The RBC Hedge 250 Index had a net return of -1.81 per cent for September. This brings the year-to-date return of the Index to -3.23 per cent. These returns are estimated and will be finalised by the middle of next month. The return for August 2011 has been finalised at -2.41 per cent.
The RBC Hedge 250 Index is a non-investable benchmark of the performance of the hedge fund industry. The Index operates in accordance with a unique construction methodology. The Universe on which the Index is based currently consists of 4,190 hedge funds (excludes funds of hedge funds) with aggregate assets under management of USD1.054 trillion.