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The RBC Hedge 250 Index had a net return of 1.02 per cent in November, bringing the year-to-date return of the index to 18.48 per cent.

These returns are estimated and will be finalised by the middle of next month. The return for October 2009 has been finalised at -0.18 per cent.

The best performing strategy in November was managed futures, which gained 3.50 per cent.

Also posting positive performances were fixed income arbitrage (1.29 per cent), equity long/short (0.90 per cent), macro (0.57 per cent), credit (1.39 per cent) and mergers and special situations (1.54 per cent).

The worst performing strategy was equity market neutral, which fell 1.21 per cent. Convertible arbitrage also fell by 0.96 per cent.

The RBC Hedge 250 Index is an investable benchmark of the performance of the hedge fund industry.

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