New York (HedgeCo.net) – The UAI Blue Chip Index is down -0.37% for the week bringing its month to date performance to -0.22%. Event-Driven, Emerging Markets and Commodity are the worst performing strategies respectively down -3.48%, -2.57% and -2.19% this week.
The best hedge fund performing strategies are CTA and FX, up 0.94% and 0.64%. In terms of contributions Emerging Markets and Event Driven are the worst contributors with -21bp and -14bp.
Since the beginning of the year, Emerging Markets and Event-Driven are the worst performing strategies, contributing -97bp and -96bp to the total performance while Fixed Income and FX are the best contributing strategies, up respectively 3bp and 6bp.
