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The Equity Market Neutral Index was the strongest performer among
the HFRX Hedge Fund Indices in the week ended 10 February 2004,
recording a gain of 0.48% over the week.


It was followed by the Equity Hedge Index, which reversed its poor
performance of last week, recording a gain of 0.28% over the week.
The worst performer over the week was the Convertible Arbitrage
Index, which returned -1.94%, followed by the Distressed Securities
Index, which returned -0.16% over the week.


HFRX Hedge Fund Indices Performance 3 February-10 February


HFRX Global Hedge Fund Index         0.06%
HFRX Convertible Arbitrage Index     -0.94%
HFRX Distressed Securities Index     -0.16%
HFRX Equity Hedge Index                 0,28%
HFRX Equity Market Neutral Index     0.48%
HFRX Event Driven Index                   0.17%
HFRX Macro Index                             0.01%
HFRX Merger Arbitrage Index            0.10%
Relative Value Arbitrage Index           -0.15%


Background Note: The HFRX Hedge Fund Indices provide investors with
accurate reference for true Hedge Fund single Strategy performance on a daily
basis. HFRX Hedge Fund Indices are designed to be representative of the
overall hedge fund universe and its major component strategies. Construction of
the Global Hedge Fund Index and each HFRX Strategy Index employs state-of-
the-art quantitative techniques and qualitative analysis. HFRX Indices are
calculated and owned by Hedge Fund Research, Inc. using its proprietary
methodology.
 


 


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