多発テロのため最終的な数字が遅れました。<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。> ショート戦略が3.7％上昇しています。

Data as of August 31, 2001 Go to Preferred User Home Page for more thorough statistical analysis, sector commentaries, and constituent fund listings.
Index	NAV	Aug 01	YTD	1 Year	Avg Annl*	Std Dev**	Sharpe***
CSFB/Tremont Hedge Fund Index	237.99	0.92%	3.04%	2.58%	11.97%	9.49%	0.73
Convertible Arbitrage	224.38	1.50%	11.34%	14.79%	11.11%	4.90%	1.23
Dedicated Short Bias	101.42	3.67%	7.53%	43.90%	0.18%	18.78%	-0.26
Emerging Markets	134.96	-1.08%	-0.60%	-10.91%	3.99%	19.64%	-0.06
Equity Market Neutral	235.95	1.01%	7.78%	10.21%	11.84%	3.32%	2.04
Event Driven	240.69	1.55%	9.62%	9.85%	12.13%	6.33%	1.12
Fixed Income Arbitrage	166.34	0.64%	6.25%	8.46%	6.86%	4.17%	0.43
Global Macro	273.59	1.00%	13.28%	23.77%	14.02%	13.65%	0.66
Long/Short Equity	273.04	0.45%	-3.60%	-7.20%	13.99%	12.20%	0.73
Managed Futures	146.62	2.52%	1.87%	14.05%	5.11%	11.26%	0.00
* Index data begins January 1994. ** Monthly standard deviation annualized. *** Calculated using 90 day T-bill.