Performance

Absolute Return June Medians

by

Here are the latest estimates for the Absolute Return indices for the month of June, based on 1,351 funds reporting:

Strategy

Jun-08

YTD

Arbitrage

0.33%

3.73%

Commodities

4.98%

13.26%

Convertible & Equity Arbitrage

-0.06%

-0.74%

Credit

0.59%

1.33%

CTAs

1.78%

9.50%

Distressed

-0.57%

-2.05%

Event Driven

-0.86%

-0.62%

Fixed Income

0.03%

4.91%

Global Equity

-0.20%

-0.23%

Latin American Debt

-0.36%

3.44%

Latin American Equity

0.08%

1.26%

Macro

1.01%

3.14%

Mortgage Backed

0.05%

3.22%

Multi-Strategy

0.60%

1.65%

Technology

-3.18%

-4.02%

U.S. Equity

-0.68%

0.15%

Composite

0.19%

1.79%