Performance

Absolute Return March indices

by


Here are early estimates for the Absolute Return indices for March based on 906 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

Mar-09

YTD

Mar-09

YTD

Arbitrage

0.70%

2.56%

1.20%

4.93%

Commodities

0.30%

0.19%

1.65%

2.16%

Convertible & Equity Arbitrage

1.97%

9.49%

2.56%

10.27%

Credit

0.45%

2.81%

0.00%

2.44%

CTAs

-1.80%

-1.52%

-1.88%

-1.76%

Distressed

-0.50%

0.35%

0.13%

-0.41%

Event Driven

2.13%

3.30%

2.74%

4.19%

Fixed Income

0.42%

2.31%

1.01%

2.98%

Global Equity

1.77%

0.75%

2.45%

1.00%

Latin American Debt

0.82%

3.91%

2.15%

4.25%

Latin American Equity

1.63%

2.95%

1.29%

2.07%

Macro

0.30%

-0.36%

-1.17%

-1.55%

Mortgage Backed

-0.05%

2.53%

0.64%

3.65%

Multistrategy

0.90%

3.15%

1.46%

2.73%

Technology

1.17%

2.89%

2.05%

3.37%

U.S. Equity

1.43%

0.46%

2.50%

0.85%

Composite

0.60%

1.36%

1.03%

1.24%