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Industry Updates

Scotiabank Canadian Hedge Fund Index Asset Weighted up 1.07% in August, (-0.95% YTD)

Friday, September 27, 2013
Opalesque Industry Update - The Scotiabank Canadian Hedge Fund Index ended August 2013 up 1.07% on an asset weighted basis (-0.95% YTD) and rose 0.79% on an equal weighted basis (0.26% YTD).

The aim of the Scotiabank Canadian Hedge Fund Index is to provide a comprehensive overview of the Canadian Hedge Fund universe. To achieve this, index returns are calculated using both an equal weighting and an asset-based weighting of the funds. The index includes both open and closed funds with a minimum AUM of C$15 million and at least a 12 month track record of returns, managed by Canadian-domiciled hedge fund managers.

Month End Aug 2013

 

Value

Return 
MOM

Return 
YTD

Annualized 
Return*

Annualized 
Standard 
Deviation**

 

 

Scotiabank Canadian Hedge Fund Index Asset Weighted

1854.87

1.07%

-0.95%

7.39%

11.56%

 

 

Scotiabank Canadian Hedge Fund Index Equal Weighted

1418.63

0.79%

0.26%

4.12%

9.89%

 

 

S&P TSX Composite

12653.9

1.34%

1.77%

3.69%

15.79%

 

 

S&P 500 (quoted in USD)

1632.97

-3.13%

14.50%

3.50%

16.38%

 

 

S&P 500

1720.73

-0.67%

21.61%

1.98%

11.80%

 

 

DEX 91 Day Treasury Bill Index

393.49

0.09%

0.67%

2.08%

0.47%

 

 

DEX Universe Bond Index

877.84

-0.32%

-1.81%

5.06%

3.34%

 

 


press release: www.scmonline.com/analytics/cgi-bin/hedgefund/entry_screen.cgi.

www.gbm.scotiabank.com

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