Performance

Absolute Return June indices

by

Here are the estimates for the Absolute Return indices for June based on the first 1,137 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

Jun-09

YTD

Jun-09

YTD

Arbitrage

1.33%

6.03%

1.63%

13.70%

Commodities

-1.13%

-0.03%

-1.70%

3.72%

Convertible & Equity Arbitrage

2.35%

21.42%

3.52%

23.41%

Credit

1.74%

9.03%

2.62%

13.38%

CTAs

-0.41%

-1.13%

-0.94%

0.12%

Distressed

1.74%

10.57%

1.87%

11.56%

Event Driven

1.35%

10.12%

1.62%

17.44%

Fixed Income

0.60%

7.26%

1.05%

8.83%

Global Equity

-0.10%

7.98%

-0.13%

11.32%

Latin American Debt

1.09%

10.36%

1.19%

12.64%

Latin American Equity

0.89%

13.08%

1.32%

22.40%

Macro

-0.38%

1.91%

-0.81%

2.46%

Mortgage Backed

0.39%

5.86%

1.70%

12.98%

Multistrategy

1.46%

8.71%

1.34%

10.13%

Technology

1.12%

10.53%

1.73%

14.60%

U.S. Equity

0.18%

6.34%

-0.08%

10.18%

Composite

0.55%

6.46%

0.39%

9.59%