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Credit Suisse Hedge Fund Index down 1.66 per cent in June

The Credit Suisse Hedge Fund Index finished down 1.66 per cent for the month of June, with eight of the 10 sub-strategies in negative territory for the month.

The only two sub-strategies with positive returns were dedicated short bias (0.81 per cent) and equity market neutral (0.57 per cent).
The worst performers were managed futures (-5.42 per cent), emerging markets (-2.64 per cent) and global macro (-2.48 per cent).
The following funds were dropped from the Credit Suisse Hedge Fund Index in June: 5:15 Partners, Henderson European Absolute Return Fund and Tewksbury Investment Fund.
There were no funds added to the Credit Suisse Hedge Fund Index in June.

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