Fixed income arbitrage

Investable indexes: July 2012 returns

Hedge fund strategies performed mostly positively during July. CTAs were one of the strongest performers, benefiting from the US drought and rising energy prices. Only a few strategies had declines.

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.

Investable indexes: May 2012 returns

Hedge fund performance took a hit in May as uncertainty over the eurozone continued to impact investor sentiment. CTAs took advantage of the trends created and ended the month in positive territory.

Investable indexes: April 2012 returns

Hedge fund indexes fell in April, with the exception of the HFRX Global Hedge Fund Index, which ended the month up 0.12%. Many strategies were flat in April and some have had good gains year-to-date.

Investable indexes: March 2012 returns

Hedge funds have mixed performance in March after starting the year on an upward trend. Most strategies had marginal moves up or down. The only combined index to increase was Dow Jones/Credit Suisse.

Investable indexes: January 2012 returns

Hedge funds started 2012 on a strong note, with gains across nearly all strategies as equity markets rallied, US economic data was positive and fears for the future of the eurozone were allayed.