Apr 2020

YTD

CHW HEDGE FUND INDICES (CHW-HF) %

CHW-HF Composite Index

5.57

-2.25

CHW-HF Equity Hedged Index

7.18

-4.32

CHW-FOHF Index

3.38

0.49

Scotia Capital Canadian HF Performance Index

SC CDN HF Index Asset Weighted

4.90

-2.36

SC CDN HF Index Equal Weighted

6.59

-5.76

Scotiabank Alternative Mutual Fund Index

Scotiabank Alt. MF Index Eq.W.

4.59

-4.50

Credit Suisse Hedge Fund Indices

Credit Suisse AllHedge Index

2.55

-8.68

Convertible Arbitrage

1.58

-4.20

Emerging Markets

4.78

-4.82

Equity Market Neutral

1.96

-2.26

Event Driven

3.89

-12.95

Fixed Income Arbitrage

2.69

-4.52

Global Macro

4.48

-18.80

Long/Short Equity

2.58

-4.87

Managed Futures

-0.02

-2.02

Multi Strategy

0.19

-7.16

HEDGE FUND INDICES

%

HFRI Fund Weighted Comp. Index

4.61

-7.43

HFRI Equity Market Neutral Index

1.05

-2.46

HFRI Fund of Funds Composite Index

3.48

-5.81

MARKET INDICES

%

Dow Jones Global Index (C$)

10.54

-13.35

Dow Jones Global Index (U$)

10.66

-13.99

Dow Jones 30 Industrial Avg (US$)

11.01

-14.13

NASDAQ Composite Index (C$)

14.83

2.15

NASDAQ Composite Index (US$)

15.45

-1.32

S&P 500 Total Return Index (C$)

13.59

-9.73

S&P 500 Total Return Index (US$)

12.68

-9.85

S&P/TSX Composite Index

10.48

-13.38