EDHEC-Risk Institute has released hedge fund return figures from February. With the Standard & Poor’s 500 stock index up more than 3%, it should come as no surprise that dedicated short sellers got creamed, losing 3.22%. That pushed their year-to-date return to -4%. On the plus side, convertible arbitrage managers returned 1.66% in February, giving them a 3.5% return for the year.

See the full EDHEC results, with commentary, below:

EDHEC-Risk Alternative Indexes - Overview February 2011

This entry was posted on Friday, March 18th, 2011 at 12:27 pm and is filed under Indexes. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.