| |
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
|
