Hedge Fund Performance - 2011

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Hedge Fund Performance - 2011

Postby Dacamic » Mon Feb 20, 2012 12:37 pm

The following HFRI Index results are annualized returns (net of fees) for the five years ending January 31, 2012:

HFRI Fund Weighted Composite Index: 2.54%
Equity Hedge (Total) Index: 0.96%
Event-Driven (Total) Index: 2.63%
Macro (Total) Index: 4.88%
Relative Value (Total) Index: 4.72%
Fund of Funds Composite Index: -0.61%
Emerging Markets (Total) Index: 1.68%

The best performing sub-category during the five-year period: Relative Value -- Fixed Income Asset-Backed, 8.04%.

And, the worst performing sub-category was Emerging Markets -- Russia/Eastern Europe Index, -5.68% (Equity Hedge Short Bias Index, which was last year's loser, was a close second at -4.06%).
Steve
Dacamic
 
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