Performance

Absolute Return August medians

by

Here are the latest estimates for the Absolute Return indices for the month of August, based on 1,216 funds reporting:

Strategy

Aug-08

YTD

Arbitrage

0.30%

4.43%

Commodities

1.05%

13.34%

Convertible & Equity Arbitrage

0.13%

-2.40%

Credit

0.22%

1.06%

CTAs

0.00%

8.08%

Distressed

-0.30%

-4.09%

Event Driven

-0.12%

-1.92%

Fixed Income

0.35%

5.20%

Global Equity

-0.92%

-4.11%

Latin American Debt

0.06%

3.09%

Latin American Equity

-0.81%

0.01%

Macro

-0.74%

0.08%

Mortgage Backed

0.39%

3.84%

Multistrategy

-0.11%

0.54%

Technology

1.33%

-1.58%

U.S. Equity

-0.17%

-1.92%

Composite

0.00%

0.67%