Investable indexes: June 2012 returns

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Dow Jones/Credit Suisse
The Dow Jones/Credit Suisse Hedge Fund Index posted a negative 0.4% return in June. There was a fairly even split between strategies with positive and those with negative performance.

Managed futures had the largest fall for the month by some distance, dropping 3.56%. This was followed by global macro, which declined by 1.37%.

The strongest return for the month came from equity market neutral, up 0.93%. Fixed income arbitrage returned 0.76%, while multi-strategy reported a 0