Hedge Fund Report Performance of Hedge Funds Denominated in Selected Curren

1100 1080 1060 1040 1020 1000 980 960 940

Jan-12 USD Feb-12 EUR Mar-12 GBP Apr-12 Date JPY AUD Monthly Performance of Hedge Funds by Strategy (January -

4 3 2 1 0

Jan-12

-1 -2 -3 -4

Month Long/Short Event Driven Strategy Relative Value Macro Strategies Feb-12 Mar-12 Apr-12 May-12 Jun-12 May-12 Jun-12

88

www.finance-monthly.com

Net Return (%) Value-Added Monthly Index (Base = 1,000)