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*
LEA USD 91.28 0.72% 90.63 -0.58% 3.69% 5.06% 5.30% 10.48% 0.34
   Latin America USD 102.96 0.37% 102.58 -0.29% 2.50% 4.14% 4.86% 6.46% 0.49
   EEMEA USD 69.65 0.13% 69.56 -1.72% 0.51% -0.13% 5.55% 21.18% 0.18
   Asia USD 91.52 1.37% 90.28 -0.32% 6.44% 8.58% 5.42% 10.71% 0.35

*Statistics include hypothetical performance of the Dow Jones Credit Suisse LEA Hedge Fund Index from January 1, 2005 to March 31, 2008 and actual performance from April 1, 2008. Sharpe Ratio is calculated in the following ways: USD uses rolling 90 day T-bill rate, JPY uses rolling BBA LIBOR JPY 1 Month, CHF uses rolling BBA LIBOR CHF 1 Month, EUR uses rolling Euribor 1 Month. Please refer to the disclaimer for important information regarding simulated performance.



S&P 500USD 1.93% 3.75% 12.74%
Merrill Lynch All US Convertibles IndexUSD 0.00% 0.00% 3.53%
S&P Goldman Sachs Commodities IndexUSD -4.73% 0.77% -4.21%
Credit Suisse High Yield II IndexUSD 1.84% 1.03% 4.83%
Citigroup World Government Bond IndexUSD 1.07% -0.31% -1.73%
Dow Jones World IndexUSD 2.58% 1.72% 9.05%
Dow Jones World Emerging IndexUSD 0.73% -1.63% -0.46%
Dow Jones Latin America IndexUSD -0.96% -0.50% -0.38%
Dow Jones Global 1800 Asia Pacific ex Japan IndexUSD 3.77% -1.26% 8.52%
STOXX Eastern Europe Total Market IndexUSD -0.49% -3.04% -3.46%
Benchmark Indexes Disclosure


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