| |
June
Return
(%)
|
YTD
Return
(%)
|
BENCHMARK INDICES
S&P 500
Russell 2000
MSCI EAFE (Europe, Australia, Far East: net)
Barclays Aggregate Bond |
-5.24
-7.88
-1.00
1.57
|
-6.65
-2.54
-13.23
5.33
|
Barclay/Global HedgeSource
1,900+ funds (unweighted) |
-0.95
|
0.14
|
CogentHedge
3,100+ funds (unweighted) |
-0.67
|
-0.36
|
Dow Jones Credit Suisse Hedge Fund Index
5,000+ funds (weighted)
Convertible arbitrage
Dedicated short bias
Emerging markets
Equity market neutral
Event driven
Distressed
Multi-strategy
Risk arbitrage
Fixed income arbitrage
Global macro
Long/short equity
Managed futures
Multi-strategy |
-0.84
0.01
5.45
-0.03
-0.99
-1.58
-1.10
-1.97
0.10
0.92
0.56
-2.07
0.42
-0.81
|
0.63
2.65
-2.77
-0.81
-4.55
1.84
2.98
0.97
-0.14
5.52
4.20
-3.22
0.26
0.48
|
Greenwich Global Hedge Fund Index
2,000+ funds (unweighted) |
-0.8
|
0.1
|
Hennessee Hedge Fund Advisory
1,000+ funds (unweighted) |
-1.35
|
0.20
|
HFN Hedge Fund Aggregate Average
4,900+ funds (unweighted) |
-0.80
|
0.14
|
HFRI Fund Weighted Composite
2,000+ funds (weighted) |
-0.86
|
-0.21
|
Morningstar 1000 Hedge Fund Index
1,000+ funds (unweighted) |
-0.41
|
-2.27
|
RBC Hedge 250
250 funds (weighted) |
-0.94
|
-0.56
|
