New York (HedgeCo.net) – The UCITS Hedge Fund Strategy Index took a hit in the second week of trading (-0.61%) and is down -0.71% month to date (by business day 10, March 14th, 2011).
Out of the eleven sub-strategies only two returned positive results: Arbitrage (+0.16%) and Credit (+0.09%), the former also being the only strategy left to stay positive in March so far.
The biggest losers last week were CTA (-2.19%), Global Macro (-0.96%) and L/S Equity (-0.84%). Seven of the eleven sub-strategies are now negative in 2011, including L/S Equity (-0.81%). The broad UCITS HFS Index turned negative again from year to date perspective as well and now stands at -0.60% in 2011.
Editing by Alex Akesson
