Total Return 3 Yr Annualized 5 Yr Annualized Weight
Aug17
  Sep17 Aug17 YTD 3Month 1Year CAR STD CAR STD  
Greenwich Strategy Group Indices                    
Greenwich Global Hedge Fund Index 0.5% 0.6% 5.7% 2.2%  6.8% 3.0%  3.6% 4.4% 3.6%  100.0%
Market Neutral Group 0.9% -0.1% 4.8% 1.6%  7.5% 3.5%  3.0% 4.9% 2.8%  20.0%
Equity Market Neutral 0.5% 0.4% 2.6% 1.2%  3.6% 2.2%  1.6% 2.9% 1.7%  4.6%
Event-Driven 1.2% -0.4% 5.5% 1.8%  9.1% 3.2%  4.4% 5.6% 4.2%  10.0%
Distressed Securities 0.7% 0.3% 6.0% 2.8%  12.3% 3.1%  5.6% 6.8% 5.4%  3.3%
Merger Arbitrage 0.7% -0.2% 3.4% 0.6%  4.8% 3.2%  2.5% 3.5% 2.4%  1.9%
Diversified Event-Driven 1.8% -0.8% 5.9% 1.9%  8.6% 3.5%  5.0% 5.5% 4.7%  4.8%
Arbitrage 0.6% 0.2% 5.4% 1.5%  7.7% 4.5%  2.4% 5.6% 2.1%  5.4%
Convertible Arbitrage 0.8% -0.2% 3.6% 1.4%  5.3% 5.5%  3.0% 6.6% 3.0%  0.5%
Other Arbitrage 2.5% -0.6% 7.3% 3.2%  11.1% 4.9%  4.9% 5.9% 4.3%  1.0%
Fixed Income Arbitrage -0.1% 0.4% 5.1% 0.9%  7.0% 3.4%  2.2% 5.2% 2.1%  3.6%
Long-Short Equity Group 1.7% 0.7% 11.2% 4.1%  12.6% 4.6%  6.4% 6.6% 5.9%  41.3%
Growth 1.9% 1.0% 13.0% 4.5%  13.0% 4.7%  7.4% 6.7% 7.0%  10.8%
Opportunistic 1.0% 0.4% 9.3% 2.9%  9.6% 3.8%  4.9% 5.1% 4.8%  9.7%
Short-Biased -4.1% -1.0% -20.1% -6.7%  -21.2% -12.3%  11.5% -14.2% 10.3%  0.4%
Value 2.1% 0.7% 11.7% 4.6%  14.5% 5.3%  6.9% 7.6% 6.3%  20.3%
Directional Trading Group -1.5% 1.1% -1.2% 0.3%  -1.6% 0.0%  4.8% 0.4% 4.3%  22.8%
Futures -1.9% 1.3% -2.6% 0.2%  -3.4% -1.0%  5.7% -0.7% 5.1%  16.9%
Macro -0.5% 0.6% 2.5% 0.6%  3.6% 2.6%  3.2% 3.0% 2.9%  5.9%
Specialty Strategies Group -0.1% 0.5% 3.6% 1.3%  4.4% 2.4%  2.7% 3.9% 2.7%  16.0%
Long-Short Credit 0.3% 0.4% 4.8% 1.4%  6.3% 3.6%  3.0% 5.0% 2.8%  6.4%
Multi-Strategy -0.3% 0.6% 2.7% 1.1%  3.0% 1.4%  3.0% 3.0% 2.9%  9.6%
Greenwich Regional Indices      
Developed Markets Composite 0.5% 0.4% 4.9% 1.7%  6.3%    
Global -0.5% 0.8% 2.4% 1.1%  2.9%    
Asia 1.8% 0.6% 13.5% 3.4%  14.0%    
Europe 1.4% -0.2% 6.3% 1.9%  7.0%    
Americas 1.3% 0.0% 6.0% 2.2%  8.8%    
Emerging Markets Composite 2.0% 2.2% 16.3% 7.2%  15.6%    
Global 0.9% 1.2% 11.3% 4.2%  11.3%    
Asia 1.5% 1.5% 21.0% 5.9%  17.5%    
Europe 2.4% 5.2% 11.7% 9.6%  19.9%    
Americas 4.7% 4.2% 14.4% 13.9%  12.9%    
Comparative Benchmarks      
Barclays Aggregate Bond -0.5% 0.9% 3.1% 0.8%  0.1% 3.1%  2.9% 2.3% 2.9%  0.0%
S&P 500 TR 2.1% 0.3% 14.2% 4.5%  18.6% 10.8%  10.1% 14.2% 9.6%  0.0%
FTSE 100 -0.7% 1.7% 6.6% 1.8%  11.2% 6.4%  9.9% 6.8% 10.1%  0.0%