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| Notes: |
| 1. All indices means are geometric means. |
| 2. The rightmost colum indicates the start of the anlayzing period for each index. |
| 3. Monthly updates will be avaliable on the 10th business day of each month. |
| 4. AsiaHedgeFund.com is not responsible for any errors made in the analysis. |
Analyzing period ending 01/31/2005
| Monthly | Annual | From: | ||||
| Major Asian Indices | Geo Mean | Std Dev | Geo Mean | Std Dev | Mth/Yr | |
| HK Hang Seng | 0.13% | 8.03% | 1.60% | 27.80% | Jan-94 | |
| China Shanghai Comp | 0.10% | 6.76% | 1.24% | 23.42% | Aug-97 | |
| Japan Nikkei 225 | -0.29% | 5.70% | -3.47% | 19.75% | Jan-94 | |
| Singapore Straits | -0.10% | 7.66% | -1.20% | 26.53% | Jan-94 | |
| Major Hedge Fund Indices | ||||||
| CSFB/Tremont Hedge Fund | 0.86% | 2.35% | 10.86% | 8.12% | Jan-94 | |
| CFSB/Tremont Global Macro | 1.09% | 3.33% | 13.89% | 11.55% | Jan-94 | |
| ABN AMRO Eurekahedge Asian Hedge Fund Index | 0.84% | 1.68% | 10.61% | 5.84% | Jan-00 | |
| Eurekahedge Global Fund of Funds Index | 0.56% | 0.95% | 6.93% | 3.31% | Jan-00 | |
| VAN Global Hedge Fund Index | 1.07% | 2.22% | 13.68% | 7.70% | Jan-95 | |
| S&P Hedge Fund Index | 0.55% | 0.79% | 6.80% | 2.72% | Sep-02 | |
| S&P Equity Long/Short Global Ex-US Index | 0.02% | 1.20% | 0.22% | 4.17% | Mar-04 | |
| Monthly | Annual | From: | ||||
| CSFB/Tremont Sub Indices | Geo Mean | Std Dev | Geo Mean | Std Dev | Mth/Yr | |
| CSFB/Tremont Hedge Fund Index | 0.86% | 2.35% | 10.86% | 8.12% | Jan-94 | |
| HEDG Convertible Arbitrage | 0.76% | 1.35% | 9.53% | 4.67% | Jan-94 | |
| HEDG Dedicated Short | -0.25% | 5.12% | -2.98% | 17.73% | Jan-94 | |
| HEDG Emerging Markets | 0.61% | 4.90% | 7.63% | 16.97% | Jan-94 | |
| HEDG Equity Mkt Neutral | 0.81% | 0.87% | 10.22% | 3.01% | Jan-94 | |
| HEDG Event Driven | 0.92% | 1.68% | 11.60% | 5.82% | Jan-94 | |
| HEDG Distressed | 1.06% | 1.93% | 13.54% | 6.69% | Jan-94 | |
| HEDG E.D. Multi-Strategy | 0.84% | 1.78% | 10.55% | 6.17% | Jan-94 | |
| HEDG Risk Arbitrage | 0.65% | 1.25% | 8.08% | 4.33% | Jan-94 | |
| HEDG Fixed Income Arb | 0.55% | 1.10% | 6.76% | 3.82% | Jan-94 | |
| HEDG Global Macro | 1.09% | 3.33% | 13.89% | 11.55% | Jan-94 | |
| HEDG Long/Short Equity | 0.94% | 3.05% | 11.92% | 10.57% | Jan-94 | |
| HEDG Managed Futures | 0.52% | 3.55% | 6.39% | 12.29% | Jan-94 | |
| HEDG Multi-Strategy | 0.76% | 1.26% | 9.46% | 4.37% | Apr-94 | |
| VAN Global Sub Indices | ||||||
| VAN Global Market Neutral Group Index | 1.03% | 1.23% | 13.15% | 4.26% | Jan-95 | |
| VAN Global Distressed Securities Index | 1.11% | 1.44% | 14.16% | 4.98% | Jan-95 | |
| VAN Global Market Neutral Arbitrage Index | 0.94% | 0.93% | 11.89% | 3.21% | Jan-95 | |
| VAN Global Convertible Arbitrage Index | 1.04% | 0.98% | 13.27% | 3.38% | Jan-95 | |
| VAN Global Fixed Income Arbitrage Index | 0.92% | 1.00% | 11.62% | 3.46% | Jan-95 | |
