Investable indexes: January returns
The January 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, Greenwich Investable Indexes, Hedge Fund Research Indexes and Lyxor Alternative Index.
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Credit Suisse /Tremont
The Credit Suisse/Tremont Hedge Fund Index was up 0.17% in January. The top-performing sector was fixed-income arbitrage returning 2.02%, with event driven just behind with a gain of 1.42%. Global macro also managed a solid performance of 1.07%. Managed futures followed its negative 2009 performance by continuing in the red, down 3.81% in January, with trend followers suffering due to the reversal of longer-term market trends. Equity long/short was down 1
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