The Dow Jones Credit Suisse Core Hedge Fund Index closed down 0.45 per cent in June as the index component strategies reported mixed results for June.
Fixed income arbitrage (0.92 per cent), global macro (0.15 per cent) and long/short equity (0.02 per cent) were the only strategies in positive territory, while managed futures (-3.37 per cent) recorded the worst returns.
The Dow Jones Credit Suisse Core Hedge Fund Index provides daily published index values which seek to enable investors to track the impact of market events on the hedge fund industry.
