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The HFRX Indices are published by Hedge Fund Research.
 
Ucits III-compliant HFRX Index methodology is a proprietary and highly quantitative process. This results in a model output which selects funds that, when aggregated and weighted, have the highest statistical likelihood of producing a return series that is most representative of the reference universe of strategies. The methodology includes robust classification, cluster analysis, correlation analysis, advanced optimisation and Monte Carlo simulations.  

HFRX Daily Strategy Indices - 03-12-2010
DTD MTD YTD INDEX VALUE
HFRX Absolute Return Index -0.08% -0.60% -0.25% 981.84
HFRX Convertible Arbitrage Index 0.04% 1.59% 1.39% 630.00
HFRX Distressed Securities Index 0.14% 2.09% 4.22% 987.21
HFRX Event Driven Index 0.05% 1.32% 1.86% 1373.06
HFRX Equity Hedge Index -0.10% 0.86% 0.06% 1135.77
HFRX Fundamental Growth Index -0.39% -0.68% -3.99% 1512.97
HFRX Fundamental Value Index 0.00% 0.87% 0.79% 1107.89
HFRX Equity Market Neutral Index -0.04% -0.57% 0.47% 989.58
HFRX Equal Weighted Strategies Index 0.00% 0.82% 1.41% 1127.92
HFRX Global Hedge Fund Index 0.00% 0.78% 1.03% 1169.14
HFRX Macro Index 0.03% 0.18% -0.27% 1244.04
HFRX Merger Arbitrage Index -0.12% 0.67% 1.68% 1467.80
HFRX Market Directional Index 0.00% 1.38% 1.57% 1170.05
HFRX Multi-Region Index 0.15% 1.20% 1.45% 1241.07
HFRX North America Index -0.06% 0.62% 0.71% 1275.55
HFRX Relative Value Arbitrage Index 0.02% 0.40% 1.81% 1111.60
HFRX RVA: Multi-Strategy Index 0.11% 1.36% 3.01% 1656.18
HFRX Systematic Diversified Index -0.36% 0.38% -0.20% 1573.35
HFRX Special Situations Index 0.05% 1.48% 2.01% 1118.66

HFRX Daily FX Hedged Indices - 03-12-2010
DTD MTD YTD INDEX VALUE
HFRX Equal Weighted Strategies CHF Index 0.00% 0.82% 1.41% 1127.92
HFRX Equal Weighted Strategies EUR Index 0.00% 0.82% 1.41% 1127.92
HFRX Equal Weighted Strategies GBP Index 0.00% 0.82% 1.41% 1127.92
HFRX Equal Weighted Strategies JPY Index 0.00% 0.82% 1.41% 1127.92
HFRX Global Hedge Fund CHF Index 0.00% 0.78% 1.03% 1169.14
HFRX Global Hedge Fund EUR Index 0.00% 0.78% 1.03% 1169.14
HFRX Global Hedge Fund GBP Index 0.00% 0.78% 1.03% 1169.14
HFRX Global Hedge Fund JPY Index 0.00% 0.78% 1.03% 1169.14

