|
|
| Global |
|
Daily Performance as of: 02/05/2010 |
Monthly Performance |
Historical Performance |
| |
DTD |
MTD |
YTD |
INDEX VALUE |
Jan 10 ROR |
Dec 09 ROR |
2009 |
2008 |
2007 |
|
HFRX Global Hedge Fund Index |
-0.1709% |
-0.21% |
-0.23% |
1154.53 |
-0.02% |
0.55% |
13.40% | -23.25% | 4.23% |
|
HFRX Equal Weighted Strategies Index |
-0.1036% |
-0.08% |
0.06% |
1112.97 |
0.14% |
0.94% |
11.44% | -21.90% | 3.97% |
|
HFRX Absolute Return Index |
-0.1570% |
0.10% |
0.23% |
986.56 |
0.13% |
0.16% |
-3.58% | -13.09% | 6.68% |
|
HFRX Market Directional Index |
-0.3033% |
-0.30% |
-0.07% |
1151.16 |
0.23% |
1.67% |
29.34% | -29.70% | 5.28% |
|
HFRX Aggregate Index |
- |
- |
- |
- |
n/a |
0.93% |
13.34% | -17.13% | 10.98% |
| Equity Hedge |
|
Daily Performance as of: 02/05/2010 |
Monthly Performance |
Historical Performance |
| |
DTD |
MTD |
YTD |
INDEX VALUE |
Jan 10 ROR |
Dec 09 ROR |
2009 |
2008 |
2007 |
|
HFRX Equity Hedge Index |
-0.0082% |
-0.40% |
-1.23% |
1121.06 |
-0.84% |
-0.16% |
13.14% | -25.45% | 3.21% |
|
HFRX Equity Market Neutral Index |
0.1005% |
0.52% |
0.03% |
985.22 |
-0.49% |
-0.67% |
-5.56% | -1.16% | 3.11% |
|
HFRX Energy/Basic Materials Index |
- |
- |
- |
- |
n/a |
0.92% |
25.19% | -29.42% | 14.78% |
|
HFRX Fundamental Growth Index |
-0.4050% |
-1.20% |
-3.98% |
1513.25 |
-2.81% |
2.66% |
17.54% | -27.40% | 25.19% |
|
HFRX Fundamental Value Index |
-0.1181% |
-0.35% |
-0.10% |
1098.08 |
0.25% |
0.50% |
10.60% | -25.26% | 8.30% |
|
HFRX EH: Multi-Strategy Index |
- |
- |
- |
- |
n/a |
1.19% |
21.72% | -24.60% | 15.19% |
|
HFRX Quantitative Directional Index |
- |
- |
- |
- |
n/a |
0.34% |
-4.08% | -3.30% | 6.11% |
|
HFRX Short Bias Index |
- |
- |
- |
- |
n/a |
-4.08% |
-20.56% | 21.98% | 10.15% |
|
HFRX Technology/Healthcare Index |
- |
- |
- |
- |
n/a |
2.65% |
13.32% | -8.40% | 18.17% |
| Event Driven |
|
Daily Performance as of: 02/05/2010 |
Monthly Performance |
Historical Performance |
| |
DTD |
MTD |
YTD |
INDEX VALUE |
Jan 10 ROR |
Dec 09 ROR |
2009 |
2008 |
2007 |
|
HFRX Event Driven Index |
-0.1443% |
-0.23% |
0.42% |
1353.61 |
0.65% |
1.03% |
16.59% | -22.11% | 4.88% |
|
HFRX Activist Index |
- |
- |
- |
- |
n/a |
3.52% |
44.19% | -30.81% | 5.01% |
|
HFRX Credit Arbitrage Index |
- |
- |
- |
- |
n/a |
0.52% |
25.96% | -6.55% | 2.93% |
|
HFRX Distressed Securities Index |
-0.0628% |
-0.11% |
1.29% |
959.40 |
1.40% |
3.49% |
-5.60% | -30.69% | 3.99% |
|
HFRX Merger Arbitrage Index |
0.0847% |
-0.13% |
0.17% |
1446.02 |
0.30% |
1.18% |
8.14% | 3.69% | 4.85% |
|
HFRX ED: Multi-Strategy Index |
- |
- |
- |
- |
n/a |
0.27% |
27.11% | -29.13% | 17.68% |
|
HFRX Private Issue/Regulation D Index |
- |
- |
- |
- |
n/a |
0.66% |
-2.67% | -9.21% | 10.41% |
|
HFRX Special Situations Index |
-0.1468% |
-0.26% |
0.51% |
1102.23 |
0.78% |
1.45% |
19.57% | -26.03% | 7.01% |
| Macro |
|
Daily Performance as of: 02/05/2010 |
Monthly Performance |
Historical Performance |
| |
DTD |
MTD |
YTD |
INDEX VALUE |
Jan 10 ROR |
Dec 09 ROR |
2009 |
2008 |
2007 |
|
HFRX Macro Index |
-0.4248% |
-0.29% |
-2.13% |
1220.92 |
-1.84% |
-2.62% |
-8.78% | 5.61% | 3.19% |
|
HFRX Active Trading Index |
- |
- |
- |
- |
n/a |
-0.55% |
0.56% | 9.19% | 14.88% |
