Performance

Absolute Return 2008 Indices

by

Here are the latest estimates for the Absolute Return indices for the month of December and for the full year, based on the first 1,353 funds reporting.

 

Composite Medians

Composite Mean

Strategy

Dec-08

YTD

Dec-08

YTD

Arbitrage

1.04%

3.27%

2.01%

1.48%

Commodities

1.76%

13.52%

2.70%

3.70%

Convertible & Equity Arbitrage

0.37%

-26.03%

-2.51%

-30.89%

Credit

-0.63%

-3.65%

-2.07%

-13.98%

CTAs

1.18%

15.54%

0.38%

14.51%

Distressed

-3.28%

-22.75%

-0.75%

-26.68%

Event Driven

0.10%

-17.10%

-0.94%

-23.35%

Fixed Income

0.96%

-4.76%

0.48%

-14.63%

Global Equity

0.25%

-14.47%

0.19%

-21.47%

Latin American Debt

1.95%

1.12%

1.87%

-4.32%

Latin American Equity

1.62%

-6.10%

1.19%

-15.09%

Macro

0.70%

-2.09%

1.24%

1.67%

Mortgage Backed

-0.74%

0.37%

-0.43%

6.26%

Multistrategy

-0.81%

-14.29%

-0.19%

-13.53%

Technology

0.52%

-15.11%

-0.81%

-17.02%

U.S. Equity

0.01%

-15.16%

0.44%

-20.06%

Composite

0.41%

-6.94%

0.19%

-11.99%