|
|
|
1999 (Net) |
YTD |
YTD RANK |
Mgrs. >S&P YTD |
JAN |
FEB |
MAR |
APR |
MAY |
JUN |
JUL |
AUG |
SEP |
OCT |
NOV |
DEC |
| Hennessee Hedge Fund Index | 30.77% |
- |
69% |
1.95% |
-0.97% |
3.30% |
5.02% |
0.91% |
3.88% |
0.76% |
-0.15% |
0.42% |
1.20% |
4.41% |
6.70% |
| Long/Short Equity Index | 33.87% |
- |
70% |
3.56% |
-2.19% |
2.89% |
4.42% |
1.45% |
3.92% |
1.09% |
-0.22% |
0.61% |
1.60% |
4.66% |
8.13% |
| Arbitrage/Event Driven Index | 19.40% |
- |
72% |
1.70% |
0.58% |
1.91% |
3.12% |
1.55% |
1.98% |
0.74% |
0.51% |
0.89% |
0.45% |
2.01% |
2.46% |
| Global/Macro Index | 42.73% |
- |
63% |
-1.08% |
-0.28% |
5.12% |
7.95% |
-0.39% |
6.21% |
-0.34% |
-0.71% |
-0.20% |
1.81% |
7.66% |
11.33% |
| Asia-Pacific Index | 81.12% |
70% |
-0.39% |
-1.11% |
8.44% |
14.70% |
1.58% |
14.51% |
-0.88% |
-0.07% |
-1.28% |
3.81% |
13.14% |
10.67% |
|
| Convertible Arbitrage Index | 16.20% |
15 |
88% |
2.12% |
0.78% |
1.57% |
2.45% |
1.54% |
0.95% |
0.26% |
0.56% |
0.89% |
-0.33% |
1.01% |
3.37% |
| Distressed Index | 24.80% |
11 |
62% |
1.32% |
-0.18% |
2.93% |
3.40% |
1.74% |
3.91% |
0.85% |
1.30% |
0.63% |
0.56% |
2.61% |
3.40% |
| Emerging Markets Index | 47.12% |
6 |
75% |
-0.86% |
0.80% |
4.42% |
9.96% |
-0.34% |
8.56% |
-1.24% |
-1.87% |
-0.82% |
2.46% |
6.96% |
12.51% |
| Europe Index | 36.57% |
10 |
85% |
2.02% |
-0.78% |
0.64% |
4.37% |
-0.03% |
2.20% |
2.16% |
-0.06% |
-0.10% |
-0.22% |
8.76% |
13.59% |
| Event Driven Index | 24.36% |
13 |
91% |
2.24% |
-0.08% |
3.07% |
6.66% |
2.80% |
3.17% |
0.51% |
-0.71% |
0.48% |
0.56% |
2.08% |
1.43% |
| Financial Equities Index | 4.63% |
20 |
13% |
1.50% |
-0.34% |
0.25% |
4.26% |
0.49% |
3.72% |
0.40% |
-4.18% |
-3.04% |
4.90% |
-1.58% |
-1.40% |
| Fixed Income Index | 14.64% |
17 |
56% |
0.43% |
2.58% |
1.96% |
2.31% |
0.00% |
1.72% |
0.05% |
0.11% |
2.04% |
1.20% |
-0.36% |
1.75% |
| Growth Index | 53.20% |
5 |
74% |
6.61% |
-3.94% |
3.96% |
5.13% |
0.79% |
6.53% |
0.89% |
-0.84% |
1.96% |
3.25% |
8.08% |
12.01% |
| Healthcare and Biotech Index | 60.53% |
4 |
80% |
5.50% |
-1.98% |
2.31% |
-0.68% |
2.79% |
4.46% |
6.27% |
5.50% |
-2.44% |
-0.81% |
7.82% |
21.62% |
| High Yield Index | 8.34% |
18 |
0% |
1.58% |
0.14% |
1.53% |
4.08% |
-0.79% |
-0.06% |
0.03% |
-0.23% |
-0.55% |
-0.16% |
1.31% |
1.26% |
| International Index | 44.35% |
7 |
50% |
0.68% |
-0.69% |
4.85% |
8.63% |
-1.58% |
6.65% |
