Fund Equity Market Neutral Strategy Benchmark are available through 5 November 2009.

The remaining strategies, equity long/short, event driven and merger arbitrage, will continue to be published on an end-of-day basis.

Launched in November 2003, the Dow Jones Hedge Fund Strategy Benchmarks measure individual hedge fund strategies. The six existing strategies are equity market neutral (suspended), convertible arbitrage (suspended), distressed securities (suspended), merger arbitrage, event driven and equity long/short.

events
5 weeks 6 days from now - New York
6 weeks 13 hours from now - San Francisco
6 weeks 6 days from now - Los Angeles
6 weeks 6 days from now - Hong Kong
listingsdirectory
Eden Rock Capital Management
Wed, 15/06/2016 - 17:30
UBS Global Asset Management
Fri, 06/05/2016 - 14:19
RFA (Richard Fleischman & Associates)
Tue, 05/04/2016 - 14:25
training
Wed, 21/09/2016   - London
Wed, 28/09/2016   - London
Thu, 29/09/2016   - London
specialreports
other gfm publications