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November 2013: Performance - Sorted by RoR Last 1 month & by Strategy Convertible Arbitrage Whitebox Conc Conv. Arb. Fund LTD Advent Hedged Conv. Fund Palisade Strat Master Fund Cayman LTD Lazard Rathmore Fund LTD GLG Global Conv. Fund Cl A USD UR Castle Creek Arb. LLC Steelhead Pathfinder Fund Pine River Conv.s Master Fund LTD Silverback Arb. Fund LTD Waterstone Market Ntrl Master Fund LTD Pine River Asia Master Fund LTD
Equity Long-Bias AUM 250 420 206 176 181 766 621 159 546 547 260
RoR Last 1m 0.51% 0.37% 0.32% 0.14% 0.10% 0.00% -0.07% -0.30% -0.66% -1.16% -1.23%
RoR Last 1Yr 21.76% 10.69% 3.72% 10.69% 9.16% 7.25% 9.44% 23.03% 5.71% -15.85% 8.59%
Ccy USD USD USD USD USD USD USD USD USD USD USD
Start Date Jan 01 Oct 96 May 07 Oct 07 Aug 97 Jan 02 Nov 05 Aug 09 Nov 06 Aug 03 Jul 04
Track Record 155 206 79 74 196 143 97 52 85 124 113
AUM 153 277 1,200 864 926 5,700 242 324 458 321 929 810 340 112 275 208
RoR Last 1m 2.78% 2.46% 2.30% 2.07% 1.96% 1.80% 1.60% 1.60% 1.52% 1.20% 1.15% 1.10% 0.99% 0.98% 0.37% -0.02%
RoR Last 1Yr 13.21% 19.78% 36.19% 12.91% 30.81% 18.02% 13.16% 36.32% 23.40% 16.77% 12.94% 11.20% 10.51% 12.17% 15.81% 13.39%
Ccy EUR USD USD USD USD USD EUR USD USD USD USD USD USD USD USD USD
Start Date Nov 07 Oct 05 Nov 08 Mar 99 May 08 Feb 01 Sep 09 May 10 Sep 03 Oct 05 Apr 08 May 03 Jan 06 Aug 03 Mar 03 Dec 03
Track Record 73 98 61 177 67 154 51 43 123 98 68 127 95 124 129 120
AUM 197 242 163 363 158 1,426 192 293 151 262 2,106 185 319 660 888 316 140 102 281 236
RoR Last 1m 7.12% 7.06% 5.78% 5.60% 5.34% 4.80% 4.50% 4.50% 3.34% 2.83% 2.74% 2.63% 2.46% 2.44% 2.44% 2.20% 2.12% 2.10% 2.10% 2.08%
RoR Last 1Yr 21.99% 41.22% 10.88% 19.40% 31.84% 17.19% 17.48% 20.02% 15.50% 6.58% 41.33% 25.11% 41.48% 11.01% 11.01% 9.39% 22.35% 13.54% 13.22% 16.07%
Ccy USD USD EUR USD EUR USD USD HKD USD USD USD USD USD USD USD USD USD USD USD USD
Start Date Feb 08 Nov 07 Dec 06 Jul 00 Jul 99 Apr 02 Dec 03 Apr 02 Oct 04 Oct 07 Jan 03 May 97 Mar 02 Feb 01 May 06 Jun 03 Dec 03 Feb 07 Mar 08 Mar 02
Track Record 70 73 84 161 173 140 120 140 110 74 131 199 141 154 91 126 120 82 69 141
Distressed Securities Alcentra Global Special Situations Fund Marathon Special Opps Fund LP Alden Global Distressed Opps Fund Cl A MKP Credit Fund LP Hildene Opps Master Fund LTD York Credit Opps Fund LP Cl A GLG European Distressed Fund A USD UR Alden Global Value Recovery Fund LP Cl A JLP Credit Opps Fund LP Venor Cap Partners LP PW Partners Asset Based Val Fund LP Candlewood Special Situations Fund LP OCP Debt Opps Int'l LTD Napier Park Distressed Debt Opps Fund LLC PSAM Rebound Partners LP Scoggin Worldwide Distressed Fund LLC Emerging Mkts Henderson Horizon China Fund LBN China+ Opps Fund DWS Invest Chinese Equities FC China Convergence Fund DWS Japan Opps Value Partners Clic Fund Cl A Chinese Mainland Focus Fund Value Partners China Greenchip Fund LTD East Cap Balkan Fund UG Hidden Dragon Special Opps Fund VR Global Partners LP Firebird Republics Fund LTD Polunin Cap Partners Em Mkts Active Fund Green Fund LLC Green Fund LLC - Green 90 Cl Pictet Greater China I USD Firebird Avrora Fund LTD Mandarin Offshore Fund LTD - P NB Greater China L/S Equity Fund LTD APS Asia-Pacific Hedge Fund Share Cl A - USD
Disclaimer: The figures published here are for information purposes only and are not to be construed as investment advice. Publication does not constitute an offer or a solicitation to buy any fund. Only approved funds are included in this document. Past performance is not an indicator of future results.
