Monthly Fund Indices

 

Feb.
Return
(%)

YTD
Return
(%)

BENCHMARK INDICES
S&P 500
Russell 2000
MSCI EAFE (Europe, Australia, Far East: net)
Barclays Aggregate Bond


3.10
4.41
-0.88
0.37


-0.61
0.51
-5.28
1.91

Barclay/Global HedgeSource
1,900+ funds (unweighted)

0.80

0.44

CogentHedge
3,100+ funds (unweighted)

0.20

-0.53

Credit Suisse/Tremont Hedge Fund Index
400+ funds (unweighted)

0.68

0.85

Dow Jones
Hedge fund strategy benchmarks
Equity long/short
Event driven
Merger arbitrage



1.11
-0.70
-0.92



0.83
0.00
-0.98

Hennessee Hedge Fund Advisory
1,000+ funds (unweighted)

0.96

0.42

HFN Hedge Fund Aggregate Average
4,900+ funds (unweighted)

0.86

0.26

HFRI Fund Weighted Composite
2,000+ funds (weighted)

0.66

-0.06

Morningstar 1000 Hedge Fund Index
1,000+ funds (unweighted)

0.34

0.90

RBC Hedge 250
250 funds (weighted)
Convertible arbitrage
Equity market neutral
Fixed income arbitrage
Equity long/short
Macro
Managed futures
Credit
Mergers & special situations
Multi-strategy

0.40

-0.11
-0.37
0.31
0.61
0.75
0.60
0.31
0.88
0.17

0.30

-1.00
-0.06
2.88
-0.08
0.41
-2.44
2.13
1.38
0.78