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Macro tops the week in sluggish post-New Year markets

January 14, 2005 at 6:01 am

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The Macro Index led the performance of the HFRX Indices during the week January 3 to January 10, returning 3.29% over the week.

It was followed by the Equity MarketPARA_BREAK_SENTINEL_9f8e7d6c

The Macro Index led the performance of the HFRX Indices during the week January 3 to January 10, returning 3.29% over the week.

It was followed by the Equity Market Neutral Index with 0.30%, the Distressed Securities Index with 0.29% and the Convertible Arbitrage Index with 0.11%.

All the other indices turned in negative performances in the sluggish post-New Year markets.

HFRX Global Hedge Fund Index  -1.04%
HFRX Equally Weighted  -0.62%
HFRX Convertible Arbitrage Index  0.11%
HFRX Distressed Securities Index 0.29%
HFRX Equity Hedge Index -1.21%
HFRX Equity Market Neutral Index  0.30%
HFRX Event Driven Index -0.69%
HFRX Macro Index 3.29%
HFRX Merger Arbitrage Index -0.22%
HFRX Relative Value Arbitrage Index -0.27%
HFRX Absolute Return Index -0.15%
HFRX Market Directional Index -2.94%

HFRX Hedge Fund Indices are designed to be representative of the overall hedge fund universe and its major component strategies.