|
HFRX Commodity Index |
- |
- |
- |
- |
n/a |
-0.99% |
-3.01% | 14.73% | 13.42% |
|
HFRX Commodity: Agriculture Index |
- |
- |
- |
- |
n/a |
0.88% |
6.71% | -3.11% | 10.54% |
|
HFRX Commodity: Energy Index |
- |
- |
- |
- |
n/a |
-0.28% |
2.64% | -13.36% | 17.66% |
|
HFRX Commodity: Metals Index |
- |
- |
- |
- |
n/a |
1.55% |
38.15% | -2.94% | 19.50% |
|
HFRX Currency Index |
- |
- |
- |
- |
n/a |
0.00% |
0.01% | 0.48% | -3.01% |
|
HFRX Discretionary Thematic Index |
- |
- |
- |
- |
n/a |
0.09% |
5.06% | -5.29% | 17.02% |
|
HFRX Macro: Multi-Strategy Index |
- |
- |
- |
- |
n/a |
-0.95% |
16.17% | -2.92% | 11.05% |
|
HFRX Systematic Diversified Index |
0.0335% |
-0.23% |
-2.06% |
1544.03 |
-1.84% |
-3.74% |
-9.04% | 31.55% | 12.86% |
| Relative Value |
|
Daily Performance as of: 02/05/2010 |
Monthly Performance |
Historical Performance |
| |
DTD |
MTD |
YTD |
INDEX VALUE |
Jan 10 ROR |
Dec 09 ROR |
2009 |
2008 |
2007 |
|
HFRX Relative Value Arbitrage Index |
-0.2697% |
-0.02% |
1.61% |
1109.40 |
1.63% |
2.82% |
38.47% | -37.60% | 5.80% |
|
HFRX Convertible Arbitrage Index |
-0.1043% |
0.01% |
0.31% |
623.30 |
0.31% |
2.36% |
42.46% | -58.37% | -0.95% |
|
HFRX Energy Infrastructure Index |
- |
- |
- |
- |
n/a |
3.61% |
37.63% | -30.47% | 17.67% |
|
HFRX Fixed Income-Asset Backed Index |
- |
- |
- |
- |
n/a |
0.96% |
25.31% | -1.95% | 8.62% |
|
HFRX Fixed Income-Corporate Index |
- |
- |
- |
- |
n/a |
2.69% |
20.44% | -22.08% | 1.02% |
|
HFRX Fixed Income-Sovereign Index |
- |
- |
- |
- |
n/a |
1.78% |
12.28% | -17.10% | 9.56% |
|
HFRX Real Estate Index |
- |
- |
- |
- |
n/a |
2.12% |
17.95% | -15.41% | -4.79% |
|
HFRX RVA: Multi-Strategy Index |
-0.2959% |
0.01% |
1.35% |
1629.63 |
1.34% |
3.46% |
42.05% | -15.60% | 8.97% |
|
HFRX Volatility Index |
- |
- |
- |
- |
n/a |
1.56% |
-3.19% | 1.98% | 1.22% |
|
HFRX Yield Alternative Index |
- |
- |
- |
- |
n/a |
2.87% |
26.72% | -26.49% | 12.95% |
| Americas |
|
Daily Performance as of: 02/05/2010 |
Monthly Performance |
Historical Performance |
| |
DTD |
MTD |
YTD |
INDEX VALUE |
Jan 10 ROR |
Dec 09 ROR |
2009 |
2008 |
2007 |
|
HFRX North America Index |
0.4664% |
0.37% |
0.37% |
1271.29 |
0.00% |
-0.29% |
5.36% | -7.42% | 6.96% |
|
HFRX Latin America Index |
- |
- |
- |
- |
n/a |
2.23% |
41.63% | -22.54% | 11.22% |
| Asia |
|
|
Monthly Performance |
Historical Performance |
| |
DTD |
MTD |
YTD |
INDEX VALUE |
Dec 09 ROR |
2009 |
2008 |
2007 |
|
HFRX Asia Composite Hedge Fund Index |
- |
- |
- |
- |
1.06% |
16.80% | -18.49% | 17.27% |
|
HFRX Asia Equally Weighted Index |
- |
- |
- |
- |
1.04% |
14.85% | -17.40% | 18.22% |
|
HFRX Asia ex-Japan Index |
- |
- |
- |
- |
1.04% |
29.16% | -28.84% | 39.53% |
|
HFRX Asia with Japan Index |
- |
- |
- |
- |
1.72% |
17.55% | -10.31% | 19.48% |
|
HFRX Japan Index |
- |
- |
- |
- |
0.31% |
-0.64% | -12.18% | -2.15% |
| Europe |
|
|
Monthly Performance |
Historical Performance |
| |
DTD |
MTD |
YTD |
INDEX VALUE |
Dec 09 ROR |
2009 |
2008 |
2007 |
|
HFRX Northern Europe Index |
- |
- |
- |
- |
0.94% |
14.95% | -7.41% | 6.89% |
|
HFRX Western/Pan Europe Index |
- |
- |
- |
- |
-1.47% |
6.80% | -15.65% | 7.13% |
|
HFRX Russia/Eastern Europe Index |
- |
- |
- |
- |
