Institutional Investor's Alpha Magazine - November 2008 - (Page 59)

Rank 2008 2007 Firm, location, fund names Firm/fund capital 2008 ($ millions) One-year change (%) January – June Net return (%) 2007 Five years* Inception date 19 20 17 22 Mesirow Advanced Strategies (Chicago, IL) Gottex Fund Mgmt (Lausanne, Switzerland) Market Neutral Fund Market Neutral Plus Fund ABI Fund Tiger Fund Horizon (U.S. Investors) Fund $16,800 15,644 6,046 2,870 1,495 285 58 15,574 11,112 577 438 389 336 14,411 14,194 4,427 2,929 2,295 593 219 13,385 5,114 3,420 2,248 962 223 13,251 2,200 1,178 920 885 600 12,762 631 571 179 131 31 12,500 11,167 4,796 1,570 1,308 234 157 10,775 1,671 1,642 10,709 1,459 276 181 10 6 14.36% 33.61 –0.36% 0.13 0.95 –10.57 –0.72 22.19 –1.16 19.04 4.05 –5.26 14.94 28.51 4/1/99 7/1/02 1/1/88 1/1/94 7/1/06 24.05 –2.01 0.06 –1.99 –6.89 1.00 49.88 0.30 0.70 0.20 –1.70 –4.27 41.03 131.83 50.71 52.08 9.08 25.95 –6.72 –6.94 –1.33 –2.38 0.11 1.54 –4.60 39.948 –0.02 –0.32 2.21 0.69 2.16 6.98 8.62 6.98 8.32 4/1/95 10/1/05 9.98 9.73 7.04 7.16 9/1/04 1/5/95 6.21 11.22 4.27 3.95 11.10 5.82 9.11 4.17 3.50 8.38 3/31/00 12/31/97 9/30/02 6/29/01 1/31/02 15.87 13.25 8.44 9.81 18.22 9.11 7.38 8.94 5.64 6.65 8/1/98 12/1/02 12/1/02 12/1/06 12/1/04 11.51 8.80 17.40 1.20 12.40 9.70 7.96 10.98 –0.50 6.71 12/1/05 6/1/98 5/1/94 7/1/07 7/1/02 14.43 9.06 9.51 10.70 12.94 10.65 5.79 9.55 6.79 8.77 8/1/00 7/1/98 7/1/99 10/1/03 1/8/02 14.09 19.98 16.22 9.22 6.98 19.41 13.89 8.42 1/1/98 11/1/05 6/1/05 12/1/07 8/1/04 5.56% 1.08 10.38 28.13 3.46 5.39% 1.04 7.78 9.42 4.33 6/1/99 1/5/07 1/12/06 1/4/06 7/1/06 21 19 Financial Risk Mgmt (London, U.K.) Diversiﬁed Sigma Credit Catalyst Equity World 22 23 20 23 EIM (Nyon, Switzerland) Harris Alternatives (Chicago, IL) Aurora Offshore Fund Aurora Offshore Fund II Aurora Aurora Global Opportunities Aurora Global Opportunities Offshore Fund RBS Asset Mgmt (London, U.K.) Orbita Global Opportunities Strategy Orbita Capital Return Strategy Orbita European Growth Strategy Orbita Asian Growth Strategy Diversiﬁed Strategy Fund Pictet & Cie. (Geneva, Switzerland) Pleiad Mosaic Trading Mosaic Mosaic Diversiﬁed Amerosec 3A (Geneva, Switzerland) Multi Strategy Fund Multi Arbitrage Fund Long Short Fund Natural Resources Asia Fund Arden Asset Mgmt (New York, NY) Allianz Alt. Asset Mgmt (Paris, France) Phénix Alt. Holdings KGH Licorne AGF Multi Alternatives AGF Tresodyn Long/Short Equity – IT USD Pioneer Alt. Investments Mgmt (Dublin, Ireland) Momentum AllWeather Strategies II USD Master Fund Momentum AllWeather Fund JPMorgan Alt. Asset Mgmt (New York, NY) Multi-Strategy Fund Global Select Equity Fund Alpha Fund Capital Cycle Fund Commodity Strategies 24 24 25 29 26 27 27 28 18 21 29 35 30 25 8 Capital was reported in euros last year; the dollar equivalent, $7.7 billion, was used to calculate the asset increase. NOVEMBER 2008 • INSTITUTIONAL INVESTOR’S ALPHA • 59

Table of Contents Feed for the Digital Edition of Institutional Investor's Alpha Magazine - November 2008

Institutional Investor's Alpha Magazine - November 2008 Contents Letter from the Editor Longs & Shorts Pension Corner: Risk Rewarded The Good Guys: In the Here and Now Interview: Minister of Finance Cover Story: The Agony of Dan Zwirn Strategies: The Early Birds Are Awake Strategies: The Call of Shari’a Profile: Sweet Home Chicago Research Center: What Stampede? Alpha Bytes: Centralize the Data Unhedged: Commentary: Learning from the Wreckage

Institutional Investor's Alpha Magazine - November 2008

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