Barclay Equity Long/Short Index
This directional strategy involves equity-oriented investing on both the long and short sides of the market. The objective is not to be market neutral. Managers have the ability to shift from value to growth, from small to medium to large capitalization stocks, and from a net long position to a net short position. Managers may use futures and options to hedge. The focus may be regional or sector specific.
The Barclay Equity Long/Short Index is recalculated and updated real-time on this page as soon as the monthly returns for the underlying funds are recorded. The number of funds that are currently included in the calculations for the most recent months can be found in the footnotes below. Please note that the calculation for the number of funds is time-stamped and that the number of funds will continue to increase until all funds categorized within the sector have reported monthly returns.
|
|
2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|
| Jan | -2.79% | 1.03% | 3.23% | 0.34% | 1.69% | |
| Feb | 0.84% | 0.70% | 0.12% | 1.76% | 0.86% | |
| Mar | -1.87% | 0.80% | 2.41% | -0.50% | 0.73% | |
| Apr | 1.74% | 1.24% | 1.20% | -1.71% | -0.97% | |
| May | 1.87%§ | 1.93% | -2.36% | 0.94% | -0.47% | |
| Jun | 0.50%† | 0.93% | -0.54% | 1.61% | 0.77% | |
| Jul | - | 0.15% | -0.31% | 2.35% | -1.21% | |
| Aug | - | -1.16% | 0.79% | 1.09% | -0.36% | |
| Sep | - | 1.63% | -0.26% | 2.11% | 1.49% | |
| Oct | - | 1.99% | 1.42% | -1.29% | 0.37% | |
| Nov | - | -1.86% | 0.94% | 1.88% | 2.29% | |
| Dec | - | 0.35% | 1.23% | 2.43% | 1.24% | |
| YTD | 0.19%* | 7.91% | 8.04% | 11.47% | 6.56% | |
| †Estimated performance for June 2008 calculated with reported data from 75 funds. | ||||||
| §Estimated performance for May 2008 calculated with reported data from 602 funds. | ||||||
| *All estimates and 2008 YTD amounts are calculated with reported data as of July-3-2008 19:10 US CST. | ||||||