Hedge Fund Index vs 60-40 Balanced Portfolio

Jan 08, 2012 in Hedge Funds

The issue of which index to use as a performance benchmark is rarely all that clear.  One thing that is clear -- hedge funds had a terrible year in 2011. The Bloomberg hedge fund index was -4.9% in 2011. The HFRX Global Hedge Fund index was -8.9% in 2011.  The HFRX long-short equity index was down a staggering -19.1%.    Meanwhile, a standard 60-40 stock-bond balanced return using index funds was +4.1% for the year.    Below is the breakdown by quarter:  

 

 

 

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