CSFB/TREMONT HEDGE FUND INDEX DOWN -0.8% IN SEPTEMBER
9月30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。テロの影響もあってマネッジドフューチャーズとショート・バイアスが好成績を上げています。

Data as of September 30, 2001 Visit our website for thorough statistical analysis, sector commentaries, and constituent fund listings.
Index	NAV	Sep 01	YTD	1 Year	Avg Annl*	Std Dev**	Sharpe***
CSFB/Tremont Hedge Fund Index	236.01	-0.83%	2.18%	2.15%	11.71%	9.49%	0.70
Convertible Arbitrage	226.04	0.74%	12.17%	13.35%	11.09%	4.90%	1.24
Dedicated Short Bias	104.37	2.91%	10.66%	34.76%	0.55%	18.78%	-0.24
Emerging Markets	129.05	-4.38%	-4.95%	-8.60%	3.34%	19.64%	-0.09
Equity Market Neutral	235.84	-0.05%	7.73%	10.30%	11.70%	3.32%	2.00
Event Driven	236.98	-1.54%	7.93%	7.50%	11.77%	6.33%	1.06
Fixed Income Arbitrage	166.64	0.18%	6.44%	7.84%	6.81%	4.17%	0.42
Global Macro	276.79	1.17%	14.60%	26.32%	14.03%	13.65%	0.66
Long/Short Equity	268.76	-1.57%	-5.12%	-8.00%	13.60%	12.20%	0.70
Managed Futures	151.97	3.65%	5.59%	22.30%	5.54%	11.26%	0.04
* Index data begins January 1994. ** Monthly standard deviation annualized. *** Calculated using 90 day T-bill.