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RBC Hedge 250 Index returned -2.42 % in May 2010 YTD performance is 0.29%

Wednesday, June 16, 2010
Opalesque Industry Update - RBC Capital Markets today reported that for the month of May 2010 the RBC Hedge 250 Index had a net return of -2.42 per cent. This brings the year-to-date return of the Index to 0.29 per cent. These returns are estimated and will be finalized by the middle of next month. The return for April 2010 has been finalized at 0.88 per cent.

The RBC Hedge 250 Index is an investable benchmark of the performance of the hedge fund industry. The Index operates in accordance with a unique construction methodology. Comprised of approximately 250 actual hedge funds, the RBC Hedge 250 Index is positioned as the industry's most diversified and representative investable index. The Universe on which the Index is based currently consists of 5,345 hedge funds (excludes funds of hedge funds) with aggregate assets under management of $999 billion.

Since its inception on July 1, 2005 through the end of April 2010, the RBC Hedge 250 Index has had an annualized net return of 4.28 per cent. In comparison, over the same period, other investable indices have averaged 2.03 per cent while non-investable indices have averaged 6.45 per cent, according to information reported by the sponsors of those indices.

About RBC's Alternative Assets Group
For the past 10 years, RBC's Alternative Assets Group has created structured products referencing portfolios of hedge funds. It holds investments in over 1,200 hedge funds. AAG is the oldest dedicated group in the industry and has developed a significant infrastructure and extensive experience in the areas of fund due diligence, risk analysis, transaction execution, and portfolio administration and valuation.

Full performance table: Source


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