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Database Statistics

As of:  August 01, 2008 *

Reporting Frequency of Active Funds

% Reporting within
 Mar-08Apr-08May-08Jun-0890 Days 60 Days 30 Days
Hedge Funds2967287027122,33396.73%91.41%78.63%
Funds of Funds2375234722411,65998.82%94.36%69.85%
CTAs51351248443699.81%94.35%84.99%
CPOs16516214813598.18%89.70%81.82%
Total602058915585456397.86%92.77%75.80%
* Total fund count for each time period reflects the number of funds within the database that have reported performance to CASAM CISDM for that given month. Funds may take up to 90 days to report performance for a given month.

Hedge Funds By Strategy Classification

Equity Long/Short116939.4%
Emerging Markets2618.8%
Multi Strategy2598.73%
Sector1665.59%
Equity Market Neutral1364.58%
Event Driven Multi Strategy1254.21%
Global Macro1194.01%
Equity Long Only1053.54%
Single Strategy993.34%
Fixed Income973.27%
Distressed Securities752.53%
Fixed Income Arbitrage742.49%
Convertible Arbitrage732.46%
Relative Value Multi Strategy571.92%
Fixed Income - MBS451.52%
Option Arbitrage311.04%
Merger Arbitrage230.78%
Other Relative Value200.67%
Short Bias150.51%
Regulation D70.24%
Capital Structure Arbitrage70.24%
Market Timing20.07%
Unclassified20.07%
Total2967100%

Hedge Funds By Geographical Focus Classification

Global96732.59%
United States38412.94%
North America30510.28%
Western Europe2759.27%
Asia/Pacific (excl Japan)1515.09%
Japan1394.68%
Asia/Pacific973.27%
Eastern Europe812.73%
Latin America551.85%
UK521.75%
North America/Europe411.38%
Middle East/Africa311.04%
Australia/New Zealand130.44%
Unclassified37612.67%
Total2967100%

Funds of Funds By Strategy Classification

Multi Strategy169671.41%
Single Strategy44118.57%
Market Neutral1144.8%
Invest Funds in Parent Company522.19%
Opportunistic401.68%
Conservative200.84%
Unclassified120.51%
Total2375100%

CTA Funds By Strategy Classification

Systematic39777.39%
Discretionary10720.86%
Unclassified91.75%
Total513100%

CTA FUNDS BY MARKET FOCUS CLASSIFICATION

Diversified24247.17%
Financial7514.62%
Physical6813.26%
Currency6011.7%
Stock Index509.75%
Unclassified183.51%
Total513100%

CPO Funds By Strategy Classification

Single Strategy7746.67%
Multi Strategy6338.18%
Invest Funds in Parent Company21.21%
Unclassified2313.94%
Total165100%