Monthly Fund Indices

 

June
Return
(%)

YTD
Return
(%)

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


2.07
5.32
0.96
0.05


7.14
3.19
4.78
3.93

Barclay/Global HedgeSource
2,000+ 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

1.39

0.73
1.44
1.36
1.90
1.12
0.39
-2.42
-0.51
1.64
0.62
0.94
0.52
3.81
0.62
1.14
2.15
2.97

3.74

3.62
6.54
2.41
3.96
2.40
2.29
-8.93
1.88
5.75
4.65
1.89
-0.39
11.09
2.11
3.33
-0.22
-1.57

CogentHedge
3,100+ funds (unweighted)

1.47

2.63

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

0.96

2.84

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

1.20

2.96

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

1.43

3.20

HedgeFund Intelligence
7,000+ funds (unweighted)

1.13

4.21

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

1.18

3.37

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

1.28

3.16

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

1.46

3.86