Performance

Absolute Return February indices

by

Here are the latest estimates for the Absolute Return indices for February now based on 1,300 funds reporting.

HedgeFund Intelligence reports regularly 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

Mean

Strategy

Feb-09

YTD

Feb-09

YTD

Arbitrage

0.53%

1.85%

0.72%

3.68%

Commodities

-0.24%

-0.11%

-0.59%

0.50%

Convertible & Equity Arbitrage

2.74%

7.37%

2.83%

7.52%

Credit

0.94%

2.35%

1.03%

2.44%

CTAs

0.10%

0.29%

0.07%

0.12%

Distressed

-0.70%

0.86%

-2.24%

-0.54%

Event Driven

-0.40%

1.14%

-1.06%

1.41%

Fixed Income

0.38%

1.89%

0.05%

1.95%

Global Equity

-1.30%

-1.00%

-1.97%

-1.41%

Latin American Debt

0.53%

3.06%

0.08%

2.05%

Latin American Equity

0.12%

1.30%

-0.62%

0.77%

Macro

-0.76%

-0.66%

-0.91%

-0.38%

Mortgage Backed

0.95%

2.59%

0.30%

2.99%

Multistrategy

0.51%

2.23%

-0.31%

1.26%

Technology

0.04%

1.63%

-0.86%

1.69%

U.S. Equity

-1.32%

-0.95%

-2.19%

-1.61%

Composite

-0.10%

0.76%

-0.88%

0.21%