The Hedge Fund Journal Indices

Index Annualised Past 3 mths 2017 2016 2015 Strongest mth Weakest mth Performance
THFJ Arbitrage Hedge Fund Index 6.12% 0.69% 3.66% 4.39% 6.82% 2.48%  Aug 09 -5.08%  Oct 08
THFJ CTA/Managed Futures Hedge Fund Index 8.31% -1.35% -1.46% -0.47% 7.26% 5.49%  Dec 00 -4.30%  Mar 03
THFJ Distressed Debt Hedge Fund Index 9.32% 0.83% 4.79% 19.18% -1.95% 5.10%  May 09 -6.50%  Oct 08
THFJ Equity Market Neutral Hedge Fund Index 4.72% 2.34% 4.19% 0.53% 6.54% 2.97%  Feb 00 -1.90%  Sep 08
THFJ Event Driven Hedge Fund Index 8.43% -0.76% 7.24% 9.72% 0.25% 5.87%  Apr 09 -5.36%  Oct 08
THFJ Fixed Income Hedge Fund Index 7.06% 1.06% 4.89% 9.60% 1.74% 3.02%  Jan 01 -4.36%  Oct 08
THFJ Fund of Funds Index 3.60% 2.81% 5.52% 0.91% 1.03% 3.65%  Feb 00 -4.59%  Sep 08
THFJ Hedge Fund Index 7.50% 2.77% 5.72% 1.28% 0.70% 4.68%  Feb 00 -3.40%  Sep 08
THFJ Long Short Equities Hedge Fund Index 7.44% 3.56% 5.98% 3.53% 6.01% 6.43%  Feb 00 -5.53%  Oct 08
THFJ Macro Hedge Fund Index 6.90% 3.08% 4.69% 2.80% 0.64% 4.18%  Feb 00 -2.18%  Apr 04
THFJ Multi-Strategy Hedge Fund Index 8.77% 2.23% 7.34% 5.27% 5.45% 4.05%  May 09 -5.04%  Oct 08
THFJ Relative Value Hedge Fund Index 7.90% -0.35% 4.02% 6.70% 1.93% 3.95%  Jan 01 -2.42%  Jan 16