The HFRX indices moved into negative territory this week, with the Market Directional Index dropping -1.11.
Other key losses were recorded by the Equity Hedge Index (-0.69%) and the Event Driven Index (-0.55%).
HFRX Indices performance January 19 to January 25<?xml:namespace prefix = o ns = "urn:schemas-microsoft-com:office:office" />
HFRX Global Hedge Fund Index
-0.49%
HFRX Equally Weighted
-0.38%
HFRX Convertible Arbitrage Index
-0.50%
HFRX Distressed Securities Index
-0.38%
HFRX Equity Hedge Index
-0.69%
HFRX Equity Market Neutral Index
-0.06%
HFRX Event Driven Index
-0.55%
HFRX Macro Index
-0.51%
HFRX Merger Arbitrage Index
-0.27%
HFRX Relative Value Arbitrage Index
-0.11%
HFRX Absolute Return Index
-0.26%
HFRX Market Directional Index
-1.11%
HFRX Hedge Fund Indices are designed to be representative of the overall hedge fund universe and its major component strategies.