Investable indexes: June 2012 returns
All hedge fund indexes had declines in June, although performance across sub-strategies was mixed. CTA/managed futures funds fared particularly badly. Equity long/short funds had a better month.
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
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