Ardsley Partners Fund II LP Passport Special Opps Fund LP Arbiter Partners Cl C Punch Micro Cap Partners LLC KR Cap Partners Fund I LP Henderson Japan Absolute Rtn Fund USD Zweig-DiMenna Partners LP York Cap Management LP Cl A Bay II Resource Partners LP Horseman European Select Fund LTD Front Street Canadian Hedge Bay Resource Partners LP Gargoyle Hedged Value QP Fund LP USD Passport I LP - Global Corsair Select LP FPA Hawkeye Strategy Ascend Partners Fund II LP Picton Mahoney L/S Equity Fund Cl A CAD Crosslink Emerging Growth Fund LP PTR-Corto Europe HP USD
AUM 600 403 620 111 106 327 571 6,500 1,361 563 113 1,194 159 1,300 322 666 1,021 181 600 210
RoR Last 1m 6.49% 5.30% 5.02% 4.91% 4.48% 4.10% 3.80% 3.10% 3.02% 2.84% 2.74% 2.69% 2.64% 2.40% 2.40% 1.70% 1.67% 1.67% 1.60% 1.57%
RoR Last 1Yr 32.60% 43.27% 26.57% 41.58% 30.70% 29.41% 18.68% 18.84% 24.07% 30.98% 17.73% 22.29% 23.88% 18.64% 22.42% 13.70% 10.38% 14.04% 11.59% 14.93%
Ccy USD USD USD USD USD USD USD USD USD USD CAD USD USD USD USD USD USD CAD USD USD
Start Date Jan 03 May 08 Apr 01 Jul 05 Aug 92 Jul 00 Feb 84 Oct 91 Oct 01 Jul 05 Aug 99 Jan 93 Jan 97 Aug 00 Jan 04 Oct 01 Feb 04 Jan 06 Apr 08 Apr 10
Track Record 131 67 152 101 256 161 358 266 146 101 172 251 203 160 119 146 118 95 68 44
AUM 313 415 490 157 180 815 424 1,125 766 919 481 239 520 395 124 647 686 175 482 559
RoR Last 1m 4.60% 3.84% 3.76% 1.79% 1.75% 1.50% 1.50% 1.42% 1.00% 1.00% 0.65% 0.64% 0.59% 0.56% 0.04% 0.00% -0.14% -0.16% -0.32% -0.40%
RoR Last 1Yr 14.81% 24.37% 22.91% 10.88% 10.59% 28.41% 19.45% 19.83% 18.22% 17.93% 20.21% 6.93% 12.44% 7.46% 9.45% 24.27% 10.84% 21.09% 10.49% 9.03%
Ccy EUR USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD
Start Date Oct 09 Jan 00 Jan 01 Jan 95 Sep 02 Apr 07 Apr 04 Jun 98 Mar 03 Apr 09 Jun 96 Sep 07 Mar 04 May 08 May 09 Oct 00 Jul 08 Apr 10 Nov 03 Jul 07
Track Record 50 167 155 227 135 80 116 186 129 56 210 75 117 67 55 158 65 44 121 77
AUM 543 127 191 554 210 1,382 898 303 633 694 125
RoR Last 1m 9.60% 4.21% 3.67% 3.55% 3.41% 2.53% 2.53% 2.18% 2.18% 2.17% 2.11%
RoR Last 1Yr 91.80% 33.89% 13.71% 27.04% 26.45% 23.11% 21.79% 24.94% 4.87% -2.73% 16.10%
Ccy USD USD USD USD USD USD USD GBP EUR USD USD
Start Date Apr 97 Jun 02 Feb 01 Mar 94 Dec 01 Mar 86 May 83 Jan 08 Jan 09 Sep 09 Jul 10
Track Record 200 138 154 237 144 333 367 71 59 51 41
Event Driven Cheyne European Event Driven Fund Scoggin Overseas Fund LTD Scoggin Cap Management II LLC Twin Securities LP Twin Offshore LTD JANA Nirvana Fund LP First Eagle GoodHope Int'l LTD A PSAM WorldArb Partners LP JANA Partners Qualified LP HG Vora Special Opps Fund LP Gates Cap Management - ECF Value Fund LP Kawa Offshore Feeder Fund LTD Beach Point Total Rtn Offshore Fund LTD Loeb Arbitrage Fund Cl B Cube Global Opps Fund Cl A USD Litespeed Partners LP Napier Park Event Driven Strategies Whitebox Asymmetric Opps Fund LP Gruss Global Investors LP Finisterre Credit Fund Equity L/S Senvest Partners LP MD Sass Maximus Partners LP Horseman Global Fund LTD - Cl A USD Shares OEI Mac Inc USD Odey European Inc USD M Kingdon Offshore LTD Kingdon Associates OEI Mac Inc GBP Cl B Saemor Cap - Europe Alpha Fund Cl A Dorsal Cap Partners LP Atlas Institutional Fund LLC
