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		Provides broad, detailed coverage
		Offers consistent and transparent hedge fund classification
		Creates a clearer picture of the hedge fund opportunity set

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	Investable Hedge Fund Indices

Home > Products > MSCI Products > Hedge Fund Indices > Performance

Index Data

As of May 31, 2008

Index Name	Index Value	Monthly Return	YTD Return	Standard Deviation (3yr)	Sharpe Ratio (3yr)	Max Draw Down (3yr)
MSCI Hedge Fund Composite Index	1658.75	1.60%	-0.72%	4.96%	0.975	-5.06%
MSCI Directional Trading Index	1669.10	1.37%	4.06%	5.43%	0.955	-3.44%
MSCI Relative Value Index	1390.38	1.23%	-0.19%	2.34%	0.707	-3.26%
MSCI Security Selection Index	1726.34	1.95%	-2.93%	6.91%	0.897	-9.10%
MSCI Specialist Credit Index	1909.64	1.19%	-1.18%	3.40%	1.060	-4.37%
MSCI Multi-process Group Index	1721.55	1.49%	-1.06%	4.71%	0.947	-5.38%