0.89% |
-1.81% |
1.61% |
3.13% |
6.09% |
9.63% |
| Latin America Index | 74.11% |
3 |
83% |
-16.13% |
3.17% |
24.11% |
11.26% |
-2.76% |
6.35% |
-5.12% |
3.26% |
2.67% |
4.39% |
11.39% |
20.47% |
| Macro Index | 7.90% |
19 |
25% |
-0.61% |
-1.28% |
0.67% |
3.26% |
0.30% |
2.26% |
-1.14% |
-1.17% |
-2.31% |
-0.64% |
3.04% |
5.55% |
| Market Neutral Index | -0.84% |
21 |
-0.81% |
-1.66% |
-1.18% |
-1.00% |
0.36% |
1.09% |
1.55% |
-0.24% |
1.03% |
-0.12% |
-0.01% |
0.20% |
|
| Merger Arbitrage Index | 16.03% |
16 |
1.22% |
-0.15% |
1.06% |
2.57% |
1.99% |
2.05% |
1.18% |
0.67% |
1.08% |
0.88% |
1.98% |
0.46% |
|
| Multiple Arbitrage Index | 16.31% |
14 |
1.53% |
0.78% |
1.35% |
2.06% |
1.50% |
1.21% |
1.53% |
0.50% |
0.83% |
0.66% |
1.57% |
1.71% |
|
| Opportunistic Index | 37.23% |
9 |
81% |
3.46% |
-2.42% |
4.39% |
4.84% |
2.46% |
3.80% |
0.14% |
0.34% |
0.39% |
2.42% |
5.47% |
7.16% |
| Pipes/Private Financing Index | 40.91% |
8 |
33% |
3.95% |
2.02% |
1.98% |
1.93% |
1.74% |
1.73% |
0.98% |
1.59% |
1.47% |
0.13% |
8.73% |
8.96% |
| Short Biased Index | -9.91% |
22 |
0% |
-6.57% |
7.38% |
1.24% |
-2.20% |
0.22% |
-4.18% |
0.61% |
5.04% |
3.61% |
-2.07% |
-7.13% |
-5.16% |
| Technology Index | 101.53% |
1 |
90% |
7.29% |
-1.52% |
14.51% |
6.63% |
-1.49% |
7.14% |
-0.39% |
5.01% |
4.48% |
5.56% |
11.37% |
15.18% |
| Value Index | 24.58% |
12 |
66% |
2.90% |
-2.47% |
1.01% |
7.75% |
3.00% |
2.79% |
0.83% |
-2.49% |
-0.81% |
-0.40% |
3.33% |
7.32% |
| Dow Jones Industrial Average | 25.19% |
- |
- |
1.93% |
-0.56% |
5.15% |
10.25% |
-2.13% |
3.89% |
-2.88% |
1.63% |
-4.55% |
3.80% |
1.38% |
5.69% |
| Leh. Bro. Int. Gov. Corp. Index | 25.26% |
- |
- |
-0.41% |
-2.50% |
4.05% |
3.93% |
-5.26% |
3.78% |
2.85% |
0.25% |
0.89% |
3.63% |
3.37% |
8.88% |
| MSCI EAFE (USD) Price Index | 0.39% |
- |
- |
0.55% |
-1.47% |
0.75% |
0.31% |
-0.77% |
0.07% |
-0.09% |
0.08% |
0.93% |
0.26% |
0.12% |
-0.33% |
| NASDAQ | 85.61% |
- |
- |
14.28% |
-8.69% |
7.58% |
3.31% |
-2.84% |
8.73% |
-1.77% |
3.82% |
0.25% |
8.02% |
12.46% |
21.98% |
| Russell 2000 | 19.64% |
- |
- |
1.25% |
-8.18% |
1.37% |
8.85% |
1.36% |
4.33% |
-2.82% |
-3.81% |
-0.12% |
0.31% |
5.94% |
11.16% |
| S&P 500 Index | 19.53% |
- |
- |
4.10% |
-3.23% |
3.88% |
3.79% |
-2.50% |
5.44% |
-3.21% |
-0.63% |
-2.86% |
6.25% |
1.91% |
5.78% |
|
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. |
