Performance

Absolute Return Indices - Across the board gains in October

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Every strategy tracked by Absolute Return gained in October, with the Composite rising 2.05%. Leading the way were global equity funds, which returned 3.74%, and technology funds, which rose 3.29%. Year to date, macro has been the best-performing strategy, returning 15.68%, with commodities and Latin American equity funds showing strength as well.



ABSOLUTE RETURN STRATEGY INDICES

Strategy

Oct 07

YTD

Arbitrage

1.79%

8.14%

Commodities

2.25%

14.61%

Convertible & Equity Arbitrage

1.26%

5.14%

Credit

1.24%

7.80%

CTAs

2.95%

5.76%

Distressed

0.88%

5.87%

Event Driven

1.30%

7.86%

Fixed Income

1.44%

6.93%

Global Equity

3.74%

13.65%

Latin American Debt

1.53%

8.97%

Latin American Equity

2.39%

14.43%

Macro

3.05%

15.68%

Mortgage Backed

0.94%

5.85%

Multistrategy

2.06%

9.79%

Technology

3.29%

14.06%

U.S. Equity

2.49%

11.40%

Composite

2.05%

9.19%






ABSOLUTE RETURN COMPOSITE INDEX



Source: Absolute Return