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March 2010 Performance of the HFRX Daily Indices

All HFRX Indices by Type
HFRX Index Descriptions HFRX Index Characteristics HFRX Index Methodology HFR Indices FAQ HFR Index Redistribution Licensing
Daily HFRX Indices - USD
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  Monthly Performance Historical Performance
  MAR ROR FEB ROR YTD INDEX VALUE
(MAR 31, 2010)
Last 12M
Last 36M
(ann)
Last 48M
(ann)
HFRX Absolute Return Index -1.66% 0.22% -1.31% 971.42 -4.34% -4.78% -1.69%
HFRX Convertible Arbitrage Index 2.37% -0.50% 2.17% 634.84 33.00% -16.10% -10.54%
HFRX Distressed Securities Index 3.14% 0.68% 5.30% 997.40 4.82% -11.46% -6.08%
HFRX Equal Weighted Strategies Index 1.42% 0.44% 2.01% 1,134.69 12.61% -3.27% -0.61%
HFRX Equity Hedge Index 1.13% 0.04% 0.33% 1,138.76 12.65% -4.93% -2.40%
HFRX Equity Market Neutral Index -0.04% 1.55% 1.01% 994.90 -2.17% -2.40% 0.25%
HFRX Event Driven Index 1.75% -0.12% 2.29% 1,378.80 16.58% -2.15% 0.73%
HFRX Fundamental Growth Index -1.68% -0.54% -4.96% 1,497.71 13.98% -0.60% 4.33%
HFRX Fundamental Value Index 1.33% -0.32% 1.26% 1,113.00 11.07% -3.95% -0.81%
HFRX Global Hedge Fund Index 1.38% 0.26% 1.63% 1,176.09 14.46% -3.18% -0.75%
HFRX Macro Index 1.07% 1.41% 0.61% 1,255.06 -7.65% 1.48% 0.58%
HFRX Market Directional Index 2.37% -0.04% 2.56% 1,181.49 28.25% -0.77% 0.48%
HFRX Merger Arbitrage Index 0.73% 0.70% 1.74% 1,468.68 8.19% 5.25% 6.20%
HFRX Multi-Region Index 2.05% 0.50% 2.31% 1,251.55 0.00% -0.77% 2.10%
HFRX North America Index 0.67% 0.09% 0.76% 1,276.24 4.66% 0.66% 3.43%
HFRX Relative Value Arbitrage Index 1.22% -0.22% 2.64% 1,120.69 40.09% -2.87% 0.38%
HFRX RVA: Multi-Strategy Index 3.30% 0.28% 4.98% 1,687.89 46.49% 10.35% 10.43%
HFRX Special Situations Index 1.80% -0.25% 2.33% 1,122.19 19.66% -2.63% 0.50%
HFRX Systematic Diversified Index 2.54% 1.28% 1.95% 1,607.17 -5.15% 12.55% 9.52%

Daily HFRX Indices - FX Hedged
NEW: ON-LINE ACCESS TO ALL HFR INDEX CONSTITUENT FUNDS VIA HFRDATABASE.COM
  Monthly Performance Historical Performance
  MAR ROR FEB ROR YTD INDEX VALUE
(MAR 31, 2010)
Last 12M
Last 36M
(ann)
Last 48M
(ann)
HFRX Equal Weighted Strategies CHF Index 1.37% 0.43% 1.93% 1,270.27 11.96% -4.59% -2.54%
HFRX Equal Weighted Strategies EUR Index 1.44% 0.46% 2.06% 1,071.53 12.55% -3.74% -1.53%
HFRX Equal Weighted Strategies GBP Index 1.45% 0.48% 2.10% 2,088.91 12.59% -2.97% -0.54%
HFRX Equal Weighted Strategies JPY Index 1.49% 0.42% 2.03% 101,074.56 12.26% -4.95% -3.13%
HFRX Global Hedge Fund CHF Index 1.33% 0.25% 1.54% 1,312.70 13.70% -4.49% -2.70%
HFRX Global Hedge Fund EUR Index 1.38% 0.26% 1.58% 1,102.42 13.96% -3.81% -1.78%
HFRX Global Hedge Fund GBP Index 1.41% 0.30% 1.71% 2,165.16 14.39% -2.87% -0.68%
HFRX Global Hedge Fund JPY Index 1.44% 0.25% 1.65% 105,363.35 14.01% -4.75% -3.22%

Please note that the March performance of the HFRX Monthly Indices will be published on April 15.


HFRX Indices are designed to be representative of the overall composition of the hedge fund industry.

Hedge Fund Research, Inc. ("HFR") utilizes a UCITSIII compliant methodology to construct the HFRX Hedge Fund Indices. The methodology is based on defined and predetermined rules and objective criteria to select and rebalance components to maximize representation of the Hedge Fund Strategy Universe. Construction of each Index employs state-of-the-art quantitative techniques and qualitative analysis. Multi-level screening, cluster analysis, Monte-Carlo simulations and optimization techniques ensure that each Index is a pure representation of its corresponding hedge fund strategy.

The full "HFRX Hedge Fund Indices Defined Formulaic Methodology" may be downloaded here.

HFRX index performance profiles reflect respective dates of inception. Index values provided prior to the inception of daily performance, are calculated by means of retroactive and iterative application of the index model. The values for the HFRX EUR, JPY, CHF and GBP FX Indices are calculated by applying to the USD index value the cost of a rolling monthly foreign exchange contract on the relevant currency. All HFRX Indices are re-balanced quarterly.


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