Total Return 3 Yr Annualized 5 Yr Annualized Weight
Jun17
  Jul17 Jun17 YTD 3Month 1Year CAR STD CAR STD  
Greenwich Strategy Group Indices                    
Greenwich Global Hedge Fund Index 1.1% 0.2% 4.5% 1.6%  6.4% 2.7%  3.7% 4.6% 3.6%  100.0%
Market Neutral Group 0.9% 0.4% 4.1% 1.4%  8.5% 3.0%  3.1% 5.2% 2.8%  20.4%
Equity Market Neutral 0.4% 0.2% 1.8% 0.1%  2.7% 2.0%  1.7% 2.9% 1.7%  4.4%
Event-Driven 1.1% 0.3% 4.8% 1.6%  10.9% 2.4%  4.5% 6.2% 4.3%  10.6%
Distressed Securities 1.6% 0.8% 4.9% 1.6%  15.7% 1.6%  5.9% 7.6% 5.6%  3.5%
Merger Arbitrage 0.1% 0.7% 2.9% 1.3%  5.6% 2.7%  2.6% 3.6% 2.4%  1.3%
Diversified Event-Driven 1.1% -0.2% 5.0% 1.5%  9.6% 2.7%  5.1% 6.0% 4.7%  5.8%
Arbitrage 0.7% 0.8% 4.7% 2.2%  8.4% 4.7%  2.4% 5.7% 2.1%  5.4%
Convertible Arbitrage 0.7% 0.7% 2.9% 1.6%  6.5% 5.2%  3.1% 6.8% 2.9%  0.3%
Other Arbitrage 1.6% 1.9% 5.6% 4.6%  8.5% 4.8%  4.8% 5.5% 4.2%  0.9%
Fixed Income Arbitrage 0.6% 0.5% 4.7% 1.7%  8.5% 3.6%  2.2% 5.6% 2.1%  3.5%
Long-Short Equity Group 1.6% 1.0% 8.5% 3.2%  11.8% 3.5%  6.5% 6.7% 6.0%  37.5%
Growth 1.6% 1.0% 9.9% 3.1%  12.0% 3.6%  7.6% 7.0% 7.1%  10.2%
Opportunistic 1.2% 0.8% 7.5% 2.9%  8.8% 3.1%  5.0% 5.3% 4.8%  9.3%
Short-Biased -1.7% -2.0% -15.8% -5.1%  -20.3% -11.0%  11.6% -14.8% 10.4%  0.4%
Value 1.8% 1.2% 8.8% 3.5%  13.8% 4.0%  7.0% 7.7% 6.3%  17.6%
Directional Trading Group 0.8% -1.4% -0.8% -0.5%  -3.0% 1.1%  4.8% 0.3% 4.3%  24.7%
Futures 0.9% -1.7% -2.0% -0.8%  -5.1% 0.4%  5.8% -0.8% 5.1%  18.2%
Macro 0.4% -0.7% 2.3% 0.4%  2.8% 2.9%  3.1% 3.0% 2.9%  6.5%
Specialty Strategies Group 0.9% 0.2% 3.2% 1.1%  4.9% 2.4%  2.8% 4.2% 2.7%  17.4%
Long-Short Credit 0.9% 0.3% 4.3% 1.4%  8.0% 3.4%  3.0% 5.4% 2.8%  7.0%
Multi-Strategy 0.9% 0.1% 2.5% 0.8%  2.6% 1.5%  3.0% 3.3% 2.9%  10.3%
Greenwich Regional Indices      0.0%
Developed Markets Composite 0.9% 0.1% 4.0% 1.3%  6.0%    0.0%
Global 0.9% -0.5% 2.2% 0.7%  2.2%    0.0%
Asia 0.9% 1.4% 10.6% 3.8%  12.8%    0.0%
Europe 0.7% -0.1% 5.2% 1.3%  7.0%    0.0%
Americas 0.9% 0.7% 4.7% 1.5%  9.1%    0.0%
Emerging Markets Composite 2.9% 0.8% 11.7% 4.0%  13.9%    0.0%
Global 2.0% 0.7% 9.0% 3.3%  11.6%    0.0%
Asia 3.3% 2.1% 18.0% 7.6%  17.6%    0.0%
Europe 1.8% -1.6% 3.7% -1.8%  16.8%    0.0%
Americas 4.8% -1.4% 5.3% -0.6%  6.0%    0.0%
Comparative Benchmarks      0.0%
Barclays Aggregate Bond 0.4% -0.1% 2.7% 1.1%  -0.5% 3.1%  2.9% 2.3% 2.8%  0.0%
S&P 500 TR 2.1% 0.6% 11.6% 4.1%  16.0% 10.9%  10.3% 14.8% 9.6%  0.0%
FTSE 100 0.9% -2.5% 5.6% 3.2%  13.0% 5.5%  10.1% 7.0% 10.0%  0.0%