HEDGEweb | Absolute Return Research

HEDGEweb Indices

HEDGEweb IndexDecember% Winner
HEDGEweb ABSOLUTE ALPHA™ INDEX0.56%66.67%
HWX UCITS Index-0.07%54.30%
HWX Composite Index-0.44%40.59%
HWX Hedge Fund Index-0.44%47.01%
HWX Fund of Funds Index-0.52%22.48%
HWX CTA Index0.18%67.16%
HWX Managed Accounts Index0.07%57.14%
Other Investment Funds-0.34%66.67%

As of: Feb. 08, 2012 - 00:03 CET

HEDGEweb IndexDecember% Winner12 Months
Activist1.58%100.00%-7.97%
Arbitrage-0.55%16.92%-1.15%
Commodities-3.81%0.00%-19.99%
Convertible Arbitrage-0.09%77.27%1.34%
Country Specific1.40%100.00%-26.36%
Distressed Securities0.59%46.94%-7.41%
Emerging Markets-1.76%27.04%-13.31%
Equity Hedged-0.56%0.00%-6.69%
Equity Long only-0.46%34.17%-10.75%
Equity Long/Short-0.43%45.54%-4.79%
Equity Market Neutral-0.13%50.75%0.46%
Event Driven-0.97%40.00%-2.58%
Fixed Income0.57%75.26%3.47%
Fixed Income Arbitrage0.04%67.39%4.56%
Fixed Income High Yield0.52%63.83%0.20%
Forex ( Currencies)0.53%100.00%-1.71%
Global Macro-0.44%46.32%-4.31%
Long Bias-0.41%44.49%-8.48%
Market Neutral0.43%84.21%-3.94%
Merger Arbitrage0.47%77.78%2.80%
Fixed Income Mortgages1.10%100.00%-4.44%
Multi-Strategy/Diversified-0.10%38.26%-5.11%
Options/Derivatives Strategies0.95%60.00%11.74%
Quantitative0.64%56.25%5.72%
Regulation D-0.38%25.05%-4.25%
Sector: Energy0.42%53.66%-4.25%
Sector: Financial0.18%52.83%-3.71%
Sector: Healthcare / Biotech3.38%65.38%2.79%
Sector: Real Estate0.19%73.68%-0.59%
Sector: Technology-0.92%25.00%-4.50%
Sector: Other-2.48%23.88%-12.02%
Short Bias0.21%60.00%-0.95%
Small/Micro Cap1.02%100.00%7.70%
Special Situations0.42%62.50%-3.79%
Statistical Arbitrage-0.36%33.33%0.25%
Value0.97%28.57%-5.98%
Volatility-1.07%0.00%-0.82%
Other-0.73%26.55%-7.06%
Discretionary (CTA)-1.20%0.00%-3.87%
Diversified / Multi Strategy (CTA)-2.72%41.18%-13.24%
Stock Index (CTA)4.91%100.00%9.93%
Systematic / Quantitative (CTA)0.35%65.22%-4.62%
Volatility (CTA)-3.35%33.33%-7.28%
HEDGEweb IndexYTD201020092008
HWX Composite Index-5.99%9.28%19.79%-20.20%
HEDGEweb ABSOLUTE ALPHA™ INDEX1.24%7.00%14.01%9.80%
HWX UCITS Index-8.87%6.83%23.61%-25.91%
HWX Hedge Fund Index-6.13%11.49%26.77%-20.10%
HWX Fund of Funds Index-6.04%4.76%10.34%-22.22%
HWX CTA Index-4.38%10.34%0.22%23.88%
HWX Managed Accounts Index3.43%15.55%13.35%2.74%
Other Investment Funds-7.98%23.27%42.08%-44.50%



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