Performance

Absolute Return September medians

by

Here are the latest estimates for the Absolute Return indices for the month of September, based on 1,010 funds reporting. Of these, 75% of the funds were down for the month.

Strategy

Sep-08

YTD

Arbitrage

-1.86%

2.60%

Commodities

-1.10%

12.10%

Convertible & Equity Arbitrage

-9.49%

-11.66%

Credit

-2.54%

-1.50%

CTAs

0.78%

8.94%

Distressed

-4.76%

-8.75%

Event Driven

-8.70%

-10.59%

Fixed Income

-8.34%

-3.63%

Global Equity

-5.14%

-9.04%

Latin American Debt

-2.67%

0.34%

Latin American Equity

-3.43%

-3.79%

Macro

-3.58%

-3.45%

Mortgage Backed

-1.08%

2.72%

Multistrategy

-5.18%

-4.68%

Technology

-4.64%

-6.14%

U.S. Equity

-6.18%

-8.00%

Composite

-4.00%

-3.38%