CASAM CISDM Equal Weighted Hedge Fund Index up 2.32% in March, 0.59% YTD

Date: Tuesday, May 5, 2009
Author: Casam Hedge

The CASAM CISDM Equal Weighted Hedge Fund Index was up 2.32% for the month of March. The positive performance reflected that of its constituent strategies, almost all of which made gains. The strongest performers were the Emerging Markets Index, the Sector Index and the Equity Long/Short Asia Index which were up 3.50%, 2.80% and 2.48%, respectively.

The CASAM CISDM Convertible Arbitrage Index was up 1.43% for the month of March. Widened credit spreads provided profitable arbitrage opportunities, and the index enjoyed its fourth consecutive positive month. The Merrill Lynch convertible Bonds Index-All Qualities was up 3.94%. Performance table and full commentaries:

http://www.magnetmail.net/images/clients/LyraCap/attach/CASAM_CISDM_Indices_March_2009.pdf