The Hedge Fund Journal Indices

Index Annualised Past 3 mths 2016 2015 Strongest mth Weakest mth Performance
THFJ Arbitrage Hedge Fund Index 6.26% 0.56% 3.56% 7.08% 2.71%  May 09 -4.78%  Oct 08
THFJ CTA/Managed Futures Hedge Fund Index 8.26% -1.77% 2.51% 1.28% 5.90%  Dec 00 -3.76%  Nov 01
THFJ Distressed Debt Hedge Fund Index 8.95% 1.87% 12.72% -2.09% 5.45%  Oct 10 -7.08%  Oct 08
THFJ Equity Market Neutral Hedge Fund Index 4.66% 0.50% 0.23% 6.67% 2.97%  Feb 00 -2.22%  Sep 08
THFJ Event Driven Hedge Fund Index 8.14% 0.31% 10.77% -0.13% 5.20%  Apr 09 -7.02%  Oct 08
THFJ Fixed Income Hedge Fund Index 6.71% 2.23% 5.63% -0.06% 3.23%  May 09 -4.85%  Oct 08
THFJ Fund of Funds Index 3.46% -0.68% -1.78% 3.00% 3.74%  Feb 00 -5.40%  Oct 08
THFJ Hedge Fund Index 7.58% -0.41% 5.48% 2.02% 4.49%  Feb 00 -3.54%  Sep 08
THFJ Long Short Equities Hedge Fund Index 7.34% -0.82% 6.00% 3.49% 7.67%  Feb 00 -5.24%  Sep 08
THFJ Macro Hedge Fund Index 7.18% 0.28% 4.88% 2.10% 4.55%  Feb 00 -1.63%  Jun 13
THFJ Multi-Strategy Hedge Fund Index 8.07% -0.29% 5.83% 2.35% 3.42%  Feb 00 -4.11%  Oct 08
THFJ Relative Value Hedge Fund Index 7.57% -0.80% 6.19% 2.23% 3.38%  Mar 00 -2.96%  Oct 08