1987 (Net)

YTD
YTD
RANK
Hennessee Hedge Fund Index
11.99%
-
Long/Short Equity Index
14.82%
-
Arbitrage/Event Driven Index
7.48%
-
Global/Macro Index
5.09%
-
Distressed Index
48.18%
1
Event Driven Index
9.92%
5
Growth Index
8.62%
6
High Yield Index
7.33%
8
Macro Index
4.54%
9
Market Neutral Index
7.52%
7
Merger Arbitrage Index
0.19%
10
Opportunistic Index
22.10%
2
Short Biased Index
19.78%
4
Value Index
20.12%
3
S&P 500
2.03%
-
Dow Jones Industrial Average
2.26%
-
Russell 2000
-9.34%
-
NASDAQ Composite Index
-5.25%
-
Barclays Aggregate Bond Index
15.25%
-

The Hennessee Hedge Fund Indices are calculated from performance data reported to the Hennessee Hedge Fund Advisory Group by a diversified group of hedge funds. The Hennessee Hedge Fund Index is an equally-weighted average of the funds in the Hennessee Hedge Fund Indices. The funds in the Hennessee Hedge Fund Index are believed to be statistically representative of the larger Hennessee Universe, currently consisting of over 3,500 hedge funds and are net of fees and unaudited. Past performance is no guarantee of future returns. ALL RIGHTS RESERVED.

© 2007 Hennessee Group LLC, All Rights Reserved.