1992 (Net)

YTD
YTD
RANK
Hennessee Hedge Fund Index
15.57%
-
Long/Short Equity Index
15.74%
-
Arbitrage/Event Driven Index
16.55%
-
Global/Macro Index
16.55%
-
Asia-Pacific Index
15.22%
11
Convertible Arbitrage Index
13.42%
14
Distressed Index
12.94%
16
Emerging Markets Index
13.98%
12
Event Driven Index
21.38%
3
Financial Equities Index
22.36%
2
Fixed Income Index
19.06%
5
Growth Index
20.74%
4
High Yield Index
23.39%
1
International Index
16.54%
7
Latin America Index
13.00%
15
Macro Index
17.78%
6
Market Neutral Index
7.34%
17
Merger Arbitrage Index
15.95%
8
Multiple Arbitrage Index
13.74%
13
Opportunistic Index
15.35%
9
Short Biased Index
-4.66%
18
Value Index
15.32%
10
S&P 500
4.46%
-
Dow Jones Industrial Average
4.15%
-
Russell 2000
16.35%
-
NASDAQ Composite Index
15.46%
-
Barclays Aggregate Bond Index
7.40%
-

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.