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S&P Reports July Hedge Fund Returns

by Carla Johnson, Investors Offshore.com

06 August 2003

The recently released S&P Hedge Fund Index has revealed that hedge funds returned 0.34% in July, bringing the year-to-date returns to 6.32%.

Within this, the S&P Event-Driven Index, which has performed very well in the year-to-date, was up 0.79% last month. However, the S&P Directional/Tactical Index performed less well, climbing just 0.07%.

The S&P Hedge Fund Index has 40 constituents, which are divided into three sub-indices. These, in turn, represent nine specific strategies, which include: Equity Market Neutral, Fixed Income Arbitrage, Convertible Arbitrage, Merger Arbitrage, Distressed, Special Situations, Long/Short Equity, Managed Futures, and Macro.

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