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November 2013: Performance - Sorted by RoR Last 1 month & by Strategy Martin Currie Abs Rtn Fund Japan USD LLC Quantitative Tactical Aggressive Fund LLC New Mountain Vantage LP Ascend Partners Fund II BPO LTD A AlphaGen Volantis Cl A USD TT Int'l Mid-Cap Europe Fund-EUR Cl A Harvest Small Cap Partners Akamatsu Fund - B USD Platinum Fund LTD A Shares USD
191 795 543 124 542 768 334 106 645
2.05% 1.82% 1.79% 1.68% 1.60% 1.56% 1.34% 1.32% 1.27%
32.19% 14.87% 17.74% 9.93% 13.17% 14.10% 13.93% 21.63% 26.20%
USD USD USD USD USD EUR USD USD USD
Jul 00 May 08 Jan 06 Jan 05 May 02 Jul 04 Jan 06 Jan 05 Jun 94
161 67 95 107 139 113 95 107 234
AUM 533 427 565 144 554 269 100 119 184 174 168
RoR Last 1m 1.79% 1.65% 1.09% 0.90% 0.83% 0.36% 0.22% -0.12% -0.14% -0.20% -0.66%
RoR Last 1Yr 14.90% 12.03% 5.12% 10.80% 8.22% 1.22% -2.99% 1.05% 1.14% 0.47% 7.69%
Ccy USD EUR CAD USD USD USD USD USD USD USD CAD
Start Date Jul 09 Dec 04 Jan 06 Feb 10 May 05 Apr 98 Jan 97 Jan 92 Apr 01 May 06 Nov 07
Track Record 53 108 95 46 103 188 203 263 152 91 73
AUM 1,038 594 182 526 808 168 303 770 2,294 5,476 12,400 180 490 881 677 164 146 677 814 11,700
RoR Last 1m 2.25% 1.77% 1.65% 1.65% 1.54% 1.48% 1.40% 1.33% 1.31% 1.04% 1.02% 0.93% 0.82% 0.80% 0.79% 0.24% 0.12% 0.08% 0.07% 0.04%
RoR Last 1Yr 13.23% 6.98% 6.92% 13.37% 7.20% 0.26% 7.21% 9.88% 8.18% 12.80% 12.49% 10.98% 23.52% 11.60% 18.13% 13.50% 7.61% 6.29% 13.31% -0.47%
Ccy CAD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD CAD USD
Start Date Feb 98 Jan 06 Oct 93 Jan 04 Aug 99 Mar 01 Jun 03 Jan 03 Dec 97 Jan 90 Jan 90 Aug 08 Jan 00 Jan 99 Jan 02 Oct 06 Dec 91 Jan 96 Oct 02 Dec 00
Track Record 190 95 242 119 172 153 126 131 192 287 287 64 167 179 143 86 264 215 134 156
AUM 1,469 1,346 251 303 279 425
RoR Last 1m 4.10% 2.81% 2.54% 2.53% 2.50% 2.44%
RoR Last 1Yr 9.05% 19.59% 45.15% 16.91% 16.15% 32.30%
Ccy USD DKK EUR USD USD EUR
Start Date Sep 04 Jan 05 Jul 04 Jan 09 Oct 09 Jun 09
Track Record 111 107 113 59 50 54
Equity Market Ntrl Old Mutual Global Equity Abs Rtn USD I Cl GAM Talentum Enh Eur L/S Fund EUR-Cl A Picton Mahoney Mkt Ntrl Eq Fund Cl A CAD GLG Alpha Select Alternative DN H USD ACI Multi-Strategy Market Neutral Fund Invesco Market Neutral Cash AJO Dollar-Neutral Long/Short Composite Bryn Mawr Cap LP Gladwyne Cap LP Rosemont Offshore Fund LTD Picton M Glbl Mkt Ntl Equity Fund Cl A CAD Multi-Strategy Vertex Fund Cl A Hudson Bay Fund LP Black Diamond Partners LP Atlas Global Investments LTD UR Black Diamond Relative Value LTD Carlson Mellon Offshore Global Opps Fund LTD UG Greater China Multi-Strategy Fund Platinum Partners Value Arb Fund USA LP Double Black Diamond LP Carlson Millennium USA LP Millennium Int'l LTD Advent Global Opps Fund Kayne Anderson Cap Income Partners QP GLG Market Neutral Fund Cl Z USD UR Whitebox Multi-Strategy Fund LP Weiss Multi-Strategy Partners LLC North Pole Cap Investments LTD LIM Asia Multi-Strategy Fund A Shares PH&N Absolute Rtn Fund BlueCrest Int'l Fund LTD Fixed Income Providence MBS Fund LP Danske Invest Hedge FI Strategies Alegra ABS I Euro Fund Marathon Credit Opps Fund Kingdon Credit Master Fund LP Chenavari - Toro Cap IA Cl A EUR
Disclaimer: The figures published here are for information purposes only and are not to be construed as investment advice. Publication does not constitute an offer or a solicitation to buy any fund. Only approved funds are included in this document. Past performance is not an indicator of future results.
