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Greenwich Global Hedge Fund Index down -1.48% in May (+2.30% YTD)

Wednesday, June 06, 2012
Opalesque Industry Update - Greenwich Alternative Investments announced today that the Greenwich Global Hedge Fund Index dropped 1.48% in May, reducing its year to date performance to +2.30%.

Managed futures strategies performed best last month (+2.70%), followed by global macro funds (+1.38%). Long/Short equity managers declined 3.56% on average, lagging all other strategies.

Strategy Index May YTD



Greenwich Global Hedge Fund Index -1.48% 2.30%



Equity Market Neutral -1.53% 0.15%
Event-Driven -2.77% 1.86%
Arbitrage -0.38% 3.18%
Long/Short Equity -3.56% 2.03%
Futures 2.70% 2.17%
Macro 1.38% 2.76%
Long/Short Credit -0.54% 4.06%
Multi-Strategy -1.60% 2.36%

The Greenwich Global Hedge Fund Index is one of the oldest benchmarks of the hedge fund universe. Full Strategy and Regional results for May will be available in mid-June, once additional funds have submitted returns. Final returns for May will be posted in early July. Past performance and indices construction rules for all Greenwich Hedge Fund Indices may be viewed at www.greenwichai.com.

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