HFRU Indices: Mid-August Performance

UCITS compliant Hedge funds posted gains, with the HFRU Hedge Fund Composite Index gaining +0.28% through mid-August.

• HFRU Equity Hedge Index posted a gain of +0.51% through mid-August, with contributions from European and Emerging Asian exposure, partially offset by declines in positioning in Brazil, USA and India.
• HFRU Macro Index posted a gain of +0.27% through mid-August, with contributions from Systematic Commodity strategies; gains were concentrated in Currencies and Metals which were partially offset by declines Global Discretionary managers.
• HFRU Relative Value Arbitrage Index posted a gain of +0.05% through mid-August, with positive contributions from European and Asian Credit strategies and Equity Special Situations partially offset by declines in Global Merger Arbitrage managers and idiosyncratic Emerging Markets Fixed Income exposure.
• HFRU Event Driven Index posted a decline of -0.15% through mid-August, with positive contributions from European and Asian Credit strategies and Equity Special Situations partially offset by declines in Global Merger Arbitrage managers and idiosyncratic Emerging Markets Fixed Income exposure.

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Comments reflect performance figures as of August 19, 2013.