Barclay Hedge Fund Index
The Barclay Hedge Fund
Index is a measure of the average return of all hedge funds
(excepting Funds of Funds) in the Barclay database.
The index is simply the arithmetic average of the net returns
of all the funds that have reported that month.
The Barclay Hedge Fund Index is recalculated and
updated real-time on this page as soon as the monthly returns
for the underlying funds are recorded. The number of funds
that are currently included in the calculations for the most
recent months can be found in the footnotes below. Please note
that the calculation for the number of funds is time-stamped
and that the number of funds will continue to increase until
all funds categorized within the sector have reported monthly
returns.
|
2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 |
| Jan |
-0.41%† | -0.14% | -3.26% | 1.13% | 3.50% | 0.12% | 1.81% | 0.53% |
| Feb |
- | -1.46% | 1.23% | 0.79% | 0.61% | 2.02% | 1.14% | 0.09% |
| Mar |
- | 2.04% | -2.38% | 0.91% | 1.97% | -0.86% | 0.65% | 0.12% |
| Apr |
- | 4.27% | 1.93% | 1.59% | 1.73% | -1.53% | -1.22% | 2.53% |
| May |
- | 5.57% | 1.82% | 2.00% | -1.84% | 0.85% | -0.44% | 3.23% |
| Jun |
- | 0.37% | -1.73% | 0.72% | -0.39% | 1.52% | 0.70% | 1.35% |
| Jul |
- | 2.97% | -2.10% | 0.37% | 0.02% | 2.29% | -0.85% | 1.16% |
| Aug |
- | 1.78% | -1.21% | -1.45% | 0.96% | 1.06% | 0.12% | 1.66% |
| Sep |
- | 3.19% | -6.99% | 2.51% | 0.11% | 2.18% | 1.52% | 0.97% |
| Oct |
- | -0.06% | -8.41% | 2.87% | 1.80% | -1.41% | 0.84% | 2.29% |
| Nov |
- | 1.33% | -2.80% | -2.07% | 1.76% | 1.92% | 2.70% | 0.94% |
| Dec |
- | 1.97%† | 0.37% | 0.52% | 1.61% | 2.14% | 1.56% | 1.83% |
| YTD |
-0.42%* | 23.90% | -21.63% | 10.22% | 12.39% | 10.67% | 8.80% | 17.99% |
|
|
†Estimated performance for January 2010 calculated with reported data from 868 funds.
§Estimated performance for December 2009 calculated with reported data from 2640 funds.
*All estimates and 2010 YTD amounts are calculated with reported data as of February-8-2010 16:32 US CST.
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