Alcentra Structured Credit Opps Fund Element Cap Fund LTD Napier Park European Credit Opps Fund STS Partners Fund Brevan H Cred Catalysts Fund LP A - USD GS Gamma Investments LLC Lynx Fund I Master Fund LP SPM Opps Fund Rimrock Low Volatility Fund LP CVC Global Credit Oppportunities Fund Midway Market Neutral Fund Archer Cap Fund LP 400 Cap Credit Opps Fund LP MetaCap Mortgage Opps Fund
156 4,402 305 960 974 1,023 156 206 347 106 550 240 630 1,286
2.31% 1.82% 1.77% 1.75% 1.73% 1.61% 1.61% 1.50% 1.37% 1.32% 1.25% 1.17% 1.15% 1.12%
31.24% 18.60% 33.26% 25.16% 13.67% 1.97% -0.37% -0.67% 7.79% 10.34% 6.12% 13.49% 16.42% 0.07%
EUR USD USD USD USD USD USD USD USD USD USD USD USD USD
Sep 09 Apr 05 Sep 10 May 08 Aug 09 Apr 04 Jul 97 Jan 07 Jan 07 Mar 09 Jun 01 Mar 06 Feb 09 Aug 08
51 104 39 67 52 116 197 83 83 57 150 93 58 64
AUM 966 556 845 1,379 226 281 584 737 571 231 312 1,252 801 612 413 3,586 260 528 678 478
RoR Last 1m 4.98% 4.84% 4.24% 2.99% 2.76% 2.40% 2.12% 2.12% 1.71% 1.53% 1.49% 1.41% 1.41% 1.38% 1.34% 1.25% 0.80% 0.77% 0.45% 0.00%
RoR Last 1Yr 16.91% -39.04% 18.17% 2.25% 19.42% 8.90% 11.51% 15.19% 5.41% 2.08% 11.52% 9.16% 13.95% 8.13% 7.69% 4.19% 2.68% 8.97% -5.47% 9.02%
Ccy USD USD USD USD USD EUR USD USD USD USD USD USD USD USD USD USD USD USD USD USD
Start Date Jul 99 Dec 01 Nov 99 Jan 99 Feb 96 Sep 89 Jan 05 Oct 06 Dec 08 Jan 07 Jan 99 Aug 01 Apr 97 Feb 04 Jun 08 Sep 03 Aug 06 Dec 02 Oct 02 Oct 10
Track Record 173 144 169 179 214 291 107 86 60 83 179 148 200 118 66 123 88 132 134 38
AUM 136 439 1,024
RoR Last 1m -0.05% 0.10% -0.04%
RoR Last 1Yr 4.60% 3.36% 6.20%
Ccy USD USD USD
Start Date Sep 89 Oct 09 Jan 93
Track Record 291 50 251
AUM Legion Strategies LTD 768 SkyBridge Multi-Adviser Hedge Fund Portfolios LLC4,806 -sG Haussmann Holdings NV Cl A USD 1,019 GAM US Institutional Trading 2,115 Alternative Investments LP 541 European Cap Holdings 539
RoR Last 1m 2.36% 2.14% 2.13% 1.96% 1.93% 1.70%
RoR Last 1Yr 13.03% 13.76% 18.94% 0.87% 13.87% 17.59%
Ccy USD USD USD USD USD EUR
Start Date Apr 94 Jan 03 Jan 74 Jul 96 Dec 96 Nov 98
Track Record 236 131 479 209 204 181
Macro Graham Proprietary Matrix s A Friedberg Global-Macro Hedge Fund LTD Rubicon Global Fund Balestra Cap Partners LP MLM Macro - Peak Partners TT Int'l Fund LTD Cl A Graham Absolute Rtn Quantedge Global Fund CommonWealth Opps Master Fund Alpha 15 USD Permal Global Opps LTD Cl AQ MKP Opps LP Wexford Spectrum Fund LP Cl A/C CSHG Global Macro Master Fund LLC CSHG Global Macro 90 Fund LTD Cl A Graham Discretionary Portfolio Fulcrum Alpha Fund LTD North MaxQ Macro Fund A USD Eclectica Fund B USD Templeton Global Summits Fund LP Merger Arbitrage Gabelli Associates LTD Helium Opps Fund A USD TIG Arbitrage Associates LP/LTD Fund of Hedge Funds
Filter Criteria: Hedge Funds with > = 36 months track record & > = 100m Fund AUM & > = 500m Firm AUM. Fund of Hedge Funds with > = 36 months track record & > = 500m
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November 2013: Performance - Sorted by RoR Last 1 month & by Strategy GAM US Institutional Diversity Aurora Global Opps LP Aurora Offshore Fund LTD II DWS PlusInvest Wachstum Aurora LTD Partnership Alphanatics Fund E - USD Stenham Growth Portfolio USD DWS Funds Invest Vermoegensstrategie Mosaic Cl I USD Morgan Stanley AIP Absolute Rtn Fund Jubilee Absolute Rtn Fund USD Cl B Mosaic Trading Cl I USD SCS Cap Partners LLC Permal Fixed Income Holdings NV - A USD
2,000 689 2,586 762 1,337 642 592 1,747 773 606 2,582 741 1,128 3,903
1.69% 1.68% 1.66% 1.63% 1.61% 1.53% 1.52% 1.50% 1.46% 1.44% 1.42% 1.39% 1.37% 1.32%
11.91% 11.62% 9.86% 14.41% 9.73% 7.18% 14.35% 16.40% 9.98% 10.87% 13.68% 3.24% 12.24% 11.59%
USD USD USD EUR USD USD USD EUR USD USD USD USD USD USD
Jul 96 Jan 94 Jul 02 Jun 99 Jan 88 May 06 Sep 00 Aug 07 Jan 07 Jan 06 May 04 Jan 07 Nov 05 Jan 97
209 239 137 174 311 91 159 76 83 95 115 83 97 203
RoR Last 1.60% 1.45% 1.43% 1.33%
Rank 1 2 3 4
RoR Last 1Yr 21.83% 18.09% 5.01% 13.66%
Barclay Multi Strategy Index
1.06%
5
9.72%
6
1.83%
1
Barclay Fund of Funds Index Barclay Hedge Fund Index Barclay Event Driven Index Barclay Equity Market Neutral Index Barclay Fixed Income Arbitrage Index Barclays CTA Barclay Merger Arbitrage Index Barclay Convertible Arbitrage Index Barclay Emerging Markets Index
1.05% 0.77% 0.76% 0.74% 0.67% 0.60% 0.17% 0.08% -0.37%
6 7 8 9 10 11 12 13 14
8.49% 11.76% 11.88% 7.51% 8.90% -1.47% 5.15% 8.87% 5.80%
9 5 4 10 7 14 12 8 11
3.20% 3.97% 3.89% 2.00% 2.11% 3.28% 2.37% 2.03% 7.29%
6 10 9 2 4 7 5 3 14
Indices Barclay Equity Long Bias Index Barclay Distressed Securities Index Barclay Global Macro Index Barclay Equity Long/Short Index
Rank Ann Vol Last 1 5.62% 2 4.25% 13 4.14% 3 3.46%
Rank 13 12 11 8
Disclaimer: The figures published here are for information purposes only and are not to be construed as investment advice. Publication does not constitute an offer or a solicitation to buy any fund. Only approved funds are included in this document. Past performance is not an indicator of future results.
