Institutional Investor's Alpha Magazine - November 2008 - (Page 60)

Fund of Funds 50 Rank 2008 2007 Firm, location, fund names Firm/fund capital 2008 ($ millions) One-year change (%) January – June Net return (%) 2007 Five years* Inception date 31 26 Optimal Inv. Services (Geneva, Switzerland) Multi-Strategy (Ireland) Fund Arbitrage Fund Global Trading (Ireland) Fund Global Opportunities (Ireland) Fund European Opportunities (Ireland) Fund $10,472 1,629 1,590 915 766 758 9,838 9,071 2,842 2,842 1,965 728 8,800 703 582 8,200 5,600 790 783 579 164 7,634 7,408 5,068 835 539 483 56 7,220 2,191 712 414 414 7,000 1,088 700 6,6919 3,293 3,082 170 146 6,386 1,543 712 147 13 6,348 14.31% –1.97% 0.09 0.44 –4.77 –5.70 10.54 13.39 –2.94 –3.02 1.19 0.62 46.67 2.85 –1.19 13.89 –0.60 –0.75 –4.77 –1.54 –1.25 70.02 20.57 10.46 7.72 13.94 6.93 8.04 8.14 10.70 8.15 6.40 5.05 8/1/96 1/1/03 1/1/04 1/1/03 8/1/95 17.70 11.34 8.70 6.93 4/30/04 10/31/02 8.03 6.38 11.88 7.13 9.97 9.63 8.84 10.57 7/1/94 7/1/04 7/1/94 4/1/03 9.33% 7.79 10.80 11.80 2.90 7.25% 8.25 9.53 9.44 9.29 12/1/02 1/10/95 11/1/95 7/1/05 5/1/98 32 33 28 32 AIG Investments (New York, NY) Silver Creek Capital Mgmt (Seattle, WA) Low Volatility Strategies Low Volatility Strategies II Long/Short Partners Early Advantage Fund 34 41 Fauchier Partners Mgmt (London, U.K.) Jubilee Absolute Return Fund Jubilee Absolute Equity Fund 35 33 Lighthouse Partners (Palm Beach Gardens, FL) Diversiﬁed Fund Credit Opportunities Fund – Class A Global Long Short Fund V Fund Low Volatility Fund – Class A 36 37 — 39 Cadogan Mgmt (New York, NY) K2 Advisors (Stamford, CT) Master (Balanced) Strategy Long Short Strategy Diversiﬁed Strategy Alternate Strategy Currency Strategy 38 36 Citi Alt. Investments (New York, NY) Managed Futures Multi Advisor Hedge Fund Portfolios Legion Strategies Legion Strategies, Class ID 7.60 1.31 2.23 1.31 27.04 11.26 –0.96 21.88 –0.28 –0.13 0.30 –0.23 –5.39 2.89 2.40 2.86 –1.95 5.10 14.03 14.43 14.20 7.36 8.23 12.56 1/1/03 4/1/94 3/1/07 39 43 LGT Capital Partners (Pfäfﬁkon, Switzerland) Crown Managed Futures – Series 1 USD Alt. Invest Class I (USD) 11.21 7.66 8.84 7.19 1/10/00 1/9/00 40 44 Aetos Capital (New York, NY) Growth Portfolio Prime Portfolio Long/Short Portfolio Balanced Portfolio 8.13 8.98 11.38 5.66 6.85 7.32 7.83 5.83 9/1/02 9/1/02 9/1/02 9/1/02 41 34 Coast Asset Mgmt (Santa Monica, CA) Diversiﬁed Fund Paciﬁc Fund Diversiﬁed Fund II – Alt. Sigma Fund 11.65 9.69 11.71 6.29 8.04 8.38 8.00 5.03 6/1/95 6/1/05 2/1/03 9/1/06 42 — Hall Capital Partners (New York, NY) 9 Capital represents invested and committed assets as of July 1, 2008. 60 • INSTITUTIONAL INVESTOR’S ALPHA • NOVEMBER 2008

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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