Total Return 3 Yr Annualized 5 Yr Annualized Weight
Apr18
  May18 Apr18 YTD 3Month 1Year CAR STD CAR STD  
Greenwich Strategy Group Indices                    
Greenwich Global Hedge Fund Index 0.3% 0.4% 0.3% -0.2%  5.5% 2.6%  4.0% 3.8% 3.7%  100.0%
Market Neutral Group 0.6% 0.8% 1.3% 0.7%  4.6% 3.8%  2.9% 4.1% 2.8%  20.7%
Equity Market Neutral 0.5% 0.6% 1.6% 1.1%  4.4% 2.4%  1.6% 3.0% 1.7%  4.2%
Event-Driven 0.9% 0.9% 1.5% 0.8%  4.8% 4.0%  4.1% 4.1% 4.1%  10.2%
Distressed Securities 1.0% 1.4% 2.0% 1.1%  7.7% 5.4%  5.3% 4.5% 5.2%  3.2%
Merger Arbitrage 0.8% 0.1% 0.7% 0.8%  2.4% 3.2%  2.3% 2.9% 2.2%  1.7%
Diversified Event-Driven 0.9% 0.8% 1.3% 0.7%  3.8% 3.5%  4.7% 4.2% 4.6%  5.3%
Arbitrage 0.0% 0.6% 0.8% 0.2%  4.6% 4.5%  2.2% 4.9% 2.1%  6.4%
Convertible Arbitrage 0.4% 0.4% 1.8% 0.9%  5.7% 4.5%  2.5% 5.4% 2.6%  0.7%
Other Arbitrage -0.7% 1.4% -0.5% -1.0%  9.7% 5.1%  5.1% 6.1% 4.4%  1.0%
Fixed Income Arbitrage 0.3% 0.3% 1.6% 0.7%  3.7% 4.0%  2.0% 4.3% 2.0%  4.0%
Long-Short Equity Group 0.7% 0.4% 1.0% -0.2%  9.8% 4.3%  6.5% 5.5% 6.0%  40.8%
Growth 1.0% -0.1% 1.4% -0.3%  11.1% 4.8%  7.5% 5.7% 7.1%  10.8%
Opportunistic 0.3% 0.5% 1.8% 0.2%  9.3% 3.9%  5.2% 5.0% 4.8%  8.8%
Short-Biased -0.4% -0.4% 4.4% -0.3%  -6.4% -7.5%  11.3% -10.8% 10.3%  0.4%
Value 0.7% 0.6% 0.4% -0.3%  9.7% 4.6%  7.0% 6.0% 6.4%  20.9%
Directional Trading Group -0.4% 0.4% -1.4% -0.3%  1.5% -0.7%  5.3% 1.1% 4.9%  23.2%
Futures -0.3% 0.2% -2.1% -0.6%  0.7% -1.8%  6.4% 0.4% 5.8%  17.2%
Macro -0.4% 0.8% 0.2% 0.5%  3.6% 2.3%  3.2% 2.8% 3.0%  6.0%
Specialty Strategies Group -0.5% -0.3% -0.6% -1.4%  1.6% 1.2%  2.9% 2.8% 2.8%  15.3%
Long-Short Credit -0.2% 0.2% 0.6% -0.1%  2.8% 3.4%  2.9% 3.8% 2.7%  6.4%
Multi-Strategy -0.7% -0.6% -1.2% -2.2%  0.9% -0.4%  3.4% 1.9% 3.2%  8.9%
Greenwich Regional Indices      
Developed Markets Composite 0.6% 0.5% 0.3% 0.2%  4.7%    
Global 0.1% 0.3% 0.0% -0.3%  2.9%    
Asia -0.4% 0.0% -1.0% -1.4%  8.2%    
Europe -0.2% 1.3% 0.9% 0.0%  3.3%    
Americas 1.6% 0.7% 1.0% 1.3%  6.6%    
Emerging Markets Composite -1.8% -0.9% -1.6% -4.0%  9.1%    
Global -2.3% -0.7% 0.1% -2.8%  7.6%    
Asia 1.1% -1.2% -0.4% -2.0%  15.7%    
Europe -1.2% -2.1% 2.0% -4.9%  12.0%    
Americas -10.1% 0.1% -11.0% -11.7%  -8.4%    
Comparative Benchmarks      
Barclays Aggregate Bond 0.0% -0.7% -2.2% -0.1%  -1.1% 1.2%  2.7% 2.1% 2.8%  0.0%
S&P 500 TR 0.0% 0.4% -0.4% -2.2%  11.7% 10.1%  10.3% 12.4% 9.9%  0.0%
FTSE 100 0.0% 6.4% -2.3% 3.8%  2.0% 5.5%  10.8% 4.5% 10.6%  0.0%