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HFRI Fund Weighted Composite Index gains 1.75 per cent

HFRI Fund Weighted Composite Index gains 1.75 per cent

The HFRI Fund Weighted Composite Index gained 1.75 per cent in November, bringing year-to-date gains to 18.8 per cent and keeping the industry on pace for the best calendar year performance in a decade.

According to Hedge Fund Research, the index gained 19.55 in 2003 and 31.3 per cent in 1998. Inclusive of YTD gains, the industry is 5.7 per cent from the all time performance peak set in October 2007.
Macro funds posted the strongest gains, adding 2.54 per cent, with the strongest contribution from systematic macro strategies.

Funds focusing focused specifically on the commodity metals gained more than 11.5 per cent.

Relative value strategies were the weakest area performance, despite posting a gain of 0.73 per cent. These strategies have recovered 23.5 per cent YTD on strong credit market recovery, although the gains were not as salient in November.
Equity hedge strategies posted a gain of 1.63 per cent, with the strongest contribution from technology/healthcare focused funds, which gained 3.31 per cent.

Event driven sStrategies posted a gain of 1.17, with distressed funds gaining 2.11 per cent.

Emerging markets posted a gain of 1.60 per cent overall, however funds focusing on the Middle East posted a sharp decline of over five per cent on concerns related to the Dubai World situation.

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