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Credit Suisse Hedge Fund Index down 1.66 per cent in June

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The Credit Suisse Hedge Fund Index finished down 1.66 per cent for the month of June, with eight of the 10 sub-strategies in negative territory for the month.

 
The only two sub-strategies with positive returns were dedicated short bias (0.81 per cent) and equity market neutral (0.57 per cent).
 
The worst performers were managed futures (-5.42 per cent), emerging markets (-2.64 per cent) and global macro (-2.48 per cent).
 
The following funds were dropped from the Credit Suisse Hedge Fund Index in June: 5:15 Partners, Henderson European Absolute Return Fund and Tewksbury Investment Fund.
 
There were no funds added to the Credit Suisse Hedge Fund Index in June.

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