Event-driven hedge fund strategies post strong returns

The strategies included in S&P's event-driven sub-index are merger arbitrage, distressed and special situations. For July, the sub-index posted a 0.79% return on investment, outperforming the arbitrage and directional/tactical sub-indexes, which stood at 0.28% and 0.07% respectively.

But the event-driven sub-index performed worse than the previous month, when it posted a 1.43% monthly return.

By comparison with the Van Global Hedge Fund Index, S&P’s event-driven strategies fared worse than Van’s emerging markets strategy, which posted a 15.1% returns for the year-to-date in June.

The main S&P Hedge Fund Index offers an investable benchmark representative of the broad range of major strategies that hedge funds employ. The index has 40 constituents divided into the three sub-indices, which in turn represent nine specific strategies.

  • LinkedIn  
  • Save this article
  • Print this page  

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: