Global Hedge Fund Index Center

Index
Month to Date
Year to Date
HFRX Global Hedge Fund Index (November)0.33%0.17%
Credit Suisse Core Hedge Fund Index (November)1.50%4.12%
Hennessee Hedge Fund Index (March)1.50%-0.48%
S&P 500 (Dec. 18)-.031%11.52%
Greenwich Global Hedge Fund Index (October)-0.6%2.4%
Barclay Hedge Fund Index (November)0.76%3.45%
A number of service providers measure various aspects of our industry. Below, please find some of the most followed indices of the hedge fund industry.

HFRX Indices

HFRX Indices Daily Performance – 2014-12-18
DTD MTD YTD INDEX VALUE
HFRX Global Hedge Fund Index 0.88% -1.66% -1.49% 1207.25
HFRX Equal Weighted Strategies Index 0.68% -1.27% -1.22% 1182.48
HFRX Market Directional Index 0.83% -0.98% 4.46% 1209.75
HFRX Equity Hedge Index 0.93% -1.21% 0.73% 1173.90
HFRX Event Driven Index 0.71% -2.03% -5.57% 1489.44
HFRX Macro/CTA Index 0.41% -0.58% 4.27% 1182.12
HFRX Relative Value Arbitrage Index 1.33% -2.56% -3.65% 1159.68
HFRX RV: FI-Convertible Arbitrage Index 1.02% -1.42% -9.77% 699.75
Source: Hedge Fund Research, Inc.    www.hedgefundresearch.com

Credit Suisse Core Hedge Fund Indexes

Index
NOV
YTD
Credit Suisse Hedge Fund Index1.50%4.12%
Convertible Arbitrage-.010%-0.53%
Emerging Markets1.71%1.34%
Event Driven0.55%2.13%
Fixed Income Arbitrage0.21%4.44%
Global Macro1.65%3.37%
Long/Short Equity1.89%5.18%
Managed Futures7.50%16.42%
Source: Dow Jones Credit Suisse Core Hedge Fund Index “The Dow Jones Credit Suisse Hedge Fund Index(es)SM are calculated, distributed and marketed by Dow Jones Indexes, the marketing name and a licensed trademark of CME Group Index Services LLC (“CME Indexes”), and have been licensed for use. “Dow Jones Indexes” and “Dow Jones Credit Suisse Hedge Fund IndexesSM” are service marks of Dow Jones Trademark Holdings, LLC or Credit Suisse AG, as the case may be. All content of the Dow Jones Credit Suisse Hedge Fund Indexes are proprietary to CME Indexes and Credit Suisse Index Co., Inc.”

Hennessee Group Index

2014 (Net)
YTD
YTD RANK
MAR
Hennessee Hedge Fund Index1.50%-0.48%
Long/Short Equity Index2.59%1-0.30%
Arbitrage/Event Driven Index1.90%2-0.37%
Global/Macro Index-0.45%3-0.78%
Asia-Pacific Index0.54%14-0.66%
Convertible Arbitrage Index3.26%41.15%
Distressed Index3.91%20.31%
Emerging Markets Index-0.09%17-0.54%
Europe Index2.15%6-0.66%
Event Driven Index2.01%7-0.20%
Financial Equities Index0.06%16-0.57%
Fixed Income Index1.10%12-0.64%
Growth Index2.90%5-1.02%
Healthcare and Biotech Index10.18%10.91%
High Yield Index3.33%31.36%
International Index-1.54%19-2.03%
Latin America Index-2.57%203.51%
Macro Index-1.29%18-1.44%
Market Neutral Index0.44%150.16%
Merger Arbitrage Index0.62%13-1.22%
Multiple Arbitrage Index1.72%9-0.90%
Opportunistic Index1.42%100.03%
Short Biased Index-2.93%21-0.88%
Technology Index1.23%11-2.74%
Value Index1.76%80.38%
Source: Hennessee Group LLC

S&P 500 Index

Date - 12/19/2014
Open2.61.04
High2077.85
Low2061.03
Close2070.62
Daily Percent Change0.46%
Month to Date Percent Change0.64%
Year to Date Percent Change14.27%
The market data is the property of CME Group Inc. and its licensors. All rights reserved.

Greenwich Global Hedge Fund Index

Index
OCT
YTD
Greenwich Global Hedge Fund Index-0.6%2.4%
Equity Market Neutral0.40%2.3%
Event-Driven-2.0%-0.2%
Arbitrage-0.7%4.5%
Growth0.2%2.5%
Opportunistic-0.9%1.6%
Short-Biased-4.2%-9.5%
Value-0.3%2.3%
Futures-0.9%2.9%
Macro-0.3%1.6%
Long-Short Credit-0.3%4.6%
Multi-Strategy-0.8%2.7%
Developed Markets Composite-0.5%2.8%
Emerging Markets Composite-0.3%0.0%
Indices provided by Greenwich Alternative Investments www.greenwichai.com.


 
Barclay Hedge Fund Index
Barclay Fund of Funds Index
Barclay CTA Index
Barclay Currency Traders Index
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