Investable indexes: May 2010 returns
The May 2010 returns for investable indexes including Credit Suisse/Tremont Hedge Fund Index, Dow Jones Investable Indexes, Frontier Capital Multi Asset Platform Fund versus the indexes, Hedge Fund Research Indexes and Lyxor Alternative Index.
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Credit Suisse
The Credit Suisse/Tremont Hedge Fund Index recorded a 2.76% loss in May 2010 with all but one sector recording a down month. Dedicated short-bias funds were the only ones to post positive returns, up 5.84%. The worst-performing sector was emerging markets, down 4.28%, closely followed by a 4.13% loss in long/short equity and a 4.3% loss in managed futures. Equity market neutral funds were down 3.3% and event-driven lost 3.07%. While fixed-income arbitrage funds
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