The RBC Hedge 250 Index had a net return of -0.25 per cent in October, bringing the year-to-date return of the index to 17.20 per cent.

These returns are estimated and will be finalised by the middle of next month. The return for September 2009 has been finalised at 2.25 per cent.

The best performing strategy in October was fixed income arbitrage, which returned +2.75 per cent. Also posting positive results were convertible arbitrage (2.16 per cent), credit (1.54 per cent), multi-strategy (0.62 per cent) and macro (0.25 per cent).

However, equity market neutral (-0.41 per cent), equity long/short (-1.60 per cent), managed futures (-1.35 per cent) and mergers and special situations (-0.15 per cent) fared less well.

The RBC Hedge 250 Index is an investable benchmark of the performance of the hedge fund industry. The universe on which the index is based currently consists of 5,153 hedge funds (excludes funds of hedge funds) with aggregate assets under management of USD935bn.

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