The Merger Arbitrage Index gained 0.11 per cent as most of the HFRX indices lost ground in the week ended 28 June.
The worst performer was the Convertible Arbitrage Index, which lost -0.43 per cent, followed by the Event Driven Index, which lost -0.29%.
HFRX Indices performance June 22 to June 28
HFRX Global Hedge Fund Index <?xml:namespace prefix = o ns = "urn:schemas-microsoft-com:office:office" />
HFRX Equally Weighted
HFRX Convertible Arbitrage Index
HFRX Distressed Securities Index
HFRX Equity Hedge Index
HFRX Equity Market Neutral Index
HFRX Event Driven Index
HFRX Macro Index
HFRX Merger Arbitrage Index
HFRX Relative Value Arbitrage Index
HFRX Absolute Return Index
HFRX Market Directional Index
HFRX Hedge Fund Indices are designed to be representative of the overall hedge fund universe and its major component strategies.