The Macro Index Index was the strongest performer among the
HFRX Hedge Fund Indices in the week ended 17 February 2004,
recording a strong gain of 0.96% over the week.


It was followed by the Event Driven Index, which recorded a gain of
0.73% over the week. The slowest performer over the week was
the Distressed Securities Index, which returned -0.10%, followed
by the Equity Market Neutral Index, which returned 0.17% over the
week.


HFRX Hedge Fund Indices Performance 10 February-17
February


HFRX Global Hedge Fund Index         0.56%
HFRX Convertible Arbitrage Index      -0.32%
HFRX Distressed Securities Index     -0.10%
HFRX Equity Hedge Index                 0,69%
HFRX Equity Market Neutral Index     0.17%
HFRX Event Driven Index                   0.73%
HFRX Macro Index                            0.96%
HFRX Merger Arbitrage Index             0.26%
Relative Value Arbitrage Index            0.23%


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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