Page 3 of 3
Equity Long-Bias AUM 250 420 206 176 181 766 621 159 546 547 260
RoR Last 1m 0.51% 0.37% 0.32% 0.14% 0.10% 0.00% -0.07% -0.30% -0.66% -1.16% -1.23%
RoR Last 1Yr 21.76% 10.69% 3.72% 10.69% 9.16% 7.25% 9.44% 23.03% 5.71% -15.85% 8.59%
Ccy USD USD USD USD USD USD USD USD USD USD USD
Start Date Jan 01 Oct 96 May 07 Oct 07 Aug 97 Jan 02 Nov 05 Aug 09 Nov 06 Aug 03 Jul 04
Track Record 155 206 79 74 196 143 97 52 85 124 113
AUM 153 277 1,200 864 926 5,700 242 324 458 321 929 810 340 112 275 208
RoR Last 1m 2.78% 2.46% 2.30% 2.07% 1.96% 1.80% 1.60% 1.60% 1.52% 1.20% 1.15% 1.10% 0.99% 0.98% 0.37% -0.02%
RoR Last 1Yr 13.21% 19.78% 36.19% 12.91% 30.81% 18.02% 13.16% 36.32% 23.40% 16.77% 12.94% 11.20% 10.51% 12.17% 15.81% 13.39%
Ccy EUR USD USD USD USD USD EUR USD USD USD USD USD USD USD USD USD
Start Date Nov 07 Oct 05 Nov 08 Mar 99 May 08 Feb 01 Sep 09 May 10 Sep 03 Oct 05 Apr 08 May 03 Jan 06 Aug 03 Mar 03 Dec 03
Track Record 73 98 61 177 67 154 51 43 123 98 68 127 95 124 129 120
AUM 197 242 163 363 158 1,426 192 293 151 262 2,106 185 319 660 888 316 140 102 281 236
RoR Last 1m 7.12% 7.06% 5.78% 5.60% 5.34% 4.80% 4.50% 4.50% 3.34% 2.83% 2.74% 2.63% 2.46% 2.44% 2.44% 2.20% 2.12% 2.10% 2.10% 2.08%
RoR Last 1Yr 21.99% 41.22% 10.88% 19.40% 31.84% 17.19% 17.48% 20.02% 15.50% 6.58% 41.33% 25.11% 41.48% 11.01% 11.01% 9.39% 22.35% 13.54% 13.22% 16.07%
Ccy USD USD EUR USD EUR USD USD HKD USD USD USD USD USD USD USD USD USD USD USD USD
Start Date Feb 08 Nov 07 Dec 06 Jul 00 Jul 99 Apr 02 Dec 03 Apr 02 Oct 04 Oct 07 Jan 03 May 97 Mar 02 Feb 01 May 06 Jun 03 Dec 03 Feb 07 Mar 08 Mar 02
Track Record 70 73 84 161 173 140 120 140 110 74 131 199 141 154 91 126 120 82 69 141
Distressed Securities Alcentra Global Special Situations Fund Marathon Special Opps Fund LP Alden Global Distressed Opps Fund Cl A MKP Credit Fund LP Hildene Opps Master Fund LTD York Credit Opps Fund LP Cl A GLG European Distressed Fund A USD UR Alden Global Value Recovery Fund LP Cl A JLP Credit Opps Fund LP Venor Cap Partners LP PW Partners Asset Based Val Fund LP Candlewood Special Situations Fund LP OCP Debt Opps Int'l LTD Napier Park Distressed Debt Opps Fund LLC PSAM Rebound Partners LP Scoggin Worldwide Distressed Fund LLC Emerging Mkts Henderson Horizon China Fund LBN China+ Opps Fund DWS Invest Chinese Equities FC China Convergence Fund DWS Japan Opps Value Partners Clic Fund Cl A Chinese Mainland Focus Fund Value Partners China Greenchip Fund LTD East Cap Balkan Fund UG Hidden Dragon Special Opps Fund VR Global Partners LP Firebird Republics Fund LTD Polunin Cap Partners Em Mkts Active Fund Green Fund LLC Green Fund LLC - Green 90 Cl Pictet Greater China I USD Firebird Avrora Fund LTD Mandarin Offshore Fund LTD - P NB Greater China L/S Equity Fund LTD APS Asia-Pacific Hedge Fund Share Cl A - USD
Disclaimer: The figures published here are for information purposes only and are not to be construed as investment advice. Publication does not constitute an offer or a solicitation to buy any fund. Only approved funds are included in this document. Past performance is not an indicator of future results.
