June
2020

YTD

CHW HEDGE FUND INDICES (CHW-HF) %

CHW-HF Composite Index

CHW-HF Equity Hedged Index

CHW-FOHF Index

Scotia Capital Canadian HF Performance Index

SC CDN HF Index Asset Weighted

SC CDN HF Index Equal Weighted

Scotiabank Alternative Mutual Fund Index

Scotiabank Alt. MF Index Eq.W.

Credit Suisse Hedge Fund Indices

Credit Suisse AllHedge Index

Convertible Arbitrage

Emerging Markets

Equity Market Neutral

Event Driven

Fixed Income Arbitrage

Global Macro

Long/Short Equity

Managed Futures

Multi Strategy

HEDGE FUND INDICES

%

HFRI Fund Weighted Comp. Index

HFRI Equity Market Neutral Index

HFRI Fund of Funds Composite Index

MARKET INDICES

%

Dow Jones Global Index (C$)

Dow Jones Global Index (U$)

Dow Jones 30 Industrial Avg (US$)

NASDAQ Composite Index (C$)

NASDAQ Composite Index (US$)

S&P 500 Total Return Index (C$)

S&P 500 Total Return Index (US$)

S&P/TSX Composite Index