Replication Indices Sink In Nov.

Dec 9 2010 | 1:50am ET

IndexIQ's suite of hedge fund replication and alternative beta indices tracked the hedge fund index to a loss in November.

The overall IQ Hedge Composite Beta Index dropped 1.26% on the month, the latest industry benchmark to show a November decline (only one has shown a small gain, so far). The index is up 5.35% on the year.

Only one of IndexIQ's strategy indices, fixed-income arbitrage, was in the black last month at 0.45% (5.56% year-to-date). The rest joined the broader index in the red.

The long/short beta index took the biggest hit, falling 2.8% (up 7.22% YTD), followed by the global macro beta index, which dropped 2.18% (up 4.62% YTD).

The emerging markets index lost 1.31% (up 7.96% YTD), event-driven index 1.03% (up 9.62% YTD) and market neutral index 0.71% (up 3.47% YTD).


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