Ardsley Partners Fund II LP Passport Special Opps Fund LP Arbiter Partners Cl C Punch Micro Cap Partners LLC KR Cap Partners Fund I LP Henderson Japan Absolute Rtn Fund USD Zweig-DiMenna Partners LP York Cap Management LP Cl A Bay II Resource Partners LP Horseman European Select Fund LTD Front Street Canadian Hedge Bay Resource Partners LP Gargoyle Hedged Value QP Fund LP USD Passport I LP - Global Corsair Select LP FPA Hawkeye Strategy Ascend Partners Fund II LP Picton Mahoney L/S Equity Fund Cl A CAD Crosslink Emerging Growth Fund LP PTR-Corto Europe HP USD
AUM 600 403 620 111 106 327 571 6,500 1,361 563 113 1,194 159 1,300 322 666 1,021 181 600 210
RoR Last 1m 6.49% 5.30% 5.02% 4.91% 4.48% 4.10% 3.80% 3.10% 3.02% 2.84% 2.74% 2.69% 2.64% 2.40% 2.40% 1.70% 1.67% 1.67% 1.60% 1.57%
RoR Last 1Yr 32.60% 43.27% 26.57% 41.58% 30.70% 29.41% 18.68% 18.84% 24.07% 30.98% 17.73% 22.29% 23.88% 18.64% 22.42% 13.70% 10.38% 14.04% 11.59% 14.93%
Ccy USD USD USD USD USD USD USD USD USD USD CAD USD USD USD USD USD USD CAD USD USD
Start Date Jan 03 May 08 Apr 01 Jul 05 Aug 92 Jul 00 Feb 84 Oct 91 Oct 01 Jul 05 Aug 99 Jan 93 Jan 97 Aug 00 Jan 04 Oct 01 Feb 04 Jan 06 Apr 08 Apr 10
Track Record 131 67 152 101 256 161 358 266 146 101 172 251 203 160 119 146 118 95 68 44
AUM 313 415 490 157 180 815 424 1,125 766 919 481 239 520 395 124 647 686 175 482 559
RoR Last 1m 4.60% 3.84% 3.76% 1.79% 1.75% 1.50% 1.50% 1.42% 1.00% 1.00% 0.65% 0.64% 0.59% 0.56% 0.04% 0.00% -0.14% -0.16% -0.32% -0.40%
RoR Last 1Yr 14.81% 24.37% 22.91% 10.88% 10.59% 28.41% 19.45% 19.83% 18.22% 17.93% 20.21% 6.93% 12.44% 7.46% 9.45% 24.27% 10.84% 21.09% 10.49% 9.03%
Ccy EUR USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD
Start Date Oct 09 Jan 00 Jan 01 Jan 95 Sep 02 Apr 07 Apr 04 Jun 98 Mar 03 Apr 09 Jun 96 Sep 07 Mar 04 May 08 May 09 Oct 00 Jul 08 Apr 10 Nov 03 Jul 07
Track Record 50 167 155 227 135 80 116 186 129 56 210 75 117 67 55 158 65 44 121 77
AUM 543 127 191 554 210 1,382 898 303 633 694 125
RoR Last 1m 9.60% 4.21% 3.67% 3.55% 3.41% 2.53% 2.53% 2.18% 2.18% 2.17% 2.11%
RoR Last 1Yr 91.80% 33.89% 13.71% 27.04% 26.45% 23.11% 21.79% 24.94% 4.87% -2.73% 16.10%
Ccy USD USD USD USD USD USD USD GBP EUR USD USD
Start Date Apr 97 Jun 02 Feb 01 Mar 94 Dec 01 Mar 86 May 83 Jan 08 Jan 09 Sep 09 Jul 10
Track Record 200 138 154 237 144 333 367 71 59 51 41
Event Driven Cheyne European Event Driven Fund Scoggin Overseas Fund LTD Scoggin Cap Management II LLC Twin Securities LP Twin Offshore LTD JANA Nirvana Fund LP First Eagle GoodHope Int'l LTD A PSAM WorldArb Partners LP JANA Partners Qualified LP HG Vora Special Opps Fund LP Gates Cap Management - ECF Value Fund LP Kawa Offshore Feeder Fund LTD Beach Point Total Rtn Offshore Fund LTD Loeb Arbitrage Fund Cl B Cube Global Opps Fund Cl A USD Litespeed Partners LP Napier Park Event Driven Strategies Whitebox Asymmetric Opps Fund LP Gruss Global Investors LP Finisterre Credit Fund Equity L/S Senvest Partners LP MD Sass Maximus Partners LP Horseman Global Fund LTD - Cl A USD Shares OEI Mac Inc USD Odey European Inc USD M Kingdon Offshore LTD Kingdon Associates OEI Mac Inc GBP Cl B Saemor Cap - Europe Alpha Fund Cl A Dorsal Cap Partners LP Atlas Institutional Fund LLC
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November 2013: Performance - Sorted by RoR Last 1 month & by Strategy Martin Currie Abs Rtn Fund Japan USD LLC Quantitative Tactical Aggressive Fund LLC New Mountain Vantage LP Ascend Partners Fund II BPO LTD A AlphaGen Volantis Cl A USD TT Int'l Mid-Cap Europe Fund-EUR Cl A Harvest Small Cap Partners Akamatsu Fund - B USD Platinum Fund LTD A Shares USD
191 795 543 124 542 768 334 106 645
2.05% 1.82% 1.79% 1.68% 1.60% 1.56% 1.34% 1.32% 1.27%
32.19% 14.87% 17.74% 9.93% 13.17% 14.10% 13.93% 21.63% 26.20%
USD USD USD USD USD EUR USD USD USD
Jul 00 May 08 Jan 06 Jan 05 May 02 Jul 04 Jan 06 Jan 05 Jun 94
161 67 95 107 139 113 95 107 234
AUM 533 427 565 144 554 269 100 119 184 174 168
