Hedge Fund Performance - 2012

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Hedge Fund Performance - 2012

Postby Dacamic » Wed Jan 30, 2013 2:12 pm

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

HFRI Fund Weighted Composite Index: 1.51%
Equity Hedge (Total) Index: -0.14%
Event-Driven (Total) Index: 2.81%
Macro (Total) Index: 2.45%
Relative Value (Total) Index: 4.92%
Fund of Funds Composite Index: -1.75%
Emerging Markets (Total) Index: -1.46%

The best performing sub-category during the five-year period: Relative Value -- Fixed Income Asset-Backed, 10.83% (same winner as last year).

And, the worst performing sub-category was Emerging Markets -- Russia/Eastern Europe Index, -8.94% (same loser as last year).
Steve
Dacamic
 
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