|
|
March
Return
(%)
|
YTD
Return
(%)
|
|
BENCHMARK INDICES
S&P 500
Russell 2000
MSCI EAFE (Europe, Australia, Far East: net)
Barclays Aggregate Bond
|
3.75
4.44
0.82
0.08
|
10.61
12.03
5.13
-0.12
|
|
Barclay/Global HedgeSource
1,900+ funds (unweighted)
|
1.13
|
3.97
|
|
CogentHedge
3,100+ funds (unweighted)
|
0.72
|
3.08
|
|
Dow Jones Credit Suisse Hedge Fund Index
5,000+ funds (weighted)
|
0.76
|
2.09
|
|
Greenwich Global Hedge Fund Index
2,000+ funds (unweighted)
|
1.18
|
3.86
|
|
Hennessee Hedge Fund Advisory
1,000+ funds (unweighted)
Long/short equity
Arbitrage/event driven
Global/macro
Asia-Pacific
Convertible arbitrage
Distressed
Emerging markets
Europe
Event driven
Financial equities
Fixed income
Growth
Healthcare and biotech
High yield
International
Latin America
Macro
Market neutral
Merger arbitrage
Multiple arbitrage
Opportunistic
Short biased
Technology
Value
|
1.74
2.37
1.55
0.50
0.69
0.53
1.47
-0.13
0.68
1.97
2.38
2.88
1.73
5.81
0.38
1.21
0.58
0.30
0.18
1.27
1.46
2.20
-1.54
0.49
2.39
|
4.80
5.88
3.62
4.24
6.72
1.69
3.79
2.37
5.95
5.03
7.01
5.62
5.06
10.59
2.09
5.84
5.57
2.26
1.69
2.53
3.12
4.07
-6.04
4.42
6.71
|
|
HFN Hedge Fund Aggregate Average
4,900+ funds (unweighted)
|
1.51
|
3.92
|
|
HFRI Fund Weighted Composite
2,000+ funds (weighted)
|
1.09
|
3.81
|
|
RBC Hedge 250
250 funds (weighted)
|
1.35
|
3.40
|
