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Industry Updates

RBC Hedge 250 Index up 2.2% (est.) in September, 2.54% YTD

Saturday, October 16, 2010
Opalesque Industry Update - RBC Capital Markets today reported that for the month of September 2010 the RBC Hedge 250 Index(R) had a net return of 2.20 per cent. This brings the year-to-date return of the Index to 2.54 per cent. These returns are estimated and will be finalized by the middle of next month. The return for August 2010 has been finalized at 0.12 per cent.

The RBC Hedge 250 Index is a non-investable benchmark of the performance of the hedge fund industry. The Index operates in accordance with a unique construction methodology. The Universe on which the Index is based currently consists of 3,791 hedge funds (excludes funds of hedge funds) with aggregate assets under management of $892 billion.

(press release)

For more information about the RBC Hedge 250 Index, including historical performance information, please visit www.rbchedge250.com


 

Index Level

Sep-10

Aug-10

YTD

ITD

RBC Hedge 250

122.19

2.20%

0.12%

2.54%

22.19%

Relative Value

 

 

 

 

Convertible Arbitrage

0.42%

0.62%

-1.45%

17.16%

Equity Market Neutral

1.92%

-0.73%

-0.72%

7.96%

Fixed Income Arbitrage

1.44%

1.40%

12.52%

26.11%

Tactical

 

 

 

 

Equity Long/Short

3.45%

-0.77%

1.12%

46.70%

Macro

1.21%

1.35%

1.58%

14.20%

Managed Futures

2.13%

3.39%

3.77%

63.81%

Event-Driven

 

 

 

 

Credit

1.81%

-0.36%

6.50%

7.83%

Mergers & Special Situations

3.54%

-0.79%

5.27%

37.38%

Multi-Strategy

 

 

 

 

Multi-Strategy

1.01%

0.30%

3.64%

3.69%

Table contains estimated returns, except for the August returns, which are final.
Inception date is July 1, 2005. Index Level at inception was 100.00.


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