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Barclay Multi Strategy Index
Multi-Strategy funds are characterized by their ability to dynamically allocate capital among strategies falling within several traditional hedge fund disciplines. The use of many strategies, and the ability to reallocate capital between them in response to market opportunities, means that such funds are not easily assigned to any traditional category.
The Barclay Multi Strategy 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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2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|
| Jan | 1.12% | 2.99% | -0.95% | 1.37% | 2.46% | |
| Feb | 0.65% | 0.75% | 1.23% | 1.30% | 1.09% | |
| Mar | 1.59% | 1.05% | -2.29% | 1.13% | 1.75% | |
| Apr | 0.91% | 2.65% | 0.62% | 1.58% | 1.20% | |
| May | -1.81%§ | 3.88% | 1.73% | 1.49% | 0.24% | |
| Jun | -0.57%† | 1.27% | -0.40% | 0.44% | 0.23% | |
| Jul | - | 2.80% | -2.24% | 0.49% | 0.26% | |
| Aug | - | 1.85% | -0.38% | -1.42% | 0.58% | |
| Sep | - | 2.69% | -7.62% | 1.53% | 0.18% | |
| Oct | - | 0.79% | -7.11% | 2.61% | 1.35% | |
| Nov | - | 1.13% | -2.07% | -1.48% | 1.79% | |
| Dec | - | 1.39% | 0.35% | 0.21% | 1.96% | |
| YTD | 1.87%* | 25.82% | -17.96% | 9.57% | 13.86% | |
| †Estimated performance for June 2010 calculated with reported data from 93 funds. | ||||||
| §Estimated performance for May 2010 calculated with reported data from 94 funds. | ||||||
| *All estimates and 2010 YTD amounts are calculated with reported data as of July-31-2010 00:24 US CST. | ||||||
