The Macro and Market Directional Indices lead the performance of the HFRX Indices for the week ended 18 January.
The Macro Index gained 0.88% and the Market Directional Index gained 0.31% followed by the Equity Hedge Index with a 0.29% gain over the week.
HFRX Indices performance January 11 to January 18
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HFRX Global Hedge Fund Index
0.21%
HFRX Equally Weighted
0.13%
HFRX Convertible Arbitrage Index
-0.24%
HFRX Distressed Securities Index
-0.02%
HFRX Equity Hedge Index
0.29%
HFRX Equity Market Neutral Index
0.05%
HFRX Event Driven Index
-0.11%
HFRX Macro Index
0.88%
HFRX Merger Arbitrage Index
0.22%
HFRX Relative Value Arbitrage Index
0.06%
HFRX Absolute Return Index
0.14%
HFRX Market Directional Index
0.31%