Hedge Fund Report ncies (January - August 2012) Jan-12 Feb-12 Mar-12 Apr-12 May-12 Jun-12 Jul-12 Aug-12 USD EUR GBP JPY AUD BRL Jul-12 Aug-12 BRL August 2012) Long/Short Event Driven Strategies Relative Value Macro Strategies Multi-Strategy Jan-12 Feb-12 Mar-12 Apr-12 Jul-12 Aug-12 May-12 Jun-12 Jul-12 Aug-12 -3.85 -0.12 0.57 1.15 -3.48 -0.60 0.34 1.65 -0.27 0.62 0.49 0.68 -1.15 -0.11 1.17 1.42 -1.86 -0.04 0.97 1.57 3.58 2.96 -0.12 -0.50 2.98 2.40 0.31 -0.67 1.48 0.96 1.01 0.22 1.97 1.42 -0.23 -0.25 2.81 1.96 0.09 -0.23 1,034 1,020 1,011 1,012 1,022 1,026 1,060 1,037 1,017 1,038 1,047 1,046 1,061 1,039 1,015 1,056 1,062 1,057 1,058 1,035 1,014 1,026 1,013 1,011 1,044 988 1,056 1,061 1,025 1,053 1,029 1,017 1,006 1,010 1,024 1,058 1,036 1,051 1,023 1,026 1,011 1,015 999 990 1,022 1,040 1,070 1,084

Multi-Strategy