RBC Hedge 250 Index Slips 1.09% In June

Jul 15 2013 | 12:12pm ET

The RBC Hedge 250 Index was down 1.09% in June, bringing its year-to-date return to 3.84%.

Equity market neutral were the only strategies tracked by RBC to end the month on a positive note: up 0.47% (up 1.71% year to date).

Managed futures funds were the biggest losers, down 2.42% on the month (and 3.26% YTD). Macro funds lost 1.91% on the month month (and 1.24% YTD), mergers and special situations funds were down 1.76% on the month (but up 8.86% YTD), credit funds were down 1.13% on the month (up 5.66% YTD) and fixed-income arbitrage funds were down 1.10% on the month (but up 2.32% YTD).

Multi-strategy funds were down 0.61% in June (up 6.61% YTD) and convertible arbitrage funds were down 0.23% (up 5.94% YTD).


In Depth

GSAM's Papagiannis: Liquid Alternatives For The Long Run

Apr 21 2017 | 8:44pm ET

Interest in liquid alternatives cooled a bit last year amid a broad shift in investor...

Lifestyle

Aston Martin Returns To Debt Market As DB11 Drives Turnaround

Mar 31 2017 | 5:21pm ET

James Bond’s preferred carmaker is returning to the public debt markets for the...

Guest Contributor

Debunking Conventional Investment Wisdom (Part II)

Apr 17 2017 | 5:56pm ET

The alternative investment industry is currently replete with buzzwords around data...

 

From the current issue of