MSCI announced performance figures for early reporting funds in the MSCI Convertible Arbitrage IndexSM. The performance figures for August are based on the returns of funds that have reported through September 8th, 2005. The performance figures may change significantly, as returns from additional funds are received. The proportion of funds that have reported to date in the index is shown in the summary below.
| |
Early
Reports Aug-05 |
Jul-05
|
YTD*
|
12
Months
|
3
yr. Sharpe |
% Reporting |
#
of funds
Reporting |
| MSCI
Convertible Arbitrage IndexSM |
0.9%
|
1.4% |
-4.0%
|
-4.5% |
0.46
|
57% |
33 |
*Data as of August 31, 2005.
The hedge fund index listed above is equal weighted and expressed in US dollars.
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