Performance

Absolute Return October medians

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Here are the latest estimates for the Absolute Return indices for the month of October, based on 1161 funds reporting.

Strategy

Oct-08

YTD

Arbitrage

-0.70%

1.85%

Commodities

-0.30%

11.76%

Convertible & Equity Arbitrage

-14.71%

-24.65%

Credit

-0.92%

-3.08%

CTAs

4.15%

13.06%

Distressed

-8.60%

-16.55%

Event Driven

-5.95%

-15.31%

Fixed Income

-5.50%

-5.95%

Global Equity

-4.87%

-14.12%

Latin American Debt

0.63%

-1.57%

Latin American Equity

-4.95%

-8.52%

Macro

0.26%

-3.24%

Mortgage Backed

-0.44%

1.53%

Multistrategy

-6.44%

-11.58%

Technology

-6.93%

-12.43%

U.S. Equity

-7.14%

-14.41%

Composite

-3.33%

-6.79%