|
|
Dec.
Return
(%)
|
2011
Return
(%)
|
|
BENCHMARK INDICES
S&P 500
Russell 2000
MSCI EAFE (Europe, Australia, Far East: net)
Barclays Aggregate Bond
|
1.02
0.47
-0.95
1.10
|
2.11
-5.45
-12.14
7.86
|
|
Barclay/Global HedgeSource
1,900+ funds (unweighted)
Convertible arbitrage
Distressed securities
Emerging markets
Equity long bias
Equity long/short
Equity market neutral
Equity short bias
European equities
Event driven
Fixed income arbitrage
Fund of funds
Global macro
Healthcare & biotechnology
Merger arbitrage
Multi strategy
Pacific Rim equities
Technology
|
-0.32
0.08
0.25
-1.38
-0.55
-0.30
-0.17
1.76
0.05
-0.73
0.46
-0.58
0.13
0.82
0.74
-0.06
-0.59
-0.08
|
-5.32
0.09
-5.66
-12.92
-9.20
-4.52
0.24
8.00
-6.46
-3.73
4.50
-6.22
-3.48
2.77
3.97
-1.94
-7.90
-2.14
|
|
CogentHedge
3,100+ funds (unweighted)
|
-0.34
|
-6.17
|
|
Dow Jones Credit Suisse Hedge Fund Index
5,000+ funds (weighted)
|
-0.41
|
-7.40
|
|
Greenwich Global Hedge Fund Index
2,000+ funds (unweighted)
|
-0.2
|
-4.3
|
|
Hennessee Hedge Fund Advisory
1,000+ funds (unweighted)
|
-0.60
|
-4.27
|
|
HFN Hedge Fund Aggregate Average
4,900+ funds (unweighted)
|
-0.19
|
-4.90
|
|
HFRI Fund Weighted Composite
2,000+ funds (weighted)
|
-0.36
|
-5.02
|
|
RBC Hedge 250
250 funds (weighted)
|
-0.37
|
-2.92
|
