Monthly Fund Indices

 

May
Return
(%)

YTD
Return
(%)

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


2.35
0.68
1.62
1.14


4.97
-2.50
3.78
3.87

Barclay/Global HedgeSource
2,000+ funds (unweighted)

1.12

2.30

CogentHedge
3,100+ funds (unweighted)

1.48

1.39

Credit Suisse Hedge Fund Index
5,000+ funds (weighted)

1.13

1.86

Eurekahedge Hedge Fund Index
2,500+ funds (unweighted)

1.04

1.79

Greenwich Global Hedge Fund Index
2,000+ funds (unweighted)

1.03

1.86

HedgeFund Intelligence
7,000+ funds (unweighted)
      Commodities
      Convertible and equity arbitrage
      Credit
      Distressed
      Event driven
      Fixed income
      Global equity
      Latin American debt
      Latin American equity
      Macro
      Managed futures
      Mixed arbitrage
      Mortgage-backed securities
      Multi-strategy
      Technology
      U.S. equity

0.97

-0.19
0.55
0.70
1.00
1.83
1.11
1.22
1.40
1.48
0.38
1.43
0.58
0.25
0.97
1.78
0.82

3.25

2.92
3.26
4.47
5.66
5.15
3.69
3.55
3.45
-0.06
-0.57
-0.71
2.74
4.31
3.44
0.23
2.24

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

1.01

2.18

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

1.18

2.01

Preqin Hedge Fund Analyst
4,500+ funds (unweighted)

1.25

2.50