| Opalesque Industry Update - The Dow Jones Credit Suisse Hedge Fund Index finished down 0.40% for the month of June.
Performance for the Broad Index and its 10 sub-strategies is calculated monthly. June, May and
YTD 2012 performance numbers are listed below and are available at www.hedgeindex.com.
| Index |
June |
May |
2012 YTD |
| Broad Index |
-0.40% |
-1.33% |
2.20% |
| Convertible Arbitrage |
0.33% |
-0.84% |
4.08% |
| Dedicated Short Bias |
-2.72% |
9.03% |
-10.13% |
| Emerging Markets |
-0.13% |
-3.79% |
2.02% |
| Equity Market Neutral |
0.93% |
-3.18% |
-1.37% |
| Event Driven |
-0.18% |
-1.32% |
3.44% |
| Distressed |
-0.23% |
-1.24% |
4.47% |
| Event Driven Multi-Strategy |
-0.16% |
-1.36% |
2.95% |
| Risk Arbitrage |
0.53% |
-1.53% |
0.59% |
| Fixed Income Arbitrage |
0.76% |
0.24% |
4.69% |
| Global Macro |
-1.37% |
0.19% |
0.14% |
| Long/Short Equity |
0.35% |
-4.53% |
2.21% |
| Managed Futures |
-3.56% |
2.38% |
-1.50% |
| Multi-Strategy |
0.48% |
-1.17% |
4.59% |
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