Dow Jones/Credit Suisse
The Dow Jones Credit Suisse Hedge Fund Index was up 0.05% in March but five of the 10 sub-strategies suffered declines. Managed futures posted the biggest drop, falling 2.96%, followed by dedicated short bias, which followed its decline of 4.66% in February with a further decrease of 1.35% bringing its year-to-date performance to a negative 13.08%. Other losers were emerging markets (down 0.7%), equity market neutral (down 0.15%) and global macro (down 0.43%).
The week on Risk.net, December 2–8, 2017Receive this by email