Performance

Absolute Return January indices

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Here are the latest estimates for the Absolute Return indices for the month of January based on the first 1,064 funds reporting.

HedgeFund Intelligence reports updated performance figures for all of its global indices on our web site. For updated Absolute Return index figures, please visit http://www.hedgefundintelligence.com/ar/Indices.aspx

Medians

Means

Strategy

Jan-09

YTD

Jan-09

YTD

Arbitrage

1.20%

1.20%

2.78%

2.78%

Commodities

0.05%

0.05%

0.56%

0.56%

Convertible & Equity Arbitrage

4.76%

4.76%

4.46%

4.46%

Credit

1.27%

1.27%

0.99%

0.99%

CTAs

0.19%

0.19%

0.00%

0.00%

Distressed

1.59%

1.59%

1.58%

1.58%

Event Driven

1.53%

1.53%

2.24%

2.24%

Fixed Income

1.50%

1.50%

2.02%

2.02%

Global Equity

0.22%

0.22%

0.33%

0.33%

Latin American Debt

0.92%

0.92%

1.27%

1.27%

Latin American Equity

1.18%

1.18%

1.42%

1.42%

Macro

0.04%

0.04%

0.32%

0.32%

Mortgage Backed

1.55%

1.55%

2.71%

2.71%

Multistrategy

1.63%

1.63%

1.31%

1.31%

Technology

1.62%

1.62%

3.02%

3.02%

U.S. Equity

0.50%

0.50%

0.54%

0.54%

Composite

0.84%

0.84%

0.97%

0.97%