BarclayHedge and SwissAnalytics Team Up to Offer Hedge Fund Due Diligence
Managed Futures Rebound 2.08% in May; Barclay CTA Index Down 0.54% in 2009
June 16 2009
Barclay Hedge Fund Index Up 5.77% in May; Hedge Funds Gain 12.47% in Three Months
June 15 2009
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 |
June ROR† |
Number of funds reporting† |
YTD through June † |
|---|---|---|---|
| Barclay Hedge Fund Index | 0.81% | 250 | 11.41% |
| Hedge Fund Industry Money Under Management | |||
| SUB INDICES | |||
| Convertible Arbitrage Index | N/A | 0 | 20.83% |
| Distressed Securities Index | 4.12% | 4 | 12.97% |
| Emerging Markets Index | 0.28% | 47 | 21.39% |
| Equity Long Bias Index | 1.98% | 26 | 13.90% |
| Equity Long/Short Index | 0.75% | 52 | 7.67% |
| Equity Market Neutral Index | 0.10% | 14 | -0.63% |
| Equity Short Bias Index | -4.54% | 2 | -8.93% |
| European Equities Index | -0.49% | 8 | 7.04% |
| Event Driven Index | 1.85% | 10 | 14.09% |
| Fixed Income Arbitrage Index | 2.16% | 4 | 4.58% |
| Fund of Funds Index | -0.29% | 17 | 3.77% |
| Global Macro Index | -0.46% | 20 | 2.76% |
| Healthcare & Biotechnology Index | 0.17% | 5 | 12.25% |
| Merger Arbitrage Index | 1.92% | 4 | 6.67% |
| Multi Strategy Index | 3.35% | 3 | 15.65% |
| Pacific Rim Equities Index | 3.70% | 5 | 12.56% |
| Technology Index | -1.20% | 6 | 8.27% |
| †Estimated performance for June 2009, number of funds included and YTD calculated with reported data as of July-3-2009 19:25 US CST | |||
 |
June ROR† | Percentage of funds reporting† |
YTD through June† |
|---|---|---|---|
| Barclay CTA Index | -0.51% | 40.09% | -0.44% |
| CTA Industry Money Under Management | |||
| SUB INDICES | |||
| Agricultural Traders Index | 0.77% | 27.59% | 1.84% |
| Currency Traders Index | 0.10% | 42.06% | 0.71% |
| Discretionary Traders Index | -0.39% | 26.90% | 3.98% |
| Diversified Traders Index | -1.00% | 40.56% | -2.16% |
| Fin./Met. Traders Index | -0.25% | 41.41% | 0.72% |
| Systematic Traders Index | -0.64% | 43.93% | -2.73% |
| †Estimated performance for June 2009, percentage of reporting funds, and YTD calculated with reported data as of July-3-2009 19:25 US CST | |||
 |
Jul-01-2009 ROR† | MTD† | YTD† |
|---|---|---|---|
| BTOP FX Index | -0.23% | -0.23% | -3.63% |
| Newedge CTA Index (formerly Calyon Financial Barclay Index) | -0.20% | -0.20% | -4.74% |
| Morningstar Long/Short Commodity Index | 0.55% | 0.55% | -3.30% |
| AlternativeEdge Short-Term Traders Index | -0.24% | -0.24% | -1.13% |
| †Estimated performance as of July-3-2009 19:25 US CST | |||
 |
MTD thru Jul-01-2009† | June ROR† | YTD |
|---|---|---|---|
| BTOP50 Index | -0.03% | -1.52% | -3.40% |
| †Estimated performance as of July-3-2009 19:25 US CST | |||
