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HFI Global Briefing - January 2011

HFI Global Briefing - January 2011

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Published by: Absolute Return on Jan 07, 2011
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monthly performance data, news and analysis for the global hedge fund industry
Global
Biefng
Volume 4 Issue 3 January 2011 A HedgeFund Intelligence publication
He
d
geFun
d
 Intelligence
Hedge funds gain 8% worldwide in 2010
GloBal summary
Hedge und perormance lagged the equity markets last year despitemost strategies earning substantial profts in December. The Hedge-Fund Intelligence Global Composite Index, which tracks nearly 4,000single-manager hedge unds, produced a median gain o 8.08% in2010 against an 11.76% rise in the MSCI World Index (net).
 Americas, Europe, Asia
Funds in the Americas rose 9.44% in 2010, against a 12.78% gain orthe S&P 500 Index. European unds gained 6.68% against a 3.88% gainor the MSCI Europe Index (net). Asian unds gained 7.64% against arise o 15.92% or the MSCI Pacifc Free Index (net). Event-driven hedge unds were the best perormers globally, gaining10.38% in 2010. Macro unds ell into last place globally, rising only5.16% or the year. Hedge unds continue to outperorm equity indices over a longer timespan. The global composite was up 102.59% over the past decade, while the MSCI World Index (net) was up 25.62% and the S&P 500Index ell 4.74% over the same period.The perormance fgures cited in this document are early estimatesthat were accurate as o 8am EST on 7 January 2010. For the latestperormance fgures, please visit the individual indices (available inthe ollowing pages) on the HedgeFund Intelligence site.
CoNTENTs
1 Gb 
2 HFI news, data and research
3 The aeic 4 Epe 5 ai-Pcifc 6 Fnd  hedge nd/invet 7 abte uCITs8 Gwth  hedge nd indt et
median meanstrateg Dec-10 yTD Dec-10 yTD
equity 3.05% 7.57% 3.44% 10.28%macro 0.42% 5.16% 2.03% 7.36%manag futurs 3.65% 8.12% 4.91% 12.65%evnt drivn 2.74% 10.38% 2.63% 12.95%erging markt dbt 1.79% 10.34% 2.53% 13.38%erging markt equity 2.04% 8.43% 2.25% 10.63%
HFI Global Copoite 2.30 % 8.08% 3.13% 10.48%
GloBal INDICEs (EsT)
%MSCI World Index - NetHedgeFund Intelligence Global Index - MacroHedgeFund Intelligence Global Index - Managed FuturesHedgeFund Intelligence Global Index - Event DrivenHedgeFund Intelligence Global Index - EquityHedgeFund Intelligence Global Index - Emerging Market EquityHedgeFund Intelligence Global Index - Emerging Market DebtHedgeFund Intelligence Global Index - Composite-50050100150200250300350
 
   D  e  c  -    1   0   D  e  c  -   0   9   D  e  c  -   0   8   D  e  c  -   0    7   D  e  c  -   0   6   D  e  c  -   0   5   D  e  c  -   0  4   D  e  c  -   0   3   D  e  c  -   0   2   D  e  c  -   0    1   D  e  c  -   0   0   D  e  c  -   9   9   D  e  c  -   9   8   D  e  c  -   9    7
Global
Briefng
 
i  ee nth pbictin
 
To subscribe please go to www.hedgeundintelligence.com/globalbriefng
GloBal ComPosITE mEDIaN INDICEs
f     v hf i 
Figures correct as of 7 January 2011
 
HFI: News, Data & Research
Global
Briefng
Email 
Telephone
+44 (0) 20 7779 7330
Fax
+44 (0) 20 7779 7331Published by HedgeFund Intelligence, Nestor House,Playhouse Yard, London EC4V 5EX
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Covering the single-manager hedgeund industry in the Americas
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Mixed Arbitrage Index 0.44% 5.62% 2.10% 9.92%Commodities Index 3.70% 9.12% 3.02% 15.13%Convertible & Equity Arbitrage Index 0.57% 10.16% 2.05% 12.45%Credit Index 1.09% 11.68% 1.25% 14.73%Distressed Index 1.21% 12.08% 1.50% 12.64%Event Driven Index 3.14% 13.86% 3.15% 14.99%Fixed Income Index 0.65% 9.47% 0.75% 10.46%Global Equity Index 3.01% 8.48% 2.78% 9.96%Latin American Debt Index 0.26% 5.77% 0.33% 5.71%Latin American Equity Index 1.31% 9.75% 2.26% 13.08%Macro Index 0.76% 6.36% 2.07% 9.13%Managed Futures Index 3.16% 7.58% 4.33% 11.88%Mortgage Backed Securities Index 1.91% 11.90% 1.91% 16.02%Multi-Strategy Index 2.64% 9.60% 3.34% 10.89%Technology Index 2.55% 9.15% 2.47% 11.33%U.S. Equity Index 2.82% 8.75% 3.40% 13.38%
Absolute Return Composite Index 2.31% 9.44% 3.22% 12.22%
AbSoluTe ReTuRn InDICeS (eST)
%S&P 500MSCI WorldAbsolute Return Composite IndexAbsolute Return Global EquityAbsolute Return U.S. Equity-50050100150200250300350
 
   D  e  c  -    1   0   D  e  c  -   0   9   D  e  c  -   0   8   D  e  c  -   0    7   D  e  c  -   0   6   D  e  c  -   0   5   D  e  c  -   0  4   D  e  c  -   0   3   D  e  c  -   0   2   D  e  c  -   0    1   D  e  c  -   0   0   D  e  c  -   9   9   D  e  c  -   9   8
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is a r mthy picati
 
To subscribe please go to www.hedgeundintelligence.com/globalbriefng
January 2011
3
AbSoluTe ReTuRn MeDIAn InDICeS vSMSCI woRlD InDex AnD S&P 500
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mcelarier@absolutereturn.netJosh Friedlander, Online editor,
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Americas funds gain 2.3% in December
For the latest statistics please view theAbsolute Returnindices
Figures correct as of 7 January 2011

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