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Greenwich Investable Hedge Fund Index up 0.99% in February, 1.58% YTD

Friday, March 25, 2011
Opalesque Industry Update - The Greenwich Composite Investable Index built on its success in January with its second month of gains in 2011. The monthly redemption Composite Index advanced by 99 basis points while the quarterly exit Index gained 1.09%.

All Greenwich Investable Indices moved higher for the month, boosted by positive global equity and fixed income markets. Managed Futures funds were the best performing group of managers in February as the Investable Futures Index gained 2.59%. The Greenwich Long-Short Equity Investable Index also advanced by 0.67%.

For more in-depth commentary on hedge fund strategies in February, the Greenwich Hedge Fund Strategy and Market Review is available at

Greenwich Investable Hedge Fund Index Performance at a Glance
  Total Return Annualized from Inception Inception Date

Feb11 Jan11 YTD CAR S.Dev
Greenwich Investable Index -
Monthly Liquidity
0.99% 0.59% 1.58% 4.09% 5.97% 01/01/03
Greenwich Investable Index - Quarterly Liquidity 1.09% 0.80% 1.90% 9.34% 3.72% 01/01/10

Arbitrage 0.43% 1.89% 2.33% 13.59% 6.17% 01/01/10

Equity Market Neutral 0.97% -0.11% 0.86% 4.83% 3.13% 01/01/10

Event-Driven 0.91% 1.09% 2.01% 6.89% 5.96% 01/01/10

Futures 2.59% -0.31% 2.27% 11.80% 10.13% 01/01/10

Long-Short Credit 0.64% 1.68% 2.33% 9.43% 6.55% 01/01/10

Long-Short Equity  0.67% 1.21% 1.89% 7.12% 7.55% 01/01/03

Macro 0.49% -0.50% -0.01% 9.94% 3.92% 01/01/10

Comparative Benchmarks Statistics Start Date
MSCI WEI 3.33% 2.20% 5.60% 5.31% 15.33% 01/01/03
S&P 500 TR 3.43% 2.37% 5.88% 10.11% 15.68% 01/01/03
Barclay's Aggregate Bond  0.25% 0.12% 0.37% 8.29% 5.67% 01/01/03

About the Greenwich Investable Hedge Fund Index
The Greenwich Investable Hedge Fund Indices are specifically designed to capture the returns of the hedge fund universe. They are comprehensive in design and cover a wide spectrum of hedge fund strategies, providing investors with innovative and efficient access to hedge fund beta. Final index results for February will be available Mid-April, once all managers have submitted final returns. The indices reference actual hedge fund vehicles as opposed to separately managed accounts or other methods used in an attempt to replicate the returns of hedge fund vehicles. The Indices are reported monthly net of a 0.083% per period index calculation fee. Past performance and index construction rules for all Greenwich Hedge Fund Indices may be viewed at

About Greenwich Alternative Investments
Greenwich Alternative Investments, LLC (and its affiliates) manages one of the world’s largest hedge fund databases and is among the oldest providers of hedge fund indices, research, analytics, and manger data to institutional investors worldwide.

- FG

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