The Relative Value Arbitrage Index moved into positive territory (0.22%) followed by the Market Directional Index (0.04%) in the week ending 26 April.
All the other HFRX indices continued to languish in negative territory this week.
HFRX Indices performance April 20 to April 26<?xml:namespace prefix = o ns = "urn:schemas-microsoft-com:office:office" />
HFRX Global Hedge Fund Index | -0.14% |
HFRX Equally Weighted | -0.12% |
HFRX Convertible Arbitrage Index | -0.24% |
HFRX Distressed Securities Index | -0.20% |
HFRX Equity Hedge Index | -0.26% |
HFRX Equity Market Neutral Index | -0.06% |
HFRX Event Driven Index | -0.22% |
HFRX Macro Index | -0.08% |
HFRX Merger Arbitrage Index | -0.14% |
HFRX Relative Value Arbitrage Index | 0.22% |
HFRX Absolute Return Index | -0.27% |
HFRX Market Directional Index | 0.04% |
HFRX Hedge Fund Indices are designed to be representative of the overall hedge fund universe and its major component strategies.