The Credit Suisse Hedge Fund Index (the “Broad Index”) finished up 0.88% for the month of July.
Performance for the Broad Index and its 10 sub-strategies is calculated monthly. June, July and YTD 2013 performance numbers are listed below and are available at www.hedgeindex.com.
Index | Jul-13 | Jun-13 | YTD 2013 |
Broad Index | 0.88% | -1.66% | 4.59% |
Convertible Arbitrage | -0.08% | -0.33% | 3.73% |
Dedicated Short Bias | -5.74% | 0.81% | -17.38% |
Emerging Markets | -0.09% | -2.64% | 3.12% |
Equity Market Neutral | 2.02% | 0.57% | 4.81% |
Event Driven | 1.51% | -1.31% | 8.64% |
Distressed | 1.31% | -0.86% | 9.39% |
Event Driven Multi-Strategy | 1.61% | -1.53% | 8.32% |
Risk Arbitrage | 0.99% | 0.17% | 2.94% |
Fixed Income Arbitrage | 0.38% | -1.14% | 1.74% |
Global Macro | 0.26% | -2.48% | 1.60% |
Long/Short Equity | 1.95% | -0.63% | 9.10% |
Managed Futures | -1.06% | -5.42% | -4.61% |
Multi-Strategy | 1.16% | -0.74% | 5.04% |
The following funds were dropped from the Credit Suisse Hedge Fund Index in July: Covepoint Emerging Markets Macro Master Fund, Ltd., Paulson Gold Fund, and Riverside Global Value Fund.
The following funds were added to the Credit Suisse Hedge Fund Index in July: 400 Capital Credit Opportunities Fund, BGI Eos, Commonwealth Opportunity Master Fund Ltd, GoldenTree Credit Opportunities Master Fund, GoldenTree Master Fund, Hirzel Capital Fund, Midway Market Neutral International Master Fund, Senvest Partners, SuMi Trust Japan LSI, and Visium Global Fund.