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Barclay Merger Arbitrage Index
Merger Arbitrage funds typically invest simultaneously long and short in the companies involved in a merger or acquisition. Risk arbitrageurs are typically long the stock of the company being acquired and short the stock of the acquirer. By shorting the stock of the acquirer, the manager hedges out market risk, and isolates his exposure to the outcome of the announced deal.
The Barclay Merger Arbitrage Index is recalculated and updated real-time on this page as soon as the monthly returns for the underlying funds are recorded. Only funds that provide us with net returns are included in the index calculation. 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.
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2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|
| Jan | 0.69% | 0.63% | 0.67% | 0.75% | -0.88% | |
| Feb | 1.16% | 0.55% | 0.61% | -0.07% | 1.15% | |
| Mar | 0.19%§ | 0.33% | 0.70% | 1.29% | -0.96% | |
| Apr | -0.04%† | 0.74% | 0.16% | 1.26% | 1.17% | |
| May | - | 0.14% | -0.85% | 1.31% | 1.75% | |
| Jun | - | 0.18% | 0.46% | 1.12% | -0.86% | |
| Jul | - | -0.43% | 1.15% | 1.08% | -0.21% | |
| Aug | - | -0.81% | 1.06% | 1.16% | 0.64% | |
| Sep | - | 0.11% | 1.10% | 1.16% | -3.60% | |
| Oct | - | 1.37% | 0.28% | 0.61% | -2.66% | |
| Nov | - | 0.36% | -0.24% | 0.61% | -0.64% | |
| Dec | - | 0.58% | 0.82% | 0.86% | 1.83% | |
| YTD | 2.00%* | 3.80% | 6.05% | 11.71% | -3.38% | |
| †Estimated performance for April 2012 calculated with reported data from 34 funds. | ||||||
| §Estimated performance for March 2012 calculated with reported data from 34 funds. | ||||||
| *All estimates and 2012 YTD amounts are calculated with reported data as of May-21-2012 05:46 US CST. | ||||||
