1991 (Net)

YTD
YTD
RANK
Hennessee Hedge Fund Index
25.83%
-
Long/Short Equity Index
22.28%
-
Arbitrage/Event Driven Index
24.12%
-
Global/Macro Index
36.66%
-
Asia-Pacific Index
32.80%
7
Convertible Arbitrage Index
15.16%
14
Distressed Index
27.80%
9
Emerging Markets Index
59.88%
3
Event Driven Index
20.27%
11
Financial Equities Index
6.98%
17
Fixed Income Index
94.82%
1
Growth Index
36.55%
6
High Yield Index
38.86%
5
International Index
45.26%
4
Latin America Index
66.65%
2
Macro Index
24.03%
10
Market Neutral Index
14.64%
15
Merger Arbitrage Index
15.43%
13
Multiple Arbitrage Index
13.90%
16
Opportunistic Index
30.37%
8
Short Biased Index
-23.52%
18
Value Index
19.82%
12
S&P 500
26.31%
-
Dow Jones Industrial Average
20.33%
-
Russell 2000
43.68%
-
NASDAQ Composite Index
56.86%
-
Barclays Aggregate Bond Index
16.00%
-

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.