Hedge Fund Index Closed Down 1.50% in May

Press release from the issuing company

Thursday, June 7th, 2012

The Dow Jones Credit Suisse Core Hedge Fund Index closed down 1.50% in May as most of the index component strategies reported negative results for May.

The Dow Jones Credit Suisse Core Hedge Fund Index provides daily published index values which seek to enable investors to track the impact of market events on the hedge fund industry. 

 

Index

May-12

Apr-12

YTD 2012

Dow Jones Credit Suisse Core Hedge Fund Index   

-1.50%   

-0.33%    

0.88%       

Convertible Arbitrage

-1.06%

-0.16%

4.79%

Emerging Markets

-2.33%

-0.35%

-0.10%

Event Driven

-2.25%

-0.64%

1.39%

Fixed Income Arbitrage

-1.14%

0.29%

0.55%

Global Macro

-0.45%

-0.35%

2.03%

Long/Short Equity

-5.08%

-0.63%

-3.17%

Managed Futures

3.52%

0.12%

3.13%

May, April and year-to-date 2012 performances are listed below and are available at www.hedgeindex.com.