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RBC Hedge 250 index down 0.37% (est.) in December, -2.92% in 2011

Friday, January 13, 2012
Opalesque Industry Update - RBC Capital Markets today reported that for the month of December 2011 the RBC Hedge 250 Index® had a net return of -0.37 per cent. This brings the year-to-date return of the Index to -2.92 per cent. These returns are estimated and will be finalized by the middle of next month. The return for November 2011 has been finalized at -0.34 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 4,172 hedge funds (excludes funds of hedge funds) with aggregate assets under management of $1.005 trillion.

(press release)

Historical performance: www.rbchedge250.com

BG

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