世界貿易センターでの事故により幾つかのファンド・マネージャーからの運用成績が入手でき無かった為、「速報ベース」となります。最終報告は別途報告を致します８月３１日付けＣＳＦＢ/トレモント社ヘッジファンド・インデックスの数字です。

Index	NAV	Aug 01	YTD	1 Year	Avg Annl*	Std Dev**	Sharpe
CSFB/Tremont Hedge Fund Index	237.84	0.85%	2.97%	2.52%	11.96%	9.49%	0.73
Convertible Arbitrage	223.91	1.28%	11.11%	14.55%	11.08%	4.90%	1.23
Dedicated Short Bias	100.74	2.97%	6.81%	42.93%	0.10%	18.77%	-0.27
Emerging Markets	135.68	-0.56%	-0.07%	-10.43%	4.06%	19.64%	-0.05
Equity Market Neutral	235.84	0.96%	7.73%	10.15%	11.83%	3.32%	2.04
Event Driven	239.92	1.23%	9.27%	9.50%	12.08%	6.32%	1.11
Fixed Income Arbitrage	166.08	0.48%	6.08%	8.29%	6.84%	4.17%	0.42
Global Macro	275.39	1.66%	14.02%	24.59%	14.12%	13.65%	0.66
Long/Short Equity	272.77	0.35%	-3.70%	-7.29%	13.97%	12.20%	0.73
Managed Futures	146.54	2.46%	1.81%	13.99%	5.11%	11.25%	0.00
* Index data begins January 1994. ** Monthly standard deviation annualized. *** August 01 - Preliminary results as of 9/17/01.