HFRX Monthly Indices - 02/2010
MTD YTD
HFRX North America Index 0.09%% 0.09%%
HFRX Multi-Region Index 0.50%% 0.25%%
HFRX Global Hedge Fund Index 0.26%% 0.24%%
HFRX Relative Value Arbitrage Index -0.22%% 1.40%%
HFRX Equal Weighted Strategies Index 0.44%% 0.58%%
HFRX Absolute Return Index 0.22%% 0.36%%
HFRX Market Directional Index -0.04%% 0.19%%
HFRX Event Driven Index -0.12%% 0.53%%
HFRX Equity Hedge Index 0.04%% -0.79%%
HFRX Equity Market Neutral Index 1.55%% 1.05%%
HFRX Distressed Securities Index 0.68%% 2.09%%
HFRX Merger Arbitrage Index 0.70%% 1.00%%
HFRX Macro Index 1.41%% -0.46%%
HFRX Special Situations Index -0.25%% 0.52%%
HFRX Fundamental Growth Index -0.54%% -3.34%%
HFRX Fundamental Value Index -0.32%% -0.07%%
HFRX Systematic Diversified Index 1.28%% -0.58%%
HFRX Convertible Arbitrage Index -0.50%% -0.20%%
HFRX RVA: Multi-Strategy Index 0.28%% 1.62%%
HFRX Northern Europe Index -0.03%% 0.81%%
HFRX Western/Pan Europe Index 0.48%% 0.68%%
HFRX Asia Composite Hedge Fund Index 0.41%% -0.13%%
HFRX Asia Equally Weighted Index 0.47%% 0.44%%
HFRX Asia ex-Japan Index 0.04%% -3.12%%
HFRX Asia with Japan Index 0.84%% 0.90%%
HFRX Japan Index 0.52%% 3.53%%
HFRX Brazil Index 3.25%% -1.90%%
HFRX BRIC Index -0.07%% -1.11%%
HFRX China Index 0.28%% -1.16%%
HFRX India Index -1.53%% -2.58%%
HFRX Latin America Index 2.19%% -1.96%%
HFRX MENA Index 3.30%% -0.04%%
HFRX Multi-Emerging Markets Index 0.24%% -0.64%%
HFRX Russia Index -2.05%% 1.19%%
HFRX Russia/Eastern Europe Index -0.62%% 1.83%%
HFRX Aggregate Index 0.19%% 0.00%%
HFRX Total Emerging Market Index 0.62%% -1.27%%
HFRX Activist Index -3.19%% -6.04%%
HFRX Credit Arbitrage Index -0.35%% 0.76%%
HFRX ED: Multi-Strategy Index -2.11%% -0.87%%
HFRX Private Issue/Regulation D Index 0.78%% 0.67%%
HFRX Energy/Basic Materials Index -0.50%% -3.36%%
HFRX Active Trading Index 0.53%% -0.18%%
HFRX Commodity Index 0.98%% -2.18%%
HFRX EH: Multi-Strategy Index 0.68%% 0.58%%
HFRX Commodity: Agriculture Index 0.15%% -1.90%%
HFRX Commodity: Energy Index -1.71%% -4.04%%
HFRX Quantitative Directional Index 0.66%% 0.01%%
HFRX Short Bias Index -2.81%% -1.57%%
HFRX Commodity: Metals Index 2.22%% -1.03%%
HFRX Currency Index 1.68%% 1.65%%
HFRX Technology/Healthcare Index -0.21%% -1.24%%
HFRX Discretionary Thematic Index -0.12%% -0.56%%
HFRX Macro: Multi-Strategy Index -1.25%% -1.32%%
HFRX Energy Infrastructure Index 2.31%% 3.21%%
HFRX Fixed Income-Asset Backed Index -0.74%% 0.30%%
HFRX Fixed Income-Corporate Index 0.38%% 2.85%%
HFRX Fixed Income-Sovereign Index 0.28%% 0.05%%
HFRX Real Estate Index 1.04%% 0.79%%
HFRX Volatility Index -0.79%% 1.94%%
HFRX Yield Alternative Index 1.68%% 2.00%%
HFRX Alternative Energy Index -1.96%% -6.07%%
HFRX Diversity Index 1.74%% 1.05%%
HFRX Equal Weighted Strategies CHF Index 0.43%% 0.55%%
HFRX Equal Weighted Strategies EUR Index 0.46%% 0.61%%
HFRX Equal Weighted Strategies GBP Index 0.48%% 0.64%%
HFRX Equal Weighted Strategies JPY Index 0.42%% 0.54%%
HFRX Global Hedge Fund CHF Index 0.25%% 0.21%%
HFRX Global Hedge Fund EUR Index 0.26%% 0.20%%
HFRX Global Hedge Fund GBP Index 0.30%% 0.29%%
HFRX Global Hedge Fund JPY Index 0.25%% 0.21%%

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