The Relative Value Arbitrage lead the performance of the HFRX Hedge Fund Indices this week, recording a gain of 0.48%.
It was followed by the Distressed Securities
The Relative Value Arbitrage lead the performance of the HFRX Hedge Fund Indices this week, recording a gain of 0.48%.
It was followed by the Distressed Securities Index with 0.36% and the Merger Arbitrage Index with 0.26%.
On the negative side, the Market Directional Index (-0.54%), the Convertible Arbitrage Index (-0.25%) and the Event Driven Index (-0.23%) all lost ground over the week.
HFRX Indices performance February 16 to February 22
HFRX Global Hedge Fund Index | -0.06% |
HFRX Equally Weighted | 0.07% |
HFRX Convertible Arbitrage Index | -0.25% |
HFRX Distressed Securities Index | 0.36% |
HFRX Equity Hedge Index | -0.37% |
HFRX Equity Market Neutral Index | 0.02% |
HFRX Event Driven Index | -0.23% |
HFRX Macro Index | 0.23% |
HFRX Merger Arbitrage Index | 0.26% |
HFRX Relative Value Arbitrage Index | 0.48% |
HFRX Absolute Return Index | 0.12% |
HFRX Market Directional Index | -0.54% |
HFRX Hedge Fund Indices are designed to be representative of the overall hedge fund universe and its major component strategies.
