MULTISTRATEGY INDEX TRACKS COMPOSITE DOWN
The Absolute Return Multistrategy Index closely tracked the
Composite - it was down 5.99% in September, against a loss of
4.20% for the Composite, the worst result in a decade. For the
year so far, the Multistrategy Index is off 5.49%. By
comparison, Standard & Poor's 500 Index lost a dramatic
9.08% in September.