Hedge Funds Returns January 2010

Hedge Fund Returns Mixed in January 2010

After the best hedge fund returns in a decade, returns were mixed to start this year.  Hedge funds gained 20% in 2009, but in January of 2010 gains from relative value arbitrage and event-driven funds offset gains by funds focused on other strategies.

Hedge funds turned in a mixed performance in January after gaining 20% in 2009, according to Hedge Fund Research.

The HFRI Funded Weighted Composite slid 0.71% in January, with gains in relative value arbitrage and event-driven funds partially offsetting losses in equity-hedge and macro funds, which often invest based on broad economic themes. The composite's reading, though, fell less than major U.S. stock averages did during the month.

In January, the biggest gainer was the Multi-Strategy Index--up 2.36%--while fixed income gained 2.23% and the Distressed/Restructuring Index added 2.01%. Hedge funds which invested based on macroeconomic expectations fared the worst.  Source

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