Scotiabank Canadian Hedge Fund Index


Lori Shaw (416) 862-3114
lori.shaw@scotiabank.com
June Anne Reid (416) 945-6717
june.anne.reid@scotiabank.com
Les Marton (416) 945-4897
les.marton@scotiabank.com

< Hedge Fund Performance Index Monthly

Month End oct 2014
Value Return
MOM
Return
YTD
Annualized
Return*
Annualized
Standard
Deviation**
Scotiabank Canadian Hedge Fund Index Asset Weighted1976.51-0.91%4.09%7.17%11.56%
Scotiabank Canadian Hedge Fund Index Equal Weighted1542.41-1.77%4.44%4.51%9.89%
S&P TSX Composite14613.32-2.32%7.28%4.76%15.79%
S&P 500 (quoted in USD)2018.052.32%9.18%5.32%16.38%
S&P 5002273.542.94%15.79%4.67%11.80%
DEX 91 Day Treasury Bill Index397.840.08%0.77%1.95%0.47%
DEX Universe Bond Index 941.10.57%6.53%5.19%3.34%
  
< Index Rules
* since inception of index (December 31. 2004)
** of monthly returns

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