HFRI Equity Hedge (Total) Index HFRI Event- Driven (Total) Index

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Presentation transcript:

Table 4. Correlations 08/2010-04/2015 HFRI Equity Hedge (Total) Index HFRI Event- Driven (Total) Index HFRI Fund of Funds Composite Index HFRI Fund Weighted Composite Index HFRI Macro (Total) Index HFRI Relative Value (Total) Index MSCI EM ,86** ,74** ,71** ,36** ,69** S&P500 ,88** ,81** ,75** ,29** ,67** CRB ,42** ,51** ,44** ,47** ,28** ,56** Lechner Gerhard et al. Relationship of Commodity and Equity Indices on Hedge Fund Performance. Journal of Finance and Economics, 2017, Vol. 5, No. 3, 136-144. doi:10.12691/jfe-5-3-6 © The Author(s) 2015. Published by Science and Education Publishing.