1988 (Net)

YTD
YTD
RANK
Hennessee Hedge Fund Index
20.16%
-
Long/Short Equity Index
17.58%
-
Arbitrage/Event Driven Index
36.67%
-
Global/Macro Index
18.37%
-
Convertible Arbitrage Index
18.06%
8
Distressed Index
35.07%
5
Emerging Markets
77.76%
1
Event Driven
54.85%
3
Growth Index
17.26%
9
International Index
7.48%
13
Latin America Index
77.76%
1
Macro Index
16.61%
10
Market Neutral Index
12.27%
11
Merger Arbitrage Index
37.16%
4
Opportunistic Index
20.37%
7
Short Biased Index
10.65%
12
Value Index
20.75%
6
S&P 500
12.40%
-
Dow Jones Industrial Average
11.85%
-
Russell 2000
22.37%
-
NASDAQ Composite Index
15.41%
-
Barclays Aggregate Bond Index
2.76%
-

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.