| |
Jan.
Return
(%)
|
2009
Return
(%)
|
BENCHMARK INDICES
S&P 500
Russell 2000
MSCI EAFE (Europe, Australia, Far East: net)
Barclays Aggregate Bond |
-3.60
-3.73
-4.44
1.53
|
26.46
25.21
27.75
5.63
|
Barclay/Global HedgeSource
1,900+ funds (unweighted) |
-0.28
|
24.12
|
CogentHedge
3,100+ funds (unweighted)
Arbitrage
Event-driven
Fixed income
Long/short
Global macro
Multi-fund
Sector
Trading
Regional |
-0.88
-0.01
1.06
0.76
-0.90
-0.83
-0.66
-0.86
-2.44
-0.68
|
16.48
26.94
26.66
20.77
21.83
7.17
9.99
33.98
0.88
27.14
|
Credit Suisse/Tremont Hedge Fund Index
400+ funds (unweighted) |
0.17
|
18.57
|
Dow Jones
Hedge fund strategy benchmarks
Equity long/short
Event driven
Merger arbitrage |
-0.28
0.70
-0.06
|
4.88
15.54
8.31
|
Hennessee Hedge Fund Advisory
1,000+ funds (unweighted) |
-0.50
|
24.85
|
HFN Hedge Fund Aggregate Average
4,900+ funds (unweighted) |
-0.78
|
19.44
|
HFRI Fund Weighted Composite
2,000+ funds (weighted) |
-0.71
|
20.03
|
Morningstar 1000 Hedge Fund Index
1,000+ funds (unweighted) |
-1.28
|
19.67
|
RBC Hedge 250
250 funds (weighted) |
-0.07
|
19.24
|
