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HFI Global Briefing - February 2011

HFI Global Briefing - February 2011

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Published by Absolute Return
Comprehensive data and analysis of hedge fund and fund of funds performance by HedgeFund Intelligence.
Comprehensive data and analysis of hedge fund and fund of funds performance by HedgeFund Intelligence.

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Published by: Absolute Return on Feb 07, 2011
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02/15/2011

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monthly performance data, news and analysis for the global hedge fund industry
Global
Biefng
Volume 4 Issue 4 February 2011 A HedgeFund Intelligence publication
He
d
geFun
d
 Intelligence
January proves a difcult start to the year
GloBal summary
Hedge unds have entered 2011 with restrained perormance, as moststrategies inched orward only slightly in January. The HedgeFundIntelligence Global Composite Index, which tracks nearly 4,000single-manager hedge unds, produced a median gain o 0.28% in January against a 2.26% rise in the MSCI World Index (net). 
aeic, Epe, ai
Funds in the Americas rose 0.48% in January, against a 2.26% gain orthe S&P 500 Index. European unds gained 0.14% against a 3.94% gainor the MSCI Europe Index (net). Asian unds gained 0.31% against adecline o 0.36% or the MSCI Pacifc Free Index (net). Event-driven hedge unds were the best perormers globally, gaining0.75% in January. Emerging-market equity unds ell into last placeglobally, dropping 1.17% or the month. Hedge und perormance this January is not out o line with previous years. In 2010, the Global Composite Index was up 0.09%, easilybeating a 3.7% decline in the S&P 500 Index. With its 2.26% gain lastmonth, the S&P 500 Index produced its best January since its 2.55%rise in the frst month o 2006. The perormance fgures cited in this document are early estimatesthat were accurate as o 1pm GMT/8am EST on 7 February 2011. Forthe latest perormance fgures, please visit the individual indices(available in the ollowing pages) on the HedgeFund Intelligence site.
CoNTENTs
1 Gb 
2 HFI news, data and research
3 The aeic 4 Epe 5 ai-Pcifc 6 Fnd  hedge nd/invet 7 abte uCITs8 Gwth  hedge nd indt et
median meanstrateg Jan-11 yTD Jan-11 yTD
equity 0.24% 0.24% 0.02% 0.02%macro -0.40% -0.40% -1.49% -1.49%manag futurs -0.38% -0.38% -0.85% -0.85%evnt drivn 0.75% 0.75% 1.05% 1.05%erging markt dbt -1.03% -1.03% -1.57% -1.57%erging markt equity -1.17% -1.17% -1.02% -1.02%
HFI Global Copoite 0.28% 0.28% -0.13% -0.13%
GloBal INDICEs (EsT)
%MSCI World Index - NetHedgeFund Intelligence Global Index - MacroHedgeFund Intelligence Global Index - Managed FuturesHedgeFund Intelligence Global Index - Event DrivenHedgeFund Intelligence Global Index - EquityHedgeFund Intelligence Global Index - Emerging Market EquityHedgeFund Intelligence Global Index - Emerging Market DebtHedgeFund Intelligence Global Index - Composite-505101520
 
  J  a  n -   1   1   D  e  c -   1  0   N  o  v -   1  0  O  c  t -   1  0  S  e  p -   1  0  A  u  g  -   1  0  J  u   l -   1  0  J  u  n -   1  0   M  a  y -   1  0  A  p  r -   1  0   M  a  r -   1  0   F  e   b -   1  0  J  a  n -   1  0
Global
Briefng
 
i  ee nth pbictin
 
GloBal ComPosITE mEDIaN INDICEs
f     v hf i 
Figures correct as of 7 February 2011
 
