The Hedge Fund Journal Indices

Index Annualised Past 3 mths 2017 2016 2015 Strongest mth Weakest mth Performance
THFJ Arbitrage Hedge Fund Index 6.28% 0.57% 2.48% 5.19% 7.70% 3.44%  May 09 -5.63%  Oct 08
THFJ CTA/Managed Futures Hedge Fund Index 8.29% 1.49% 0.52% 7.69% -0.39% 6.31%  Dec 00 -3.22%  Apr 04
THFJ Distressed Debt Hedge Fund Index 8.92% 0.81% 8.28% 10.33% -5.33% 5.55%  May 09 -7.36%  Oct 08
THFJ Equity Market Neutral Hedge Fund Index 4.64% 0.24% 1.72% 0.20% 6.06% 3.26%  Feb 00 -2.14%  Sep 08
THFJ Event Driven Hedge Fund Index 7.66% -2.08% 3.20% 13.92% -0.47% 5.20%  Apr 09 -7.02%  Oct 08
THFJ Fixed Income Hedge Fund Index 6.98% -0.04% 4.62% 6.03% 1.03% 3.31%  Sep 09 -4.66%  Oct 08
THFJ Fund of Funds Index 3.67% 0.25% 5.45% 2.25% -0.86% 3.88%  Feb 00 -4.94%  Oct 08
THFJ Hedge Fund Index 7.44% 0.72% 3.65% 3.11% 5.56% 4.30%  Feb 00 -3.73%  Sep 08
THFJ Long Short Equities Hedge Fund Index 7.68% 3.00% 8.14% 4.52% -0.57% 7.59%  Feb 00 -5.41%  Sep 08
THFJ Macro Hedge Fund Index 6.66% 2.02% 3.51% 0.26% 3.15% 3.85%  Feb 00 -2.51%  Apr 04
THFJ Multi-Strategy Hedge Fund Index 7.78% -0.98% 4.90% 7.86% 2.30% 3.25%  Dec 04 -4.00%  Oct 08
THFJ Relative Value Hedge Fund Index 7.48% -0.54% 2.43% 9.17% 1.55% 3.09%  Mar 00 -3.21%  Oct 08