Dow Jones/Credit Suisse
The Dow Jones Credit Suisse Hedge Funds Index ended May down 1.33% and six of the 10 sub-strategies had losses for the month.
Long/short equity was the worst performer, falling 4.53% for the month, closely followed by emerging markets down 3.79% and equity market neutral dropping 3.18%.
Dedicated short bias outperformed the other sub-strategies by some way, gaining 9.03% for the month. Managed futures had the second best performance for May, ending the month up 2.38%.
The week on Risk.net, July 14–20, 2017Receive this by email