11月30日付けＣＳＦＢ/トレモント社ヘッジファンド・インデックスの数字です。マネッジド・フューチャーズの成績の下落が目立っています。

Data as of November 30, 2001 Visit website for thorough statistical analysis, sector commentaries, and constituent fund listings.
Index	NAV	Nov 01	YTD	1 Year	Avg Annl*	Std Dev**	Sharpe***
CSFB/Tremont Hedge Fund Index	238.33	0.54%	3.19%	5.93%	11.59%	9.36%	0.70
Convertible Arbitrage	230.17	0.71%	14.22%	14.72%	11.10%	4.82%	1.27
Dedicated Short Bias	93.78	-5.44%	-0.57%	0.28%	-0.81%	18.70%	-0.31
Emerging Markets	137.09	3.96%	0.97%	3.32%	4.06%	19.45%	-0.05
Dedicated Short Bias	239.49	0.82%	9.40%	10.79%	11.65%	3.29%	2.03
Event Driven	242.22	0.85%	10.32%	10.78%	11.81%	6.29%	1.08
Fixed Income Arbitrage	168.76	-0.27%	7.79%	8.14%	6.83%	4.13%	0.44
Global Macro	279.02	-0.37%	15.53%	21.36%	13.83%	13.45%	0.66
Long/Short Equity	269.56	1.10%	-4.83%	-1.58%	13.33%	12.06%	0.69
Managed Futures	143.58	-8.62%	-0.24%	7.49%	4.67%	11.64%	-0.03
* Index data begins January 1994. ** Monthly standard deviation annualized. *** Calculated using 90 day T-bill.