Absolute Return March Medians

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Here are the latest estimates for the Absolute Return indices for the month of March, based on 946 funds reporting:

Strategy

Mar-08

YTD

Arbitrage

-0.40%

0.30%

Commodities

-2.12%

4.92%

Convertible & Equity Arbitrage

-1.97%

-1.64%

Credit

-1.00%

-0.93%

CTAs

0.60%

6.79%

Distressed

-1.10%

-3.51%

Event Driven

-1.01%

-3.00%

Fixed Income

-2.05%

-0.11%

Global Equity

-1.65%

-4.33%

Latin American Debt

0.09%

1.25%

Latin American Equity

-2.92%

-1.31%

Macro

-1.09%

1.70%

Mortgage Backed

-1.00%

0.73%

Multistrategy

-1.71%

-1.79%

Technology

-0.90%

-5.55%

U.S. Equity

-1.69%

-3.63%

Composite

-1.06%

-1.01%