Investable indexes: February 2012 returns
The continuing market rally benefited hedge funds during February. Nearly all strategies had positive returns with equity-based strategies in particular taking advantage of strong markets.
Dow Jones/Credit Suisse
The Dow Jones Credit Suisse Hedge Fund Index was up 1.61% in February. Nearly all strategies had positive returns.
Dedicated short bias bucked the positive trend and was down 4.66% over the month, adding to a poor January performance to return a negative 11.88% for the year. Emerging markets had the best performance for the month, up 2.92%, followed by equity long/short, up 2.64% as equity markets continued to rally. Convertible arbitrage also had good performance, gaining
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