Indices

by

U.S. funds

The Absolute Return Composite Index gained 0.76% in March to bring it up to 2.53% year to date. March's top-performing strategy was Global Equity, which pulled in 1.34%. Other outperformers included the Latin America indices, with Latin America Debt and Latin American Equity returning 1.15% and 1.29%, respectively. The biggest losses for the month were reported by the Absolute Return Commodities and CTAs indices, which lost 0.9% and 0.68%, respectively.

ABSOLUTE RETURN - U.S. FUNDS

Strategy Mar 07 YTD

Arbitrage 0.51% 2.13%

Commodities -0.90% 1.58%

Convertible & Equity Arbitrage 0.70% 2.00%

Credit 0.55% 3.62%

CTAs -0.68% -1.85%

Distressed 0.70% 3.35%

Event Driven 1.22% 4.98%

Fixed Income 0.66% 2.16%

Global Equity 1.34% 2.67%

Latin American Debt 1.15% 3.23%

Latin American Equity 1.29% 3.09%

Macro 0.27% 1.67%

Mortgage Backed 0.59% 1.95%

Multistrategy 0.85% 3.50%

Technology 0.35% 3.03%

U.S. Equity 1.18% 2.61%

Absolute Return Composite 0.76% 2.53%