Investable indexes: March 2012 returns
Hedge funds have mixed performance in March after starting the year on an upward trend. Most strategies had marginal moves up or down. The only combined index to increase was Dow Jones/Credit Suisse.
Dow Jones/Credit Suisse
The Dow Jones Credit Suisse Hedge Fund Index was up 0.05% in March but five of the 10 sub-strategies suffered declines. Managed futures posted the biggest drop, falling 2.96%, followed by dedicated short bias, which followed its decline of 4.66% in February with a further decrease of 1.35% bringing its year-to-date performance to a negative 13.08%. Other losers were emerging markets (down 0.7%), equity market neutral (down 0.15%) and global macro (down 0.43%).
Any strategy
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