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Performance Methodology Data Downloads

			Feb-08		Mar-08
Index Strategies	Currency	Inception	VAMI Value	ROR	VAMI Value	ROR	YTD Return
European Long / Short	USD	Jan 98	3311.46	0.97 %	3270.72	-1.23 %	-3.17 %
European Long / Short	GBP	Jan 98	2990.59	1.27 %	2953.8	-1.23 %	-0.75 %
European Long / Short	EUR	Jan 98	2980.58	0.70 %	2946.3	-1.15 %	-3.47 %
European Long / Short	Nordic	Jan 98	3000.8	1.48 %	2994.2	-0.22 %	-0.64 %
Macro	USD	Jan 00	1702.18	1.55 %	1680.22	-1.29 %	1.44 %
Macro	EUR	Jan 00	2007.46	1.59 %	1976.55	-1.54 %	0.52 %
Fixed Income	USD	Jan 00	1698.09	1.68 %	1675.34	-1.34 %	1.80 %
Fixed Income	EUR	Jan 00	1437.53	0.40 %	1411.36	-1.82 %	-0.10 %
Global Equity	USD	Jan 00	2005.16	1.80 %	1955.04	-2.50 %	-3.90 %
Global Equity	EUR	Jan 00	2070.2	1.59 %	2042.87	-1.32 %	-2.05 %
Managed Futures	USD	Jan 99	2524.35	7.03 %	2537.73	0.53 %	9.14 %
Managed Futures	EUR	Jan 99	1985.67	5.99 %	1999.77	0.71 %	7.17 %
Credit	USD	Jan 03	1413.23	0.00 %	1399.81	-0.95 %	-2.26 %
Credit	EUR	Jan 03	1329.23	-2.23 %	1328.43	-0.06 %	-7.03 %
Currency	Mixed	Jan 98	1743.78	1.04 %	1750.23	0.37 %	1.38 %
Event Driven	USD	Jan 00	2075.44	1.25 %	2044.72	-1.48 %	-0.98 %
Event Driven	EUR	Jan 00	1818.23	0.61 %	1815.86	-0.13 %	-0.84 %
Mixed Arbitrage & Multi-Strategy	USD	Jan 01	1564.54	1.50 %	1553.59	-0.70 %	-0.89 %
Equity Market Neutral & Quantitative Strategies	USD	Jan 00	1788.44	1.33 %	1780.22	-0.46 %	1.05 %
Equity Market Neutral & Quantitative Strategies	EUR	Jan 00	2109.87	1.46 %	2102.27	-0.36 %	1.01 %
Convertible & Equity Arbitrage	USD	Jan 00	1934.23	-0.09 %	1843.32	-4.70 %	-3.96 %
Convertible & Equity Arbitrage	EUR	Jan 00	1691.24	0.46 %	1640.16	-3.02 %	-1.57 %
Composite	Mixed	Jan 98	2434.47	1.27 %	2408.66	-1.06 %	-1.02 %