February Predicted Returns For Hedge Funds

Based on the data accumulated and the regression models fitted to them (not to extrapolations), we can compute expected returns for the four funds studied for the month of February, 2009.

Fund                                      Return
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Citadel Kensington Global Strategies Fund +1.15%
IKOS Equity Hedge Fund                    +0.78%
Renaissance Institutional Equity Fund     +1.25%
Millenium International Ltd.              +1.06%
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Hedge Fund Trading Risk Factor            +0.93%

Note that these are predictions, not measurements, so we'll have to wait and see how they actually do.

UPDATE: The Barclay Hedge data is all in for the month of January, and the numbers above changed slightly.