The Dow Jones Credit Suisse Core Hedge Fund Index closed down 0.28 per cent in February as five of the seven index component strategies reported negative results for the month.
Fixed income arbitrage (-1.12 per cent) and global macro (-0.51 per cent) were the worst performers, while emerging markets (0.36 per cent) and long/short equity (0.37 per cent) were the two component strategies to finish the month in positive territory.
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.
