Five Out Of Six Hedge Fund Styles In Dow Jones Indices Up In May

Five of the six hedge fund benchmarks covered by Dow Jones Hedge Fund Indexes posted gains for the month of May 2005. The merger arbitrage, equity long short (U.S.) and event driven strategies gained 1.06%, 0.93% and 0.53%, respectively. The

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Five of the six hedge fund benchmarks covered by Dow Jones Hedge Fund Indexes posted gains for the month of May 2005. The merger arbitrage, equity long/short (U.S.) and event driven strategies gained 1.06%, 0.93% and 0.53%, respectively. The equity market neutral and distressed securities strategies gained 0.40% and 0.21%. The convertible arbitrage strategy posted a loss -2.50% for the month.

On a year-to-date basis, four of the six indexes were up – merger arbitrage (1.34%), distressed securities (0.43%), equity market neutral (0.29%) and event driven (0.25%). The convertible arbitrage and equity long/short (U.S.) strategies were down -9.18% and -2.57%, respectively.

On a float-adjusted basis, the Dow Jones Wilshire 5000 posted a return of 3.79% (3.90% on a full-cap basis) for the month of May 2005 reducing the YTD losses of the broad equity markets to -0.76% for 2005 (-0.87% on a full-cap basis).

The Dow Jones Corporate Bond Index was up 1.66% for the month and up 1.47% for the year. The world equity markets as measured by the Dow Jones World Total Market Index gained 2.06% in May reducing its cumulative loss to -1.21% for the year.

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