Blue Lion Research Hedge Fund Indices

Click on a strategy below to show expanded data, including a breakdown of monthly performance and ratios.

IndexAnnualisedLast monthPast 3 mths201720162015Strongest mthWeakest mth
BLR Arbitrage Hedge Fund Index6.28%-0.07%  Nov 170.57%2.48%5.19%7.70%3.44%  May 09-5.63%  Oct 08
BLR CTA/Managed Futures Hedge Fund Index8.29%0.48%  Nov 171.49%0.52%7.69%-0.39%6.31%  Dec 00-3.22%  Apr 04
BLR Distressed Debt Hedge Fund Index8.92%0.12%  Nov 170.81%8.28%10.33%-5.33%5.55%  May 09-7.36%  Oct 08
BLR Equity Market Neutral Hedge Fund Index4.64%0.02%  Nov 170.24%1.72%0.20%6.06%3.26%  Feb 00-2.14%  Sep 08
BLR Event Driven Hedge Fund Index7.66%-0.46%  Nov 17-2.08%3.20%13.92%-0.47%5.20%  Apr 09-7.02%  Oct 08
BLR Fixed Income Hedge Fund Index6.98%-0.41%  Nov 17-0.04%4.62%6.03%1.03%3.31%  Sep 09-4.66%  Oct 08
BLR Fund of Funds Index3.67%0.08%  Nov 170.25%5.45%2.25%-0.86%3.88%  Feb 00-4.94%  Oct 08
BLR Hedge Fund Index7.44%-0.19%  Nov 170.72%3.65%3.11%5.56%4.30%  Feb 00-3.73%  Sep 08
BLR Long Short Equities Hedge Fund Index7.68%-0.57%  Nov 173.00%8.14%4.52%-0.57%7.59%  Feb 00-5.41%  Sep 08
BLR Macro Hedge Fund Index6.66%0.29%  Nov 172.02%3.51%0.26%3.15%3.85%  Feb 00-2.51%  Apr 04
BLR Multi-Strategy Hedge Fund Index7.78%-0.31%  Nov 17-0.98%4.90%7.86%2.30%3.25%  Dec 04-4.00%  Oct 08
BLR Relative Value Hedge Fund Index7.48%0.27%  Nov 17-0.54%2.43%9.17%1.55%3.09%  Mar 00-3.21%  Oct 08