Performance

Absolute Return February indices

by

Here are early estimates for the Absolute Return indices for February based on the first 393 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

Feb-09

YTD

Feb-09

YTD

Arbitrage

0.83%

2.15%

0.94%

3.91%

Commodities

-1.58%

-1.45%

-1.30%

-0.21%

Convertible & Equity Arbitrage

2.74%

7.37%

2.57%

7.25%

Credit

0.77%

2.18%

0.61%

2.01%

CTAs

0.00%

0.19%

-0.40%

-0.35%

Distressed

0.87%

2.45%

0.26%

2.00%

Event Driven

-0.61%

0.93%

-1.51%

0.95%

Fixed Income

1.30%

2.82%

1.47%

3.40%

Global Equity

-1.35%

-1.06%

-1.63%

-1.07%

Latin American Debt

-2.56%

-0.10%

-1.94%

-0.01%

Latin American Equity

-1.35%

-0.19%

-1.90%

-0.53%

Macro

-0.02%

0.08%

0.96%

1.50%

Mortgage Backed

1.59%

3.24%

2.10%

4.84%

Multistrategy

0.55%

2.27%

-0.35%

1.21%

Technology

1.16%

2.27%

0.56%

3.14%

U.S. Equity

-0.15%

0.22%

-1.34%

-0.76%

Composite

-0.01%

0.85%

-0.46%

0.63%