Investable indexes - December 2008
Credit Suisse /Tremont Hedge Fund Index - Dow Jones Hedge Fund Benchmarks - Frontier Capital Multi-Asset Platform Fund - Greenwich Global Hedge Fund Index - HFRX Global Hedge Fund Index - Lyxor Global hedge Fund Index
The MAP (Multi Asset Platform) Fund returned a positive 0.7% in December 2008 with six of the eight asset classes showing positive returns. Emerging bonds were up 8.5%, global real estate by 8.1% and emerging equities by 7.8%. These were the best-performing asset classes. The worst-performing asset class was commodities, down 6.1%, followed by hedge funds, down 1.0%. Over the five years to December 2008, the MAP strategy has generated 2.4% annualised returns with volatility of 8.5%. The Frontier
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