RoR Last 1m 1.79% 1.65% 1.09% 0.90% 0.83% 0.36% 0.22% -0.12% -0.14% -0.20% -0.66%
RoR Last 1Yr 14.90% 12.03% 5.12% 10.80% 8.22% 1.22% -2.99% 1.05% 1.14% 0.47% 7.69%
Ccy USD EUR CAD USD USD USD USD USD USD USD CAD
Start Date Jul 09 Dec 04 Jan 06 Feb 10 May 05 Apr 98 Jan 97 Jan 92 Apr 01 May 06 Nov 07
Track Record 53 108 95 46 103 188 203 263 152 91 73
AUM 1,038 594 182 526 808 168 303 770 2,294 5,476 12,400 180 490 881 677 164 146 677 814 11,700
RoR Last 1m 2.25% 1.77% 1.65% 1.65% 1.54% 1.48% 1.40% 1.33% 1.31% 1.04% 1.02% 0.93% 0.82% 0.80% 0.79% 0.24% 0.12% 0.08% 0.07% 0.04%
RoR Last 1Yr 13.23% 6.98% 6.92% 13.37% 7.20% 0.26% 7.21% 9.88% 8.18% 12.80% 12.49% 10.98% 23.52% 11.60% 18.13% 13.50% 7.61% 6.29% 13.31% -0.47%
Ccy CAD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD CAD USD
Start Date Feb 98 Jan 06 Oct 93 Jan 04 Aug 99 Mar 01 Jun 03 Jan 03 Dec 97 Jan 90 Jan 90 Aug 08 Jan 00 Jan 99 Jan 02 Oct 06 Dec 91 Jan 96 Oct 02 Dec 00
Track Record 190 95 242 119 172 153 126 131 192 287 287 64 167 179 143 86 264 215 134 156
AUM 1,469 1,346 251 303 279 425
RoR Last 1m 4.10% 2.81% 2.54% 2.53% 2.50% 2.44%
RoR Last 1Yr 9.05% 19.59% 45.15% 16.91% 16.15% 32.30%
Ccy USD DKK EUR USD USD EUR
Start Date Sep 04 Jan 05 Jul 04 Jan 09 Oct 09 Jun 09
Track Record 111 107 113 59 50 54
Equity Market Ntrl Old Mutual Global Equity Abs Rtn USD I Cl GAM Talentum Enh Eur L/S Fund EUR-Cl A Picton Mahoney Mkt Ntrl Eq Fund Cl A CAD GLG Alpha Select Alternative DN H USD ACI Multi-Strategy Market Neutral Fund Invesco Market Neutral Cash AJO Dollar-Neutral Long/Short Composite Bryn Mawr Cap LP Gladwyne Cap LP Rosemont Offshore Fund LTD Picton M Glbl Mkt Ntl Equity Fund Cl A CAD Multi-Strategy Vertex Fund Cl A Hudson Bay Fund LP Black Diamond Partners LP Atlas Global Investments LTD UR Black Diamond Relative Value LTD Carlson Mellon Offshore Global Opps Fund LTD UG Greater China Multi-Strategy Fund Platinum Partners Value Arb Fund USA LP Double Black Diamond LP Carlson Millennium USA LP Millennium Int'l LTD Advent Global Opps Fund Kayne Anderson Cap Income Partners QP GLG Market Neutral Fund Cl Z USD UR Whitebox Multi-Strategy Fund LP Weiss Multi-Strategy Partners LLC North Pole Cap Investments LTD LIM Asia Multi-Strategy Fund A Shares PH&N Absolute Rtn Fund BlueCrest Int'l Fund LTD Fixed Income Providence MBS Fund LP Danske Invest Hedge FI Strategies Alegra ABS I Euro Fund Marathon Credit Opps Fund Kingdon Credit Master Fund LP Chenavari - Toro Cap IA Cl A EUR
Disclaimer: The figures published here are for information purposes only and are not to be construed as investment advice. Publication does not constitute an offer or a solicitation to buy any fund. Only approved funds are included in this document. Past performance is not an indicator of future results.
Alcentra Structured Credit Opps Fund Element Cap Fund LTD Napier Park European Credit Opps Fund STS Partners Fund Brevan H Cred Catalysts Fund LP A - USD GS Gamma Investments LLC Lynx Fund I Master Fund LP SPM Opps Fund Rimrock Low Volatility Fund LP CVC Global Credit Oppportunities Fund Midway Market Neutral Fund Archer Cap Fund LP 400 Cap Credit Opps Fund LP MetaCap Mortgage Opps Fund
156 4,402 305 960 974 1,023 156 206 347 106 550 240 630 1,286
2.31% 1.82% 1.77% 1.75% 1.73% 1.61% 1.61% 1.50% 1.37% 1.32% 1.25% 1.17% 1.15% 1.12%
31.24% 18.60% 33.26% 25.16% 13.67% 1.97% -0.37% -0.67% 7.79% 10.34% 6.12% 13.49% 16.42% 0.07%
EUR USD USD USD USD USD USD USD USD USD USD USD USD USD
Sep 09 Apr 05 Sep 10 May 08 Aug 09 Apr 04 Jul 97 Jan 07 Jan 07 Mar 09 Jun 01 Mar 06 Feb 09 Aug 08
51 104 39 67 52 116 197 83 83 57 150 93 58 64
AUM 966 556 845 1,379 226 281 584 737 571 231 312 1,252 801 612 413 3,586 260 528 678 478
RoR Last 1m 4.98% 4.84% 4.24% 2.99% 2.76% 2.40% 2.12% 2.12% 1.71% 1.53% 1.49% 1.41% 1.41% 1.38% 1.34% 1.25% 0.80% 0.77% 0.45% 0.00%
RoR Last 1Yr 16.91% -39.04% 18.17% 2.25% 19.42% 8.90% 11.51% 15.19% 5.41% 2.08% 11.52% 9.16% 13.95% 8.13% 7.69% 4.19% 2.68% 8.97% -5.47% 9.02%
