The Equity Hedge Index led the performance of the HFRX Indices in the week ended 14 June, returning 0.50% over the week.
It was followed by the Event Driven Index (0.42%) and the Market Directional Index (0.32%).
HFRX Indices performance June 8 to June 14
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HFRX Global Hedge Fund Index
0.19%
HFRX Equally Weighted
0.03%
HFRX Convertible Arbitrage Index
0.03%
HFRX Distressed Securities Index
-0.19%
HFRX Equity Hedge Index
0.50%
HFRX Equity Market Neutral Index
-0.39%
HFRX Event Driven Index
0.42%
HFRX Macro Index
-0.62%
HFRX Merger Arbitrage Index
0.29%
HFRX Relative Value Arbitrage Index
0.14%
HFRX Absolute Return Index
-0.19%
HFRX Market Directional Index
0.32%
HFRX Hedge Fund Indices are designed to be representative of the overall hedge fund universe and its major component strategies.