Greenwich-Van Hedge Fund Index Performance at a Glance

 

 

Total Return

3 Yr Annualized

5 Yr Annualized

 

Aug06

Jul06

YTD

3Month

1Year

CAR

STD

CAR

STD

 

 

 

 

 

 

 

 

 

 

GV Global Hedge Fund Index

1.0%

-0.2%

6.7%

0.4%

11.0%

9.9%

4.3%

8.8%

4.8%

 

Market Neutral Group

0.8%

0.3%

7.3%

1.3%

9.7%

8.0%

2.4%

7.5%

2.4%

 

Equity Market Neutral

0.0%

-0.5%

3.4%

-0.6%

5.6%

6.4%

2.6%

6.4%

2.3%

 

Event-Driven

1.1%

0.1%

8.3%

1.1%

10.6%

12.2%

3.8%

10.0%

4.6%

 

Distressed Securities

1.1%

-0.3%

8.9%

0.7%

12.6%

15.5%

3.6%

13.1%

4.0%

 

Merger Arbitrage

0.8%

0.4%

8.1%

2.0%

9.5%

6.3%

2.3%

4.4%

2.3%

 

Special Situations

1.1%

0.3%

8.0%

1.1%

9.7%

10.6%

4.4%

8.2%

5.3%

 

Market Neutral Arbitrage

0.8%

0.6%

7.9%

2.1%

10.3%

6.0%

2.1%

6.3%

2.1%

 

Convertible Arbitrage

0.9%

0.7%

8.9%

1.9%

11.3%

4.2%

4.0%

6.4%

3.8%

 

Fixed Income Arbitrage

1.2%

0.5%

6.5%

2.4%

9.2%

7.1%

1.1%

8.2%

1.8%

 

Other Arbitrage

0.6%

0.5%

7.7%

1.5%

10.6%

7.0%

2.1%

 

 

 

Statistical Arbitrage

0.3%

0.9%

7.7%

3.9%

8.5%

5.7%

2.5%

5.7%

3.1%

 

Long/Short Equity Group

1.4%

-0.1%

6.8%

0.8%

11.8%

11.2%

6.0%

9.4%

6.7%

 

Aggressive Growth

1.5%

-0.3%

5.3%

0.5%

10.2%

8.7%

8.3%

7.0%

9.8%

 

Opportunistic

1.1%

-0.5%

7.0%

-0.1%

13.0%

12.0%

6.6%

10.8%

6.2%

 

Short Selling

-1.7%

4.5%

1.9%

3.6%

1.7%

-4.4%

10.3%

-2.6%

12.3%

 

Value

1.7%

-0.2%

7.3%

1.0%

12.4%

13.0%

5.9%

10.5%

7.7%

 

Directional Trading Group

0.4%

-2.2%

2.7%

-2.8%

7.4%

6.4%

6.9%

8.2%

7.0%

 

Futures

0.5%

-3.4%

1.7%

-4.6%

5.9%

5.9%

10.1%

9.4%

12.1%

 

Macro

-0.1%

-0.6%

4.0%

-0.5%

10.2%

7.7%

4.0%

7.3%

4.6%

 

Market Timing

0.9%

1.2%

6.8%

2.6%

6.7%

5.3%

3.7%

5.9%

3.9%

 

Specialty Strategies Group

0.8%

0.6%

9.0%

1.0%

15.1%

14.0%

5.7%

12.8%

7.2%

 

Emerging Markets

0.9%

0.7%

10.9%

1.1%

19.4%

19.1%

8.4%

17.0%

10.6%

 

Income

1.1%

1.0%

6.0%

2.4%

8.2%

8.8%

1.6%

8.2%

2.1%

 

Multi-Strategy

0.4%

-0.2%

6.5%

-0.2%

11.3%

8.4%

3.9%

8.0%

6.3%

 

 

 

 

 

 

 

 

 

 

Comparative Benchmark

 

 

 

 

 

 

 

 

 

Lehman Brothers Aggregate Bond

1.5%

1.4%

2.2%

3.1%

1.7%

4.0%

3.5%

4.9%

4.0%

S&P 500

2.4%

0.6%

5.8%

3.2%

8.9%

11.0%

7.8%

4.7%

13.3%

MSCI EAFE

2.8%

1.0%

14.7%

3.9%

24.8%

24.0%

10.3%

12.3%

14.4%

MSCI EMF

2.6%

1.5%

11.8%

3.9%

31.0%

31.0%

17.8%

24.4%

20.1%

Nikkei 225

4.4%

-0.3%

0.2%

4.4%

30.0%

16.0%

14.6%

8.5%

17.1%