Performance

Absolute Return December medians

by

Here are the latest estimates for the Absolute Return indices for the month of December, based on the first 844 funds reporting.

Strategy

Dec-08

YTD

Arbitrage

1.32%

3.56%

Commodities

1.64%

13.39%

Convertible & Equity Arbitrage

2.28%

-24.62%

Credit

-1.53%

-4.52%

CTAs

0.87%

15.19%

Distressed

-1.28%

-21.16%

Event Driven

0.11%

-17.10%

Fixed Income

0.40%

-5.29%

Global Equity

-0.01%

-14.69%

Latin American Debt

2.45%

1.62%

Latin American Equity

1.50%

-6.21%

Macro

1.55%

-1.26%

Mortgage Backed

-0.76%

0.29%

Multistrategy

-0.97%

-14.43%

Technology

0.84%

-14.84%

U.S. Equity

0.39%

-14.84%

Composite

0.60%

-6.76%