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Index/Sub Strategies
Dow Jones Credit Suisse Hedge Fund Index
Convertible Arbitrage
Dedicated Short Bias
Emerging Markets
Equity Market Neutral
Event Driven
Distressed
Multi-Strategy
Risk Arbitrage
Fixed Income Arbitrage
Global Macro
Long/Short Equity
Managed Futures
Multi-Strategy
Performance
Overview
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Performance
Monthly Performance
Apr 2013
Mar 2013
YTD
1 Year
Avg
Index / Sub Strategies
Currency
Value
ROR
Value
ROR
Return
Return
Annl
*
Std Dev
*
Sharpe
*
Dow Jones Credit Suisse Hedge Fund Index
USD
508.95
1.39%
501.99
1.21%
4.99%
8.70%
8.78%
7.41%
0.78
Convertible Arbitrage
USD
406.19
0.14%
405.62
0.72%
2.82%
5.97%
7.52%
6.78%
0.67
Dedicated Short Bias
USD
37.73
-3.45%
39.08
-1.91%
-11.72%
-17.06%
-4.92%
16.77%
-0.47
Emerging Markets
USD
418.55
1.62%
411.86
0.55%
6.22%
10.32%
7.69%
14.57%
0.32
Equity Market Neutral
USD
249.42
1.01%
246.93
0.05%
1.75%
1.66%
4.84%
10.11%
0.18
Event Driven
USD
571.89
1.20%
565.13
2.11%
6.03%
11.70%
9.44%
6.22%
1.04
Distressed
USD
686.64
1.34%
677.57
2.18%
6.39%
12.15%
10.48%
6.50%
1.15
Multi-Strategy
USD
522.53
1.13%
516.69
2.08%
5.90%
11.56%
8.93%
6.74%
0.88
Risk Arbitrage
USD
335.67
0.65%
333.51
0.39%
0.95%
2.16%
6.46%
4.11%
0.85
Fixed Income Arbitrage
USD
284.91
0.34%
283.95
0.61%
2.51%
9.82%
5.56%
5.60%
0.46
Global Macro
USD
853.56
1.77%
838.74
0.97%
3.97%
7.30%
11.73%
9.50%
0.92
Long/Short Equity
USD
560.16
1.26%
553.20
1.38%
6.42%
7.93%
9.32%
9.77%
0.65
Managed Futures
USD
297.30
3.50%
287.24
1.74%
7.29%
4.39%
5.80%
11.59%
0.24
Multi-Strategy
USD
443.26
1.09%
438.49
0.62%
4.22%
10.03%
8.12%
5.29%
0.97
*Average Annual Index data begins January 1994. Monthly Standard Deviation annualized. Sharpe ratio calculated using the rolling 90 day T-bill rate.
S&P 500
USD
1.93%
3.75%
12.74%
Merrill Lynch All US Convertibles Index
USD
0.00%
0.00%
3.53%
S&P Goldman Sachs Commodities Index
USD
-4.73%
0.77%
-4.21%
Credit Suisse High Yield II Index
USD
1.84%
1.03%
4.83%
Citigroup World Government Bond Index
USD
1.07%
-0.31%
-1.73%
Dow Jones World Index
USD
2.58%
1.72%
9.05%
Dow Jones World Emerging Index
USD
0.73%
-1.63%
-0.46%
Dow Jones Latin America Index
USD
-0.96%
-0.50%
-0.38%
Dow Jones Global 1800 Asia Pacific ex Japan Index
USD
3.77%
-1.26%
8.52%
STOXX Eastern Europe Total Market Index
USD
-0.49%
-3.04%
-3.46%
Benchmark Indexes Disclosure
Download Historical Performance
Week Ending: Jan 01, 0001
Index / Sub Strategies
Currency
Value
WTD*
MTD*
QTD*
YTD*
ITD*
Download Historical Performance
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