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Strong performance by Relative Value Arbitrage this week

February 25, 2005 at 6:07 am

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The Relative Value Arbitrage lead the performance of the HFRX Hedge Fund Indices this week, recording a gain of 0.48%.

It was followed by the Distressed Securities PARA_BREAK_SENTINEL_9f8e7d6c

The Relative Value Arbitrage lead the performance of the HFRX Hedge Fund Indices this week, recording a gain of 0.48%.

It was followed by the Distressed Securities Index with 0.36% and the Merger Arbitrage Index with 0.26%.

On the negative side, the Market Directional Index (-0.54%), the Convertible Arbitrage Index (-0.25%) and the Event Driven Index (-0.23%) all lost ground over the week.

HFRX Indices performance February 16 to February 22 

HFRX Global Hedge Fund Index

-0.06%

HFRX Equally Weighted

0.07%

HFRX Convertible Arbitrage Index

-0.25%

HFRX Distressed Securities Index

0.36%

HFRX Equity Hedge Index

-0.37%

HFRX Equity Market Neutral Index

0.02%

HFRX Event Driven Index

-0.23%

HFRX Macro Index

0.23%

HFRX Merger Arbitrage Index

0.26%

HFRX Relative Value Arbitrage Index

0.48%

HFRX Absolute Return Index

0.12%

HFRX Market Directional Index

-0.54%

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