| Lipper Global Classification - Extended |
|
% Growth
1M 12/30/2011
To 1/31/2012
|
|
% Growth
3M 10/31/2011
To 1/31/2012
|
|
% Growth
1M 12/30/2011
To 1/31/2012
|
|
% Growth
1Y 1/31/2011
To 1/31/2012
|
|
% Growth
3Y 1/30/2009
To 1/31/2012
|
|
Annualised
Standard
Deviation
1Y 1/31/2011
To 1/31/2012
|
|
Maximum
Drawdwon
1Y 1/31/2011
To 1/31/2012
|
|
| Lipper Global Hedge/Convertible Arbitrage |
|
0.31
|
|
-3.70
|
|
0.31
|
|
-7.60
|
|
43.16
|
|
1.91
|
|
-10.29
|
|
| Lipper Global Hedge/Convertible Arbitrage-FoHF |
|
0.56
|
|
-3.57
|
|
0.56
|
|
-2.89
|
|
7.26
|
|
2.58
|
|
-8.64
|
|
| Lipper Global Hedge/Credit Focus |
|
0.40
|
|
-1.31
|
|
0.40
|
|
0.98
|
|
52.25
|
|
1.81
|
|
-5.56
|
|
| Lipper Global Hedge/Credit Focus-FoHF |
|
1.07
|
|
-3.57
|
|
1.07
|
|
-9.78
|
|
4.73
|
|
2.89
|
|
-12.04
|
|
| Lipper Global Hedge/Dedicated Short Bias |
|
0.55
|
|
1.65
|
|
0.55
|
|
5.99
|
|
-20.17
|
|
1.41
|
|
-1.92
|
|
| Lipper Global Hedge/Emerging Markets |
|
0.62
|
|
-5.00
|
|
0.62
|
|
-11.96
|
|
32.31
|
|
3.43
|
|
-15.93
|
|
| Lipper Global Hedge/Emerging Markets-FoHF |
|
0.88
|
|
-7.91
|
|
0.88
|
|
-16.56
|
|
10.10
|
|
4.54
|
|
-21.66
|
|
| Lipper Global Hedge/Equity Market Neutral |
|
0.14
|
|
-2.16
|
|
0.14
|
|
-0.99
|
|
15.24
|
|
1.74
|
|
-5.27
|
|
| Lipper Global Hedge/Equity Market Neutral-FoHF |
|
5.15
|
|
-1.57
|
|
5.15
|
|
1.44
|
|
32.96
|
|
4.70
|
|
-11.47
|
|
| Lipper Global Hedge/Event Driven |
|
0.34
|
|
-1.63
|
|
0.34
|
|
-3.73
|
|
29.73
|
|
2.12
|
|
-8.86
|
|
| Lipper Global Hedge/Event Driven-FoHF |
|
1.19
|
|
-3.87
|
|
1.19
|
|
-13.05
|
|
2.55
|
|
3.07
|
|
-17.33
|
|
| Lipper Global Hedge/Fixed Income Arbitrage |
|
2.75
|
|
-1.11
|
|
2.75
|
|
3.52
|
|
32.21
|
|
2.89
|
|
-6.54
|
|
| Lipper Global Hedge/Fixed Income Arbitrage-FoHF |
|
0.46
|
|
-3.79
|
|
0.46
|
|
-11.70
|
|
-7.74
|
|
1.88
|
|
-13.03
|
|
| Lipper Global Hedge/Global Macro |
|
3.03
|
|
-1.12
|
|
3.03
|
|
0.72
|
|
29.20
|
|
3.02
|
|
-8.18
|
|
| Lipper Global Hedge/Global Macro-FoHF |
|
2.94
|
|
-1.98
|
|
2.94
|
|
-0.47
|
|
15.50
|
|
3.35
|
|
-9.75
|
|
| Lipper Global Hedge/Long Bias |
|
0.75
|
|
-5.07
|
|
0.75
|
|
-10.64
|
|
45.36
|
|
3.75
|
|
-15.42
|
|
| Lipper Global Hedge/Long Bias-FoHF |
|
0.53
|
|
-3.56
|
|
0.53
|
|
-5.42
|
|
25.91
|
|
2.52
|
|
-10.21
|
|
| Lipper Global Hedge/Long/Short Equity |
|
0.82
|
|
-3.02
|
|
0.82
|
|
-7.06
|
|
33.03
|
|
2.85
|
|
-12.35
|
|
| Lipper Global Hedge/Long/Short Equity-FoHF |
|
0.86
|
|
-4.34
|
|
0.86
|
|
-7.69
|
|
13.27
|
|
3.24
|
|
-13.21
|
|
| Lipper Global Hedge/Managed Futures-FoHF |
|
0.53
|
|
-3.22
|
|
0.53
|
|
-7.77
|
|
1.34
|
|
3.40
|
|
-13.84
|
|
| Lipper Global Hedge/Managed Futures/CTAs |
|
0.45
|
|
-1.48
|
|
0.45
|
|
-1.35
|
|
6.04
|
|
2.37
|
|
-7.19
|
|
| Lipper Global Hedge/Multi Strategies |
|
4.38
|
|
-1.71
|
|
4.38
|
|
0.60
|
|
29.20
|
|
4.31
|
|
-11.12
|
|
| Lipper Global Hedge/Multi Strategies-FoHF |
|
1.74
|
|
-3.55
|
|
1.74
|
|
-6.14
|
|
9.92
|
|
3.09
|
|
-12.71
|
|
| Lipper Global Hedge/Options Arbitrage/Strat |
|
0.42
|
|
1.10
|
|
0.42
|
|
3.80
|
|
16.42
|
|
1.75
|
|
-4.84
|
|
| Lipper Global Hedge/Options Arbitrage/Strat-FoHF |
|
0.95
|
|
-4.42
|
|
0.95
|
|
-7.00
|
|
2.14
|
|
2.87
|
|
-13.62
|
|
| Lipper Global Hedge/Other Hedge |
|
1.36
|
|
-2.98
|
|
1.36
|
|
-2.42
|
|
19.83
|
|
2.44
|
|
-6.92
|
|
| Lipper Global Hedge/Other Hedge-FoHF |
|
0.68
|
|
-1.51
|
|
0.68
|
|
-3.72
|
|
9.01
|
|
2.42
|
|
-9.99
|