| Total Return | 3 Yr Annualized | 5 Yr Annualized | Weight Nov11 |
|||||||
| Dec11 | Nov11 | YTD | 3Month | 1Year | CAR | STD | CAR | STD | ||
| Greenwich Strategy Group Indices | ||||||||||
| Greenwich Global Hedge Fund Index | -0.2% | -1.2% | -4.3% | 1.1% | -4.3% | 8.1% | 6.5% | 3.4% | 7.4% | 100.0% |
|---|---|---|---|---|---|---|---|---|---|---|
| Market Neutral Group | 0.5% | -0.4% | -1.0% | 2.2% | -1.0% | 8.4% | 4.3% | 3.8% | 5.5% | 17.4% |
| Equity Market Neutral | 0.3% | -0.2% | -2.7% | 1.9% | -2.7% | 1.1% | 2.9% | 1.3% | 3.5% | 5.3% |
| Event-Driven | 0.9% | -0.6% | -1.3% | 3.5% | -1.3% | 12.1% | 6.4% | 5.0% | 7.3% | 6.0% |
| Distressed Securities | 0.3% | -1.0% | -1.9% | 1.1% | -1.9% | 11.6% | 6.2% | 2.7% | 7.8% | 1.3% |
| Merger Arbitrage | 0.5% | 0.3% | 2.7% | 3.5% | 2.7% | 6.4% | 2.8% | 4.7% | 4.1% | 1.8% |
| Diversified Event-Driven | 1.5% | -0.6% | -2.2% | 5.1% | -2.2% | 13.6% | 8.0% | 6.3% | 8.4% | 2.8% |
| Arbitrage | 0.2% | -0.3% | 0.3% | 0.9% | 0.3% | 10.2% | 3.7% | 4.5% | 5.8% | 6.1% |
| Convertible Arbitrage | -0.1% | -0.3% | -0.5% | 1.8% | -0.5% | 18.3% | 7.3% | 1.7% | 13.1% | 1.8% |
| Other Arbitrage | -1.8% | -0.2% | -4.2% | -1.0% | -4.2% | 4.3% | 4.3% | 3.1% | 4.7% | 0.6% |
| Fixed Income Arbitrage | 0.7% | -0.4% | 3.7% | 1.2% | 3.7% | 11.8% | 3.5% | 5.9% | 5.6% | 3.4% |
| Long-Short Equity Group | -0.7% | -2.2% | -8.5% | 2.0% | -8.5% | 8.0% | 9.6% | 1.8% | 10.1% | 40.1% |
| Growth | -0.9% | -2.8% | -10.2% | 2.7% | -10.2% | 9.7% | 12.0% | 1.4% | 12.8% | 12.8% |
| Opportunistic | -1.0% | -2.1% | -8.3% | 1.2% | -8.3% | 4.8% | 7.9% | 2.3% | 8.6% | 8.3% |
| Short-Biased | 1.6% | 2.5% | 3.6% | -4.7% | 3.6% | -7.9% | 11.3% | 2.0% | 12.3% | 0.6% |
| Value | -0.5% | -2.1% | -7.9% | 2.0% | -7.9% | 8.5% | 9.6% | 10.9% | 12.2% | 18.3% |
| Directional Trading Group | 0.0% | -0.2% | -2.2% | -1.9% | -2.2% | 3.4% | 5.7% | 6.0% | 6.1% | 30.6% |
| Futures | 0.2% | -0.1% | -2.9% | -2.6% | -2.9% | 2.1% | 7.1% | 6.9% | 8.1% | 21.6% |
| Macro | -0.4% | -0.4% | -1.1% | -0.6% | -1.1% | 5.4% | 3.8% | 4.6% | 4.7% | 8.9% |
| Specialty Strategies Group | 0.4% | -0.7% | -0.2% | 1.0% | -0.2% | 12.6% | 6.5% | 4.4% | 9.4% | 12.0% |
| Long-Short Credit | 0.4% | -0.2% | 4.2% | 1.9% | 4.2% | 13.3% | 3.9% | 5.6% | 5.3% | 4.4% |
| Multi-Strategy | 0.4% | -1.0% | -3.1% | 0.3% | -3.1% | 7.1% | 4.7% | 3.9% | 6.2% | 7.6% |
| Greenwich Regional Indices | ||||||||||
| Developed Markets Composite | 0.1% | -0.7% | -2.9% | 1.5% | -2.9% | |||||
| Global | 0.0% | -0.5% | -3.2% | -0.2% | -3.2% | 48.4% | ||||
| Asia | 0.0% | -2.4% | -7.1% | 0.1% | -7.1% | 7.3% | ||||
| Europe | 0.6% | -1.1% | -5.0% | 1.7% | -5.0% | 9.3% | ||||
| Americas | 0.1% | -0.4% | -1.2% | 3.6% | -1.2% | 35.1% | ||||
| Emerging Markets Composite | -1.5% | -4.1% | -13.9% | 0.0% | -13.9% | |||||
| Global | -1.3% | -2.3% | -6.8% | 0.3% | -6.8% | 31.3% | ||||
| Asia | -1.3% | -5.3% | -17.5% | -1.0% | -17.5% | 45.0% | ||||
| Europe | -4.7% | -3.8% | -22.0% | -1.7% | -22.0% | 10.0% | ||||
| Americas | 0.0% | -5.3% | -9.0% | 2.7% | -9.0% | 13.8% | ||||
| Comparative Benchmarks | ||||||||||
| Barclays Aggregate Bond | 1.1% | -0.1% | 7.8% | 1.1% | 7.8% | 6.8% | 2.8% | 6.5% | 3.6% | |
| S&P 500 TR | 1.0% | -0.2% | 2.1% | 11.8% | 2.1% | 14.1% | 19.0% | -0.3% | 18.9% | |
| MSCI WEI | -0.2% | -2.7% | -7.6% | 7.1% | -7.6% | 8.7% | 20.4% | -4.4% | 20.4% | |
| FTSE 100 | 1.2% | -0.7% | -5.5% | 8.7% | -5.5% | 7.9% | 16.5% | -2.2% | 16.9% | |