The Hedge Fund Journal Indices

Index Annualised Past 3 mths 2017 2016 2015 Strongest mth Weakest mth Performance
THFJ Arbitrage Hedge Fund Index 6.33% 0.84% 2.52% 4.46% 7.55% 2.60%  Feb 00 -4.90%  Oct 08
THFJ CTA/Managed Futures Hedge Fund Index 8.12% 1.24% -1.50% 0.17% 2.63% 7.54%  Dec 00 -3.88%  Nov 01
THFJ Distressed Debt Hedge Fund Index 8.80% 2.91% 6.69% 9.21% -2.83% 5.89%  May 09 -6.65%  Oct 08
THFJ Equity Market Neutral Hedge Fund Index 4.61% 0.37% 1.43% 0.55% 6.06% 3.53%  Feb 00 -2.11%  Sep 08
THFJ Event Driven Hedge Fund Index 7.79% 4.30% 8.75% 6.89% -0.04% 6.34%  May 09 -6.02%  Oct 08
THFJ Fixed Income Hedge Fund Index 7.25% 1.76% 5.17% 7.56% 2.30% 2.76%  Jan 01 -4.72%  Oct 08
THFJ Fund of Funds Index 3.56% 1.05% 2.29% -0.81% 1.95% 3.36%  Feb 00 -4.93%  Oct 08
THFJ Hedge Fund Index 7.61% 1.51% 5.17% 7.80% 1.80% 4.20%  May 09 -3.70%  Oct 08
THFJ Long Short Equities Hedge Fund Index 7.48% 2.37% 7.96% 9.38% 2.91% 6.00%  Feb 00 -5.54%  Oct 08
THFJ Macro Hedge Fund Index 7.10% 0.62% 1.68% 6.34% 9.31% 3.80%  Feb 00 -2.61%  Mar 08
THFJ Multi-Strategy Hedge Fund Index 7.80% 3.40% 7.54% 2.79% 2.40% 4.07%  May 09 -3.31%  Oct 08
THFJ Relative Value Hedge Fund Index 8.01% 1.47% 3.83% 5.12% 2.34% 3.96%  May 09 -3.33%  Oct 08