HFI: News, Data & Research
Global
Briefng
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Medians MeansStrategy Jan-11 YTD Jan-11 YTD
Mixed Arbitrage Index 0.54% 0.54% 0.56% 0.56%Commodities Index 2.36% 2.36% 1.43% 1.43%Convertible & Equity Arbitrage Index 1.46% 1.46% 1.93% 1.93%Credit Index 1.45% 1.45% 1.59% 1.59%Distressed Index 2.50% 2.50% 2.27% 2.27%Event Driven Index 1.90% 1.90% 1.59% 1.59%Fixed Income Index 0.44% 0.44% 0.69% 0.69%Global Equity Index 0.44% 0.44% 0.34% 0.34%Latin American Debt Index -0.26% -0.26% -0.21% -0.21%Latin American Equity Index -1.06% -1.06% -2.03% -2.03%Macro Index -0.39% -0.39% -2.06% -2.06%Managed Futures Index -0.38% -0.38% -1.06% -1.06%Mortgage Backed Securities Index 2.81% 2.81% 2.36% 2.36%Multi-Strategy Index 1.60% 1.60% 1.47% 1.47%Technology Index 1.58% 1.58% 1.75% 1.75%US Equity Index 0.31% 0.31% 0.28% 0.28%
Composite Index 0.48% 0.48% -0.10% -0.10%
abSoluTe reTurn InDICeS (eST)
%S&P 500MSCI WorldAbsolute Return Composite IndexAbsolute Return Global EquityAbsolute Return U.S. Equity-10-505101520
 
  J  a  n -   1   1   D  e  c -   1  0   N  o  v -   1  0  O  c  t -   1  0  S  e  p -   1  0  A  u  g  -   1  0  J  u   l -   1  0  J  u  n -   1  0   M  a  y -   1  0  A  p  r -   1  0   M  a  r -   1  0   F  e   b -   1  0  J  a  n -   1  0
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To subscribe please go to www.hedgeundintelligence.com/globalbriefng
February 2011
3
abSoluTe reTurn MeDIan InDICeS vSMSCI worlD InDex anD S&P 500
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laTeST newS & analYSIS
Shumway to return all outside capital: Full Letter• Credit Suisse funds of funds chief departs• David Tepper joins Robin Hood board, mulls donating majority of
ft
• So-so year for stars D.E. Shaw, Brevan Howard• HBK rebounds• Tim Barakett backs Duma's macro fund relaunch• Investors pulled $2.2 billion from Paulson in 2010• Basswood to launch financials fund• SAC, Fortress and GoldenTree push up Manhattan office rents• Bridgewater reaches $3 billion in new fund
FEATURES & PROFILES
• The reckoning of Centaurus billionaire John Arnold• Taking a closer look at the experts: Hedge funds scrutinize reearch
fims
• The new tech boom? Investors want to party like it’s 1999—butnavigating the markets will be tricky• ABS 2.0: Waterfall Asset Management returns to its roots
COMMENTARY (FREE)
• Groundhog Day: Will the retail consumer see his shadow?• Bluster and luster: Don’t join the gold rush
RESEARCH & RANKINGS
• New Hope for New Funds: New American hedge funds garnered$17.40 billion in 2010—a 17% gain over the previous year• New Funds Survey: Assets garnered by new funds nearly tripledto $10.9 billion in the first half of 2010• Billion Dollar Club: Our comprehensive list of all Americas-basedhedge fund firms managing $1 billion or more in assets• Hedge Fund Report Card: York comes out on top• Philanthropy: Demand for aid went up during the recession—atthe same time growth of hedge fund philanthropy slowed• Prime brokerage: Charting the historic shake up in prime brokermarket share
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isanderson@hedgeundintelligence.com+44 (0) 20 7779 7339
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jbarfeld@hedgeundintelligence.com+44 (0) 20 7779 7336
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rball@hedgeundintelligence.com+852 2842 6996
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editi ctcts
Michelle Celarier, Editor,
AR Magazine,
mcelarier@absolutereturn.netJosh Friedlander, Online editor,
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, jriedlander@absolutereturn.net
Funds struggle to keep up with equities
For the latest statistics please view the Absolute Return indices
Figures correct as of 7 February 2011

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