New York (HedgeCo.Net) – The Credit Suisse Hedge Fund Index (the “Broad Index”) finished down 0.80% for the month of October.
Performance for the Broad Index and its 10 sub-strategies is calculated monthly. September, October and YTD 2014 performance numbers are listed below:
Index |
Oct-14 |
Sep-14 |
YTD 2014 |
Broad Index |
-0.80% |
-0.01% |
2.58% |
Convertible Arbitrage |
-1.79% |
-0.69% |
-0.44% |
Dedicated Short Bias |
-3.99% |
4.68% |
-7.04% |
Emerging Markets |
-1.12% |
0.14% |
-0.36% |
Equity Market Neutral |
0.45% |
-0.28% |
-1.07% |
Event Driven |
-2.16% |
-1.37% |
1.57% |
Distressed |
-1.96% |
-0.70% |
2.91% |
Event Driven Multi-Strategy |
-2.24% |
-1.65% |
0.98% |
Risk Arbitrage |
-2.35% |
-1.49% |
-1.96% |
Fixed Income Arbitrage |
-0.10% |
0.42% |
4.23% |
Global Macro |
-0.92% |
0.54% |
1.69% |
Long/Short Equity |
0.01% |
-0.18% |
3.23% |
Managed Futures |
1.81% |
1.72% |
8.30% |
Multi-Strategy |
-0.49% |
0.98% |
4.39% |