Hedge Fund Performance Commentary for the Month of October 2012

Eurekahedge November 2012 Introduction Hedge funds delivered flat to marginally negative returns during October, ending their three month 1 winning streak. October witnessed the Eurekahedge Hedge Fund Index down by 0.19% with the 2 year-to-date (YTD) return for the index standing at 4.11% and the MSCI World Index dropping by 0.76%. The trading environment was difficult and rather unpredictable due to sudden trend reversals across a variety of sectors. Most asset classes ended the month in negative territory while the fixed income 3 and high yield space remained profitable. The BofA-ML High Yield Index was up 0.99% in October 4 while the S&P Goldman Sachs Commodity Index dropped by 4.07% during the month. Most currencies declined during October versus the US dollar as market sentiment turned south and investors turned risk averse. October 2012 and September 2012 returns
3.5% 3.0% 2.5% 2.0% 1.5% 1.0% 0.5% 0.0% (0.5%) North America Europe Japan Asia ex-Japan Latin America Oct-12 Eurekahedge Hedge Fund Index

Sep-12 Source: Eurekahedge

All regional mandates finished the month in positive territory while the performance of the composite Eurekahedge Hedge Fund Index was dragged down ...

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Based on 65.59% of funds which have reported October 2012 returns as at 16 November 2012 MSCI AC World Index All Core – USD Bank of America Merrill Lynch US High Yield Master II Index (Total Return Index, in Local Currency) S&P Goldman Sachs Commodity Index Total Return


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