1.20% |
17.86% | -35.91% | 16.39% |
| Emerging Markets |
|
|
Monthly Performance |
Historical Performance |
| |
DTD |
MTD |
YTD |
INDEX VALUE |
Dec 09 ROR |
2009 |
2008 |
2007 |
|
HFRX Asia ex-Japan Index |
- |
- |
- |
- |
1.04% |
29.16% | -28.84% | 39.53% |
|
HFRX Brazil Index |
- |
- |
- |
- |
3.13% |
42.64% | -29.43% | 11.32% |
|
HFRX BRIC Index |
- |
- |
- |
- |
2.51% |
53.43% | -39.74% | 34.62% |
|
HFRX China Index |
- |
- |
- |
- |
1.66% |
50.37% | -25.16% | 44.94% |
|
HFRX India Index |
- |
- |
- |
- |
1.88% |
50.87% | -50.15% | 62.24% |
|
HFRX Latin America Index |
- |
- |
- |
- |
2.23% |
41.63% | -22.54% | 11.22% |
|
HFRX MENA Index |
- |
- |
- |
- |
2.21% |
28.31% | -24.91% | 24.53% |
|
HFRX Multi-Emerging Markets Index |
- |
- |
- |
- |
1.44% |
29.07% | -36.54% | 22.79% |
|
HFRX Russia Index |
- |
- |
- |
- |
3.28% |
64.62% | -47.10% | 21.07% |
|
HFRX Russia/Eastern Europe Index |
- |
- |
- |
- |
1.20% |
17.86% | -35.91% | 16.39% |
|
HFRX Total Emerging Market Index |
- |
- |
- |
- |
1.30% |
24.01% | -25.09% | 19.30% |
| Other Regions |
|
Daily Performance as of: 02/05/2010 |
Monthly Performance |
Historical Performance |
| |
DTD |
MTD |
YTD |
INDEX VALUE |
Jan 10 ROR |
2009 |
2008 |
2007 |
|
HFRX Multi-Region Index |
-0.3398% |
-0.14% |
-0.38% |
1218.63 |
-0.24% |
-1.00% | -5.95% | 7.24% |
| FX Hedged Indices |
|
Daily Performance as of: 02/05/2010 |
Monthly Performance |
Historical Performance |
| |
DTD |
MTD |
YTD |
INDEX VALUE |
Jan 10 ROR |
2009 |
2008 |
2007 |
|
HFRX Equal Weighted Strategies CHF Index |
-0.1040% |
-0.08% |
0.04% |
1246.71 |
0.13% |
10.86% | -23.00% | 1.02% |
|
HFRX Equal Weighted Strategies EUR Index |
-0.0999% |
-0.07% |
0.08% |
1050.77 |
0.15% |
11.67% | -22.21% | 2.19% |
|
HFRX Equal Weighted Strategies GBP Index |
-0.1051% |
-0.08% |
0.08% |
2047.61 |
0.16% |
11.46% | -21.58% | 4.36% |
|
HFRX Equal Weighted Strategies JPY Index |
-0.1001% |
-0.08% |
0.04% |
99099.41 |
0.11% |
10.87% | -22.94% | -0.70% |
|
HFRX Global Hedge Fund CHF Index |
-0.1728% |
-0.22% |
-0.26% |
1289.41 |
-0.04% |
12.66% | -24.18% | 1.17% |
|
HFRX Global Hedge Fund EUR Index |
-0.1685% |
-0.22% |
-0.28% |
1082.21 |
-0.06% |
13.15% | -23.77% | 2.66% |
|
HFRX Global Hedge Fund GBP Index |
-0.1749% |
-0.21% |
-0.22% |
2124.18 |
0.00% |
13.37% | -22.82% | 4.48% |
|
HFRX Global Hedge Fund JPY Index |
-0.1671% |
-0.21% |
-0.25% |
103389.09 |
-0.04% |
12.67% | -24.00% | -0.43% |
| Concept Indices |
|
|
Monthly Performance |
Historical Performance |
| |
DTD |
MTD |
YTD |
INDEX VALUE |
Dec 09 ROR |
2009 |
2008 |
2007 |
|
HFRX Alternative Energy Index |
- |
- |
- |
- |
5.75% |
46.83% | -43.76% | 17.66% |
|
HFRX Diversity Index |
- |
- |
- |
- |
1.16% |
17.32% | -5.41% | 14.29% |
|
|
2010 HFRX Monthly Indices Update Schedule
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DISCLAIMER: This information is obtained from sources that Hedge Fund Research, Inc. considers to be reliable; however, no representation is made as to, and no responsibility or liability is accepted for, the accuracy or completeness of the information. Information contained herein is subject to change at any time without notice.
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