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| 2013 (Net) | YTD | YTD RANK | JAN | FEB | MAR | APR | MAY | JUN | JULY | AUG | SEP | OCT | NOV | DEC |
| HENNESSEE HEDGE FUND INDEX | 12.86% | - | 2.63% | 0.19% | 1.43% | 0.46% | 1.36% | -1.14% | 1.86% | -0.53% | 1.91% | 1.33% | 1.20% | 1.52% |
| LONG/SHORT EQUITY INDEX | 19.28% | 1 | 3.12% | 0.48% | 2.19% | 0.18% | 2.30% | -0.36% | 2.92% | -0.61% | 2.74% | 1.35% | 1.54% | 2.00% |
| ARBITRAGE/EVENT DRIVEN INDEX | 10.28% | 2 | 1.71% | 0.41% | 1.31% | 0.80% | 1.30% | -0.95% | 1.07% | -0.12% | 1.17% | 1.15% | 0.85% | 1.17% |
| GLOBAL/MACRO INDEX | 6.15% | 3 | 2.72% | -0.43% | 0.42% | 0.58% | 0.03% | -2.40% | 1.02% | -0.79% | 1.31% | 1.47% | 1.01% | 1.14% |
| ASIA - PACIFIC INDEX | 9.92% | 11 | 4.35% | 0.05% | 0.26% | 2.33% | 0.50% | -5.06% | -0.09% | -1.07% | 3.44% | 3.10% | 1.10% | 0.93% |
| CONVERTIBLE ARBITRAGE INDEX | 6.68% | 17 | 1.38% | 0.49% | 1.14% | 0.07% | 1.50% | -0.54% | 0.53% | 0.89% | 0.32% | 0.75% | 0.04% | -0.07% |
| DISTRESSED INDEX | 16.16% | 7 | 2.64% | 0.40% | 1.83% | 1.48% | 2.08% | -1.72% | 1.88% | -0.45% | 2.23% | 1.78% | 1.06% | 1.96% |
| EMERGING MARKETS INDEX | 7.16% | 16 | 3.41% | -0.47% | -0.16% | 0.67% | 1.11% | -2.98% | 1.48% | -1.82% | 1.91% | 1.73% | 1.70% | 0.55% |
| EUROPE INDEX | 19.00% | 4 | 2.93% | 2.10% | 0.81% | 0.01% | 1.81% | -1.41% | 3.13% | -0.56% | 1.94% | 3.33% | 1.18% | 2.37% |
| EVENT DRIVEN INDEX | 14.95% | 9 | 2.55% | 0.94% | 1.54% | 1.22% | 2.13% | -1.50% | 1.60% | -0.23% | 1.81% | 1.71% | 0.64% | 1.67% |
| FINANCIAL EQUITIES INDEX | 23.16% | 2 | 4.90% | 0.84% | 1.88% | 1.03% | 2.90% | -0.21% | 2.71% | -1.92% | 1.51% | 1.60% | 2.94% | 3.03% |
| FIXED INCOME INDEX | 4.26% | 18 | 1.39% | 0.33% | 0.82% | 0.36% | 1.13% | -1.22% | -0.15% | -0.66% | 0.52% | 0.83% | 0.70% | 0.14% |
| GROWTH INDEX | 18.25% | 5 | 3.18% | 0.40% | 1.91% | -0.15% | 2.78% | -0.90% | 3.33% | -0.84% | 3.00% | 1.30% | 1.38% | 1.62% |
| HEALTHCARE AND BIOTECH INDEX | 34.57% | 1 | 4.34% | 0.31% | 4.09% | 1.71% | 1.99% | 0.32% | 5.44% | 0.54% | 4.77% | 0.39% | 3.29% | 3.06% |
| HIGH YIELD INDEX | 7.86% | 13 | 1.00% | 0.05% | 0.78% | 1.31% | 0.09% | -0.90% | 0.74% | 0.19% | 1.02% | 1.69% | 0.94% | 0.72% |
| INTERNATIONAL INDEX | 8.74% | 12 | 3.68% | -1.63% | 1.34% | 0.86% | 0.79% | -1.68% | 1.00% | 0.26% | 0.04% | 0.33% | 2.05% | 1.50% |
| LATIN AMERICA INDEX | -2.64% | 20 | 2.46% | 0.66% | -1.22% | 0.42% | -2.03% | -4.71% | 0.39% | -1.22% | 3.18% | 2.81% | -1.65% | -1.48% |
