All the HFRX Indices moved into negative territory this week, led by the Convertible Arbitrage Index which lost -1.55%.
It was followed by the Market Directional Index (-1.50%) and the Event Driven Index (-1.49%).
HFRX Indices performance April 13 to April 19
HFRX Global Hedge Fund Index <?xml:namespace prefix = o ns = "urn:schemas-microsoft-com:office:office" />
-1.20%
HFRX Equally Weighted
-1.00%
HFRX Convertible Arbitrage Index
-1.55%
HFRX Distressed Securities Index
-0.78%
HFRX Equity Hedge Index
-1.43%
HFRX Equity Market Neutral Index
-0.53%
HFRX Event Driven Index
-1.49%
HFRX Macro Index
-1.11%
HFRX Merger Arbitrage Index
-0.52%
HFRX Relative Value Arbitrage Index
-0.65%
HFRX Absolute Return Index
-0.96%
HFRX Market Directional Index
-1.50%
HFRX Hedge Fund Indices are designed to be representative of the overall hedge fund universe and its major component strategies.