Ccy USD USD USD USD USD EUR USD USD USD USD USD USD USD USD USD USD USD USD USD USD
Start Date Jul 99 Dec 01 Nov 99 Jan 99 Feb 96 Sep 89 Jan 05 Oct 06 Dec 08 Jan 07 Jan 99 Aug 01 Apr 97 Feb 04 Jun 08 Sep 03 Aug 06 Dec 02 Oct 02 Oct 10
Track Record 173 144 169 179 214 291 107 86 60 83 179 148 200 118 66 123 88 132 134 38
AUM 136 439 1,024
RoR Last 1m -0.05% 0.10% -0.04%
RoR Last 1Yr 4.60% 3.36% 6.20%
Ccy USD USD USD
Start Date Sep 89 Oct 09 Jan 93
Track Record 291 50 251
AUM Legion Strategies LTD 768 SkyBridge Multi-Adviser Hedge Fund Portfolios LLC4,806 -sG Haussmann Holdings NV Cl A USD 1,019 GAM US Institutional Trading 2,115 Alternative Investments LP 541 European Cap Holdings 539
RoR Last 1m 2.36% 2.14% 2.13% 1.96% 1.93% 1.70%
RoR Last 1Yr 13.03% 13.76% 18.94% 0.87% 13.87% 17.59%
Ccy USD USD USD USD USD EUR
Start Date Apr 94 Jan 03 Jan 74 Jul 96 Dec 96 Nov 98
Track Record 236 131 479 209 204 181
Macro Graham Proprietary Matrix s A Friedberg Global-Macro Hedge Fund LTD Rubicon Global Fund Balestra Cap Partners LP MLM Macro - Peak Partners TT Int'l Fund LTD Cl A Graham Absolute Rtn Quantedge Global Fund CommonWealth Opps Master Fund Alpha 15 USD Permal Global Opps LTD Cl AQ MKP Opps LP Wexford Spectrum Fund LP Cl A/C CSHG Global Macro Master Fund LLC CSHG Global Macro 90 Fund LTD Cl A Graham Discretionary Portfolio Fulcrum Alpha Fund LTD North MaxQ Macro Fund A USD Eclectica Fund B USD Templeton Global Summits Fund LP Merger Arbitrage Gabelli Associates LTD Helium Opps Fund A USD TIG Arbitrage Associates LP/LTD Fund of Hedge Funds
Filter Criteria: Hedge Funds with > = 36 months track record & > = 100m Fund AUM & > = 500m Firm AUM. Fund of Hedge Funds with > = 36 months track record & > = 500m
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November 2013: Performance - Sorted by RoR Last 1 month & by Strategy GAM US Institutional Diversity Aurora Global Opps LP Aurora Offshore Fund LTD II DWS PlusInvest Wachstum Aurora LTD Partnership Alphanatics Fund E - USD Stenham Growth Portfolio USD DWS Funds Invest Vermoegensstrategie Mosaic Cl I USD Morgan Stanley AIP Absolute Rtn Fund Jubilee Absolute Rtn Fund USD Cl B Mosaic Trading Cl I USD SCS Cap Partners LLC Permal Fixed Income Holdings NV - A USD
2,000 689 2,586 762 1,337 642 592 1,747 773 606 2,582 741 1,128 3,903
1.69% 1.68% 1.66% 1.63% 1.61% 1.53% 1.52% 1.50% 1.46% 1.44% 1.42% 1.39% 1.37% 1.32%
11.91% 11.62% 9.86% 14.41% 9.73% 7.18% 14.35% 16.40% 9.98% 10.87% 13.68% 3.24% 12.24% 11.59%
USD USD USD EUR USD USD USD EUR USD USD USD USD USD USD
Jul 96 Jan 94 Jul 02 Jun 99 Jan 88 May 06 Sep 00 Aug 07 Jan 07 Jan 06 May 04 Jan 07 Nov 05 Jan 97
209 239 137 174 311 91 159 76 83 95 115 83 97 203
RoR Last 1.60% 1.45% 1.43% 1.33%
Rank 1 2 3 4
RoR Last 1Yr 21.83% 18.09% 5.01% 13.66%
Barclay Multi Strategy Index
1.06%
5
9.72%
6
1.83%
1
Barclay Fund of Funds Index Barclay Hedge Fund Index Barclay Event Driven Index Barclay Equity Market Neutral Index Barclay Fixed Income Arbitrage Index Barclays CTA Barclay Merger Arbitrage Index Barclay Convertible Arbitrage Index Barclay Emerging Markets Index
1.05% 0.77% 0.76% 0.74% 0.67% 0.60% 0.17% 0.08% -0.37%
6 7 8 9 10 11 12 13 14
8.49% 11.76% 11.88% 7.51% 8.90% -1.47% 5.15% 8.87% 5.80%
9 5 4 10 7 14 12 8 11
3.20% 3.97% 3.89% 2.00% 2.11% 3.28% 2.37% 2.03% 7.29%
6 10 9 2 4 7 5 3 14
Indices Barclay Equity Long Bias Index Barclay Distressed Securities Index Barclay Global Macro Index Barclay Equity Long/Short Index
Rank Ann Vol Last 1 5.62% 2 4.25% 13 4.14% 3 3.46%
Rank 13 12 11 8
Disclaimer: The figures published here are for information purposes only and are not to be construed as investment advice. Publication does not constitute an offer or a solicitation to buy any fund. Only approved funds are included in this document. Past performance is not an indicator of future results.
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