Barclay Hedge Fund Indices August
ROR†
Number of
funds reporting†
YTD through
August †
Barclay Hedge Fund Index 0.32% 246 2.31%
Hedge Fund Industry Money Under Management    
SUB INDICES      
Convertible Arbitrage Index 1.71% 9 7.06%
Distressed Securities Index 3.19% 2 10.17%
Emerging Markets Index 0.54% 47 2.93%
Equity Long Bias Index -1.60% 31 -1.34%
Equity Long/Short Index 0.27% 61 0.08%
Equity Market Neutral Index 0.48% 12 1.29%
Equity Short Bias Index 1.27% 1 -2.24%
European Equities Index -1.38% 5 -2.21%
Event Driven Index 0.85% 9 4.08%
Fixed Income Arbitrage Index -0.24% 4 6.68%
Fund of Funds Index -0.06% 50 -0.86%
Global Macro Index 0.81% 12 0.77%
Healthcare & Biotechnology Index 2.54% 4 4.74%
Merger Arbitrage Index 0.69% 2 3.40%
Multi Strategy Index -0.81% 3 2.78%
Pacific Rim Equities Index -0.14% 3 -0.01%
Technology Index 3.72% 6 6.02%
†Estimated performance for August 2010, number of funds included and YTD calculated with reported data as of Sep-3-2010 03:15 US CST

 
Barclay CTA Indices August ROR† Percentage
of funds
reporting†
YTD
through August†
Barclay CTA Index 0.93%35.74%-0.15%
CTA Industry Money Under Management    
SUB INDICES      
Agricultural Traders Index 1.05%15.38%3.68%
Currency Traders Index 0.11%28.42%2.94%
Discretionary Traders Index 0.29%24.43%-0.02%
Diversified Traders Index 1.36%38.78%-1.90%
Fin./Met. Traders Index 0.81%36.14%1.19%
Systematic Traders Index 1.16%39.63%-0.38%
†Estimated performance for August 2010, percentage of reporting funds, and YTD calculated with reported data as of Sep-3-2010 03:15 US CST

 
Daily Indices Sep-01-2010 ROR† MTD† YTD†
BTOP FX Index -0.21%-0.21%5.18%
Newedge CTA Index -0.45%-0.45%4.23%
Morningstar Long/Short Commodity Index 0.27%0.27%-7.49%
AlternativeEdge Short-Term Traders Index -0.14%-0.14%1.85%
†Estimated performance as of Sep-3-2010 03:15 US CST

 
Investable Benchmarks MTD thru Sep-01-2010† August ROR† YTD
BTOP50 Index -0.23%2.78%-2.27%
†Estimated performance as of Sep-3-2010 03:15 US CST

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