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Hedge Funds July 2010

Hedge Funds July 2010

Hedge Funds May Have Best Month This Year in July

Hedge funds had a tough second quarter of 2010 but the early data suggests that July could be the rebound hedge funds were hoping for. In order to complete a turnaround in the third quarter, hedge funds needed a strong start and hedge funds may have had their best month this year in July.
Hedge funds enjoyed their best monthly return of the year in July, according to Credit Suisse’s Liquid Alternative Beta indices. The overall LAB index rose 3.12% on the month, pulling it out of the red and leaving the index up 2.99% on the year.

Event-driven funds were the strongest performers with a 4.22% July jump (5.93% year-to-date). Long/short funds also did well, adding 3.3% (2.05% YTD).

The LAB merger arbitrage index rose 1.87% (5.99% YTD), while the LAB global macro index added 1.65% (1.1% YTD). Source

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Link to This Resource: Hedge Funds July 2010

http://richard-wilson.blogspot.com/2010/08/hedge-funds-july-2010.html
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