| MACRO INDEX | -0.77% | 19 | 1.41% | -1.63% | 0.50% | 0.09% | -1.34% | -1.48% | 0.38% | -0.76% | 0.10% | -0.04% | 0.87% | 1.21% |
| MARKET NEUTRAL INDEX | 7.42% | 15 | 0.75% | 0.18% | 0.72% | 0.18% | 0.70% | 0.20% | 1.12% | -0.91% | 0.69% | 1.32% | 0.76% | 1.50% |
| MERGER ARBITRAGE INDEX | 7.74% | 14 | 0.70% | 0.51% | 1.13% | 0.66% | 0.81% | -0.35% | 1.44% | -0.30% | 1.11% | 0.40% | 0.41% | 0.97% |
| MULTIPLE ARBITRAGE INDEX | 11.23% | 10 | 1.81% | -0.08% | 1.54% | 0.67% | 0.89% | -0.54% | 1.00% | 0.11% | 0.93% | 1.10% | 1.72% | 1.57% |
| OPPORTUNISTIC INDEX | 15.85% | 8 | 2.42% | 0.27% | 2.34% | -0.62% | 2.98% | -2.39% | 4.49% | -0.26% | 3.14% | 0.36% | 0.89% | 1.37% |
| SHORT BIASED INDEX | -28.33% | 21 | -4.13% | -2.18% | -3.13% | -4.82% | -2.74% | 0.60% | -4.24% | 0.90% | -5.33% | -3.14% | -2.01% | -2.46% |
| TECHNOLOGY INDEX | 17.58% | 6 | 2.01% | 0.29% | 1.60% | -0.64% | 2.21% | 0.02% | 2.36% | 0.22% | 4.74% | 0.14% | 1.00% | 2.46% |
| VALUE INDEX | 21.10% | 3 | 3.89% | 0.87% | 2.61% | 0.15% | 2.82% | -0.38% | 2.57% | -0.95% | 2.41% | 2.59% | 1.20% | 1.64% |
| S&P 500 | 29.60% | 5.04% | 1.11% | 3.60% | 1.81% | 2.08% | -1.50% | 4.95% | -3.13% | 2.97% | 4.46% | 2.80% | 2.36% | |
| DOW JONES INDUSTRIAL AVERAGE | 26.50% | 5.77% | 1.40% | 3.73% | 1.79% | 1.86% | -1.36% | 3.96% | -4.45% | 2.16% | 2.75% | 3.48% | 3.05% | |
| NASDAQ COMPOSITE INDEX | 38.32% | 4.06% | 0.57% | 3.40% | 1.88% | 3.82% | -1.52% | 6.56% | -1.01% | 5.06% | 3.93% | 3.58% | 2.87% | |
| RUSSELL 2000 INDEX | 37.00% | 6.21% | 1.00% | 4.44% | -0.43% | 3.87% | -0.68% | 6.94% | -3.29% | 6.22% | 2.46% | 3.88% | 1.82% | |
| MSCI EAFE INDEX | 19.43% | 5.19% | -1.16% | 0.39% | 4.74% | -2.93% | -3.72% | 5.24% | -1.59% | 7.12% | 3.31% | 0.56% | 1.41% | |
| BARCLAYS AGGREGATE BOND INDEX | -2.02% | -0.70% | 0.50% | 0.08% | 1.01% | -1.78% | -1.55% | 0.14% | -0.51% | 0.95% | 0.81% | -0.37% | -0.57% |
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The Hennessee Hedge Fund Indices® are calculated from performance data that was obtained by publicly available information, internally developed data and other third party sources believed to be reliable. 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 hedge funds and are net of fees and unaudited. Hennessee Group has not sought to independently verify information obtained from public and third party sources and makes no representations or warranties as to accuracy, completeness or reliability of such information. Past performance is no guarantee of future returns. ALL RIGHTS RESERVED. |
