HedgeFund Intelligence Indices

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Global

Index Mar 2020 Apr 2020 YTD Last 5 years performance
Return Return Funds reporting Return
Composite -5.42% 2.68% * 90% -3.57%
Emerging Market Debt -8.33% 2.23% * 74% -5.28%
Emerging Market Equity -9.97% 6.36% * 93% -7.32%
Equity -8.13% 5.45% * 93% -6.40%
Event Driven -12.44% 6.82% * 97% -8.11%
Macro -2.23% 1.55% * 96% -0.35%
Managed Futures 0.48% 0.15% * 91% 1.11%
Single Manager African Index -4.88% 4.06% * 98% -3.26%

* Estimate

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Absolute Return

Index Mar 2020 Apr 2020 YTD Last 5 years performance
Return Return Funds reporting Return
Commodities -0.22% 1.06% * 64% 0.66%
Composite -6.19% 2.77% * 87% -4.32%
Convertible & Equity Arbitrage -7.30% 2.79% * 73% -4.32%
Credit -9.51% 1.55% * 83% -7.58%
Distressed -8.60% 5.98% * 91% -3.19%
Event Driven -13.47% 6.66% * 99% -9.00%
Fixed Income -10.91% 1.51% * 94% -9.57%
Global Equity -5.22% 5.70% * 100% -1.72%
Latin American Debt -6.28% 6.15% * 100% -1.66%
Latin American Equity -25.83% 4.88% * 100% -26.26%
Macro -1.70% 1.70% * 100% 0.02%
Managed Futures 0.26% 0.22% * 98% 0.48%
Mixed Arbitrage -5.60% 2.31% * 100% -3.18%
Mortgage Backed Securities -13.28% 0.74% * 82% -11.29%
Multi-Strategy -5.87% 2.65% * 91% -4.44%
Technology -7.63% 10.62% * 81% -1.80%
U.S. Equity -11.39% 7.52% * 88% -8.81%

* Estimate

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AsiaHedge

Index Mar 2020 Apr 2020 YTD Last 5 years performance
Return Return Funds reporting Return
Asia ex Japan -13.91% 4.87% * 88% -15.03%
Asia inc Japan -8.45% 6.72% * 86% -5.88%
Australian Long/Short Equity -17.21% 8.51% * 87% -13.83%
Chinese Long/Short Equity -7.48% 5.41% * 100% -3.40%
Composite -7.09% 4.41% * 84% -4.25%
Indian Long/Short Equity -25.49% 11.64% * 71% -16.82%
Japan Long/Short Equity -4.47% 3.18% * 62% -7.70%
Japan Long/Short Equity -4.12% 2.39% * 76% -7.91%

* Estimate

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EuroHedge

Index Mar 2020 Apr 2020 YTD Last 5 years performance
Return Return Funds reporting Return
Composite -3.90% 1.88% * 84% -2.49%
Convertible & Equity Arbitrage EUR -4.02% 3.23% * 100% 4.16%
Convertible & Equity Arbitrage USD -5.43% 3.73% * 80% 0.08%
Credit EUR -10.70% 2.74% * 88% -7.74%
Credit USD -16.91% 2.35% * 68% -14.39%
Currency 2.86% -1.15% * 94% 1.23%
Emerging Market Debt USD -8.36% 2.45% * 80% -4.93%
Emerging Market Equity USD -12.54% 3.45% * 76% -12.88%
Equity Market Neutral & Quantitative Strategies EUR -2.07% 1.97% * 94% 0.67%
Equity Market Neutral & Quantitative Strategies USD -2.92% 0.65% * 100% -3.21%
European Equity EUR -6.80% 4.40% * 92% -5.89%
European Equity GBP -7.31% 3.89% * 100% -6.44%
European Equity Nordic -7.51% 5.12% * 95% -3.49%
European Equity USD -4.59% 3.64% * 95% -3.81%
Event Driven EUR -10.13% 9.77% * 100% -5.40%
Event Driven USD -11.71% 9.93% * 73% -4.72%
Fixed Income EUR -4.09% 2.08% * 91% -1.47%
Fixed Income USD -3.66% 1.15% * 69% -1.98%
Global Equity EUR -8.91% 2.23% * 100% -9.27%
Global Equity USD -8.31% 5.59% * 86% -7.70%
Macro EUR -1.98% 0.40% * 100% -2.00%
Macro USD -3.30% 0.89% * 96% -1.09%
Managed Futures EUR 0.36% 0.75% * 100% 1.16%
Managed Futures USD 1.09% 0.13% * 88% 2.41%
Mixed Arbitrage & Multi-Strategy USD -4.44% 1.24% * 74% -3.58%

* Estimate

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InvestHedge

Index Mar 2020 Apr 2020 YTD Last 5 years performance
Return Return Funds reporting Return
Arbitrage USD -4.97% 2.30% * 75% -2.81%
Asian Pacific Fund of Funds -5.65% 4.35% * 79% -3.10%
Commodities -0.52% 3.84% * 60% 2.28%
Composite -6.19% 3.24% * 78% -3.93%
Distressed -9.99% 2.70% * 93% -8.08%
Emerging Managers -4.99% 5.39% * 83% -0.49%
Emerging Markets Hedge USD -9.96% 5.61% * 84% -6.49%
European Equity EUR -5.93% 4.80% * 50% -3.10%
Fixed Income USD -11.99% 1.63% * 90% -10.17%
Global Equity USD -8.08% 4.26% * 90% -5.76%
Global Macro Currency USD -4.02% 2.12% * 67% -3.23%
Global Multi Strategy EUR -6.76% 3.50% * 95% -4.25%
Global Multi Strategy USD -6.21% 3.00% * 84% -3.67%
Leveraged Global Multi-Strategy USD -5.44% 4.81% * 100% 4.06%
Managed Futures -3.12% 0.07% * 73% -4.00%
Self-Invested Fund of Funds USD -5.48% 0.41% * 69% -4.80%
US Equity -8.24% 5.95% * 83% -3.76%

* Estimate

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Absolute UCITS

Index Mar 2020 Apr 2020 YTD Last 5 years performance
Return Return Funds reporting Return
Credit -9.17% 3.01% * 90% -6.38%
Equity Market Neutral & Quantitative Strategies -2.79% 1.94% * 87% -2.16%
European Equity -5.26% 3.09% * 94% -3.52%
Event Driven -8.15% 4.02% * 90% -4.72%
Fund of Funds -6.57% 2.43% * 78% -5.37%
Global Equity -7.72% 6.45% * 86% -5.30%
Macro -6.07% 2.77% * 95% -5.47%
Managed Futures 1.52% -0.24% * 100% -0.51%
Mixed Arbitrage & Multi-Strategy -6.08% 1.02% * 100% -7.20%
Single Manager Composite -6.08% 2.86% * 91% -4.70%

* Estimate

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