Monthly Fund Indices

 

June
Return
(%)

YTD
Return
(%)

BENCHMARK INDICES
S&P 500
Russell 2000
MSCI EAFE (Europe, Australia, Far East: net)
Barclays Aggregate Bond


-5.24
-7.88
-1.00
1.57


-6.65
-2.54
-13.23
5.33

Barclay/Global HedgeSource
1,900+ funds (unweighted)

-0.95

0.14

CogentHedge
3,100+ funds (unweighted)

-0.67

-0.36

Dow Jones Credit Suisse Hedge Fund Index
5,000+ funds (weighted)
Convertible arbitrage
Dedicated short bias
Emerging markets
Equity market neutral
Event driven
Distressed
Multi-strategy
Risk arbitrage
Fixed income arbitrage
Global macro
Long/short equity
Managed futures
Multi-strategy

-0.84


0.01
5.45
-0.03
-0.99
-1.58
-1.10
-1.97
0.10
0.92
0.56
-2.07
0.42
-0.81

0.63


2.65
-2.77
-0.81
-4.55
1.84
2.98
0.97
-0.14
5.52
4.20
-3.22
0.26
0.48

Greenwich Global Hedge Fund Index
2,000+ funds (unweighted)

-0.8

0.1

Hennessee Hedge Fund Advisory
1,000+ funds (unweighted)

-1.35

0.20

HFN Hedge Fund Aggregate Average
4,900+ funds (unweighted)

-0.80

0.14

HFRI Fund Weighted Composite
2,000+ funds (weighted)

-0.86

-0.21

Morningstar 1000 Hedge Fund Index
1,000+ funds (unweighted)

-0.41

-2.27

RBC Hedge 250
250 funds (weighted)

-0.94

-0.56