Daily HFRX Indices
| Daily HFRX Indices US Dollar | On-Line access to all HFRX INDEX CONSTITUENT FUNDS via HFRDATABASE.COM | ||||||
| Monthly Performance | Historical Performance | ||||||
| NOV ROR | OCT ROR | YTD | INDEX VALUE (NOVEMBER 30, 2011) | Last 12M | Last 36M (ann) | Last 48M (ann) | |
| Global | |||||||
| HFRX Global Hedge Fund Index | -0.87% | 0.81% | -8.48% | 1,114.07 | -6.32% | 2.55% | -4.36% |
| HFRX Equal Weighted Strategies Index | -0.86% | 0.88% | -5.96% | 1,101.36 | -4.50% | 2.75% | -3.72% |
| HFRX Absolute Return Index | -0.61% | 0.86% | -3.59% | 947.78 | -3.15% | -3.22% | -5.23% |
| HFRX Market Directional Index | -1.38% | -0.02% | -17.68% | 1,036.68 | -16.53% | 4.11% | -4.87% |
| Equity Hedge | |||||||
| HFRX Equity Hedge Index | -1.34% | 1.36% | -18.38% | 1,009.05 | -14.15% | -0.38% | -7.05% |
| HFRX EH: Equity Market Neutral Index | -0.19% | 0.60% | -3.10% | 979.59 | -3.43% | -2.77% | -1.68% |
| HFRX EH: Fundamental Growth Index | -2.13% | -0.03% | -12.77% | 1,443.15 | -10.42% | 2.70% | -5.88% |
| HFRX EH: Fundamental Value Index | 0.15% | 1.23% | -22.73% | 927.06 | -18.92% | -2.90% | -8.63% |
| Event Driven | |||||||
| HFRX Event Driven Index | -0.96% | 2.11% | -4.36% | 1,314.65 | -3.31% | 4.10% | -3.16% |
| HFRX ED: Distressed Restructuring Index | -2.37% | 3.06% | -7.23% | 951.95 | -5.56% | -4.84% | -9.96% |
| HFRX ED: Merger Arbitrage Index | -0.28% | 1.28% | -2.16% | 1,492.70 | -0.86% | 4.55% | 3.45% |
| HFRX ED: Special Situations Index | -0.76% | 2.03% | -3.03% | 1,079.81 | -2.18% | 5.59% | -3.59% |
| Macro | |||||||
| HFRX Macro/CTA Index | 0.30% | -1.99% | -4.61% | 1,169.33 | -3.33% | -4.06% | -2.06% |
| HFRX Macro: Systematic Diversified CTA Index | 1.42% | -4.84% | -2.59% | 1,628.09 | -0.01% | -1.06% | 5.95% |
| Relative Value | |||||||
| HFRX Relative Value Arbitrage Index | -1.15% | 1.16% | -4.11% | 1,127.04 | -2.99% | 11.60% | -2.92% |
| HFRX RV: Convertible Arbitrage Index | -1.10% | -0.55% | -3.38% | 653.00 | -2.58% | 12.16% | -11.64% |
| HFRX RV: Multi-Strategy Index | -1.06% | 1.40% | 0.21% | 1,773.10 | 1.40% | 16.28% | 7.47% |
Source: Hedge Fund Research
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