Fund Data for Creditflux subscribers
Subscribers to Creditflux can access data on individual credit fund performance.
Creditflux fund indices
| Category | April | YTD | 3M | 12M |
| Multistrategy | -1.38 | 1.79 | 0.19 | -4.28 |
| Relative Value | 1.59 | -0.11 | 0.19 | -6.04 |
| Structured Credit | -0.07 | 3.4 | -0.42 | 17.63 |
| ABS CDOs | 0.11 | 2.99 | 1.8 | 9.46 |
| Loans, high yield | 1.97 | -10.34 | -4.95 | -14.39 |
Methodology
Monthly index values are unweighted median values of the net returns in a category. Returns are supplied by managers and investors, and are for US$ denominated classes with a 2%/20% fee structure, or the closest equivalent tranche where not available. The last month’s returns may be estimates.
Category Definitions
Multistrategy: long/short funds that trade predominantly in exotic credit derivatives (options and tranches)
Relative Value: long/short funds that trade mainly single name and index credit derivatives
Structured Credit: funds that trade synthetic tranches (correlation)
ABS/CDOs: funds that buy and sell CDOs and ABS
Credit opportunity funds/loans, high yield: predominantly long only funds that invest in mostly high yield loans.
Contact details
Creditflux Ltd
2-6 Northburgh Street
London EC1V 0AY
United Kingdom
telephone:+44 (0)20 7253 9510
fax: +44 (0)20 7253 3485
email: admin@creditflux.com