1990 (Net)

YTD
YTD
RANK
Hennessee Hedge Fund Index
11.97%
-
Long/Short Equity Index
11.09%
-
Arbitrage/Event Driven Index
11.65%
-
Global/Macro Index
16.49%
-
Asia-Pacific Index
27.60%
5
Convertible Arbitrage Index
1.15%
17
Distressed Index
10.56%
9
Emerging Markets Index
22.08%
7
Event Driven Index
7.60%
14
Financial Equities Index
64.23%
1
Fixed Income Index
37.39%
3
Growth Index
9.27%
12
High Yield Index
60.15%
2
International Index
0.22%
18
Latin America Index
16.56%
8
Macro Index
25.65%
6
Market Neutral Index
9.11%
13
Merger Arbitrage Index
2.62%
16
Multiple Arbitrage Index
9.75%
10
Opportunistic Index
9.64%
11
Short Biased Index
36.10%
4
Value Index
3.44%
15
S&P 500
-6.56%
-
Dow Jones Industrial Average
-4.34%
-
Russell 2000
-21.47%
-
NASDAQ Composite Index
-17.82%
-
Barclays Aggregate Bond Index
8.95%
-

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.