| VAN Global Merger Arbitrage Index | 0.71% | 0.97% | 8.90% | 3.37% | Jan-97 | |
| VAN Global Statistical Arbitrage Index | 0.87% | 1.61% | 10.97% | 5.57% | Aug-99 | |
| VAN Global Special Situations Index | 1.11% | 2.08% | 14.17% | 7.19% | Jan-95 | |
| VAN Global Long/Short Equity Group Index | 1.27% | 2.94% | 16.30% | 10.19% | Jan-95 | |
| VAN Global Aggressive Growth Index | 1.24% | 4.67% | 15.96% | 16.19% | Jan-95 | |
| VAN Global Market Neutral Securities Hedging Index | 1.07% | 1.27% | 13.61% | 4.40% | Jan-95 | |
| VAN Global Opportunistic Index | 1.29% | 2.98% | 16.68% | 10.34% | Jan-95 | |
| VAN Global Value Index | 1.35% | 3.08% | 17.45% | 10.67% | Jan-95 | |
| VAN Global Directional Trading Group Index | 0.95% | 2.36% | 12.08% | 8.16% | Jan-95 | |
| VAN Global Macro Index | 0.60% | 2.89% | 7.48% | 10.02% | Jan-95 | |
| VAN Global Market Timing Index | 1.01% | 2.68% | 12.88% | 9.30% | Jan-95 | |
| VAN Global Futures Index | 1.03% | 3.60% | 13.12% | 12.46% | Jan-95 | |
| VAN Global Specialty Strategies Group Index | 0.66% | 2.68% | 8.23% | 9.28% | Jan-95 | |
| VAN Global Emerging Markets Index | 0.73% | 5.19% | 9.13% | 17.99% | Jan-95 | |
| VAN Global Income Index | 0.69% | 1.21% | 8.57% | 4.20% | Jan-95 | |
| VAN Global Multi-Strategy Index | 1.04% | 2.36% | 13.23% | 8.17% | Jan-95 | |
| VAN Global Short Selling Index | -0.36% | 6.64% | -4.27% | 23.01% | Jan-95 | |
| VAN Global Hedge Fund Index | 1.07% | 2.22% | 13.68% | 7.70% | Jan-95 | |
| S&P Hedge Fund Sub Indices | ||||||
| S&P Hedge Fund Index | 0.55% | 0.79% | 6.80% | 2.72% | Sep-02 | |
| S&P Arbitrage Index | 0.22% | 0.53% | 2.65% | 1.85% | Sep-02 | |
| S&P Directional/ Tactical Index | 0.60% | 1.60% | 7.40% | 5.55% | Sep-02 | |
| S&P Event-Driven Index | 0.81% | 0.86% | 10.22% | 2.97% | Sep-02 | |
| S&P Managed Futures Index | 0.24% | 4.64% | 2.97% | 16.09% | Dec-02 | |
| S&P Equity Long/Short Index | 0.14% | 1.34% | 1.64% | 4.63% | Mar-04 | |
| S&P Equity Long/Short US Index | 0.24% | 1.68% | 2.94% | 5.81% | Mar-04 | |
| S&P Equity Long/Short Global Ex-US Index | 0.02% | 1.20% | 0.22% | 4.17% | Mar-04 | |
| ABN AMRO Eurekahedge Sub Indices | ||||||
| ABN AMRO Eurekahedge Asian Hedge Fund Index | 0.84% | 1.68% | 10.61% | 5.84% | Jan-00 | |
| ABN AMRO Eurekahedge Asia ex Japan Hedge Fund Index | 0.94% | 2.57% | 11.86% | 8.91% | Jan-00 | |
| ABN AMRO Eurekahedge Japan Hedge Fund Index | 0.75% | 1.82% | 9.42% | 6.29% | Jan-00 | |
| Eurekahedge Global Fund of Funds Index | 0.56% | 0.95% | 6.93% | 3.31% | Jan-00 | |
| Notes: | ||||||
| 1. All indices means are geometric means. | ||||||
| 2. The rightmost colum indicates the start of the anlayzing period for each index. | ||||||
| 3. Monthly updates will be avaliable on the 10th business day of each month. | ||||||
| 4. AsiaHedgeFund.com is not responsible for any errors made in the analysis. | ||||||