Friday, 19 September 2014
Last updated 14 hours ago
Sep 15 2009 | 11:09am ET
The Credit Suisse/Tremont Hedge Fund Index has confirmed its August performance, which saw funds rise 1.53% for the month, bringing the index up 11.57% year-to-date.
“August marks the sixth straight month of positive performance for hedge funds as measured by the Broad Index,” said to Oliver Schupp, president of Credit Suisse Index Co. “Convertible arbitrage strategies led the performance among sectors and extended their run of positive performance to eight consecutive months, returning 3.39% in August and 35.58% year-to-date.”
Schupp said that another notable strategy was fixed income arbitrage, which finished up 2.38% for the month as managers took advantage of favorable investment opportunities as a result of the U.S. Treasury’s announced extension of its asset-backed securities loan facility (TALF) program.
|August '09||July '09||YTD '09|
|Dedicated Short Bias||-1.69%||-7.26%||-18.68%|
|Equity Market Neutral||1.31%||1.79%||4.26%|
|- Event Driven Multi-Strategy||2.23%||2.41%||11.79%|
|- Risk Arbitrage||0.95%||1.12%||8.53%|
|Fixed Income Arbitrage||2.38%||3.65%||18.66%|
|S&P 500 TRI Index*||3.61%||7.56%||14.97%|
|Dow Jones World Index*||3.79%||8.61%||21.30%|
*Total Return Indices
Aug 25 2014 | 11:21am ET
As many of you know, FINalternatives was recently acquired by the owners of Futures magazine, a firm called The Alpha Pages LLC. Today marks the soft-launch of a new sister site for both publications. As its name suggests, The Alpha Pages will cover all types of alternative investments, going far beyond the more well-known ones such as hedge funds and private equity. Read more…
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