2000
CTA/Managed Futures
21.21
Long Short Equities
19.69
Relative Value
16.7
Arbitrage
16.46
Multi-
Strategy
15.25
Macro
14.89
Event
Driven
11.67
Fixed
Income
10.83
Distressed Debt
10.65
|
2001
Distressed Debt
16.37
Fixed
Income
14.91
Multi-
Strategy
13.8
Event
Driven
13.79
Relative Value
13.64
Macro
10.68
Arbitrage
10.27
CTA/Managed Futures
9.75
Long Short Equities
9.61
|
2002
CTA/Managed Futures
21.63
Multi-
Strategy
10.7
Fixed
Income
10.29
Macro
10.25
Relative Value
9.17
Arbitrage
8.41
Distressed Debt
7.07
Event
Driven
2.84
Long Short Equities
1.01
|
2003
Distressed Debt
34.25
Relative Value
24.07
Long Short Equities
23.65
Event
Driven
23.52
Multi-
Strategy
22.23
Macro
21.41
CTA/Managed Futures
16.75
Fixed
Income
15.94
Arbitrage
11.22
|
2004
Distressed Debt
21.27
Event
Driven
14.55
Multi-
Strategy
12.82
Long Short Equities
10.78
Relative Value
9.41
Fixed
Income
8.84
CTA/Managed Futures
7.15
Macro
6.16
Arbitrage
5.26
|
2005
Long Short Equities
13.69
Multi-
Strategy
12.2
Distressed Debt
11.25
Event
Driven
11.03
Macro
10.09
CTA/Managed Futures
8.44
Relative Value
7.37
Fixed
Income
6.33
Arbitrage
4.1
|
2006
Event
Driven
18.12
Multi-
Strategy
17.19
Distressed Debt
16.93
Long Short Equities
15.09
Relative Value
13
Arbitrage
11.49
CTA/Managed Futures
10.37
Macro
9.84
Fixed
Income
8.6
|
2007
Multi-
Strategy
15.34
CTA/Managed Futures
15.22
Long Short Equities
14.59
Macro
14
Relative Value
12.47
Event
Driven
10.69
Distressed Debt
9.86
Arbitrage
8.89
Fixed
Income
4.7
|
2008
CTA/Managed Futures
19.41
Macro
3.04
Relative Value
-8.57
Arbitrage
-8.59
Multi-
Strategy
-9.78
Fixed
Income
-11.27
Long Short Equities
-19.31
Event
Driven
-20.03
Distressed Debt
-25.31
|
2009
Event
Driven
38.49
Distressed Debt
35.31
Long Short Equities
25.15
Arbitrage
24.06
Fixed
Income
23.04
Relative Value
22.86
Multi-
Strategy
21.12
Macro
14.99
CTA/Managed Futures
5.79
|
2010
Distressed Debt
23.09
Event
Driven
15.32
CTA/Managed Futures
13.23
Relative Value
12.69
Fixed
Income
11.38
Long Short Equities
10.57
Multi-
Strategy
9.59
Arbitrage
9.25
Macro
7.54
|
2011
Arbitrage
1.39
Fixed
Income
0.91
CTA/Managed Futures
0.83
Distressed Debt
-0.47
Macro
-0.82
Relative Value
-1.28
Multi-
Strategy
-1.85
Event
Driven
-4.41
Long Short Equities
-6.57
|
2012
Distressed Debt
14.02
Relative Value
10.77
Fixed
Income
10.65
Event
Driven
9.06
Multi-
Strategy
7.77
Long Short Equities
7.76
Arbitrage
6.93
Macro
2.4
CTA/Managed Futures
1.35
|
2013
Distressed Debt
7.47
Long Short Equities
5.38
Arbitrage
3.78
Event
Driven
3.71
Relative Value
3.68
Multi-
Strategy
3.24
Fixed
Income
3.1
Macro
2.48
CTA/Managed Futures
2.02
|
