Industry Updates

RBC Hedge 250 Index up 0.36% in March, 3.35% YTD

Friday, April 13, 2012

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Opalesque Industry Update - RBC Capital Markets today reported that for the month of March 2012 the RBC Hedge 250 Index® had a net return of 0.36 per cent. This brings the year-to-date return of the Index to 3.35 per cent. These returns are estimated and will be finalized by the middle of next month. The return for February 2012 has been finalized at 1.27 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 4,138 hedge funds (excludes funds of hedge funds) with aggregate assets under management of $990 billion.

	Index Level	Mar-12	Feb-12	YTD	ITD
RBC Hedge 250	126.92	0.36%	1.27%	3.35%	26.92%
Relative Value
Convertible Arbitrage		0.44%	2.29%	6.85%	30.77%
Equity Market Neutral		-0.58%	0.17%	1.47%	10.99%
Fixed Income Arbitrage		1.40%	1.81%	5.27%	52.38%
Tactical
Equity Long/Short		0.62%	1.67%	4.58%	53.20%
Macro		-0.16%	0.53%	1.15%	14.40%
Managed Futures		-1.13%	0.01%	-2.36%	54.60%
Event-Driven
Credit		0.89%	1.26%	3.89%	15.93%
Mergers & Special Situations		0.61%	2.31%	6.48%	40.93%
Multi-Strategy
Multi-Strategy		0.71%	1.38%	4.26%	8.87%
Table contains estimated returns, except for the February returns, which are final. Inception date is July 1, 2005. Index Level at inception was 100.00.