Source: Hedge Fund Research Inc. - © 2020 HFR Inc. - www.hedgefundresearch.com HFRX Global Hedge Fund Index (HFRXGL) Date, Monthly Rate of Return 01/1998,-0.46% 02/1998,1.49% 03/1998,4.2% 04/1998,-1.86% 05/1998,-0.52% 06/1998,1.6% 07/1998,2% 08/1998,-1.76% 09/1998,-0.57% 10/1998,1.54% 11/1998,2.92% 12/1998,3.88% 1998 YTD,12.94% 01/1999,5.49% 02/1999,-2.57% 03/1999,2.89% 04/1999,4.99% 05/1999,-1.28% 06/1999,2.39% 07/1999,-0.6% 08/1999,0.14% 09/1999,0.47% 10/1999,1.2% 11/1999,5.36% 12/1999,5.84% 1999 YTD,26.66% 01/2000,0.95% 02/2000,5.95% 03/2000,1.55% 04/2000,-3.85% 05/2000,-0.07% 06/2000,0.52% 07/2000,-0.44% 08/2000,3.58% 09/2000,-0.22% 10/2000,-0.95% 11/2000,1.78% 12/2000,5.03% 2000 YTD,14.29% 01/2001,2.14% 02/2001,0.09% 03/2001,2.2% 04/2001,0.05% 05/2001,-0.01% 06/2001,0.38% 07/2001,0.68% 08/2001,1.47% 09/2001,0.27% 10/2001,1.42% 11/2001,-0.66% 12/2001,0.36% 2001 YTD,8.67% 01/2002,0.12% 02/2002,0.19% 03/2002,2.08% 04/2002,0.65% 05/2002,0.41% 06/2002,-0.27% 07/2002,-1.45% 08/2002,0.74% 09/2002,-0.02% 10/2002,0.09% 11/2002,1.34% 12/2002,0.8% 2002 YTD,4.72% 01/2003,1.27% 02/2003,0.67% 03/2003,0.47% 04/2003,1.83% 05/2003,2.72% 06/2003,0.86% 07/2003,0.37% 08/2003,0.79% 09/2003,0.71% 10/2003,1.06% 11/2003,0.13% 12/2003,1.79% 2003 YTD,13.39% 01/2004,1.13% 02/2004,0.44% 03/2004,0.25% 04/2004,-1.23% 05/2004,-0.62% 06/2004,-0.17% 07/2004,-0.92% 08/2004,-0.25% 09/2004,0.75% 10/2004,0.16% 11/2004,1.92% 12/2004,1.24% 2004 YTD,2.69% 01/2005,-0.95% 02/2005,0.88% 03/2005,-0.97% 04/2005,-1.76% 05/2005,0.14% 06/2005,0.91% 07/2005,1.67% 08/2005,0.43% 09/2005,1.11% 10/2005,-1.85% 11/2005,1.69% 12/2005,1.48% 2005 YTD,2.72% 01/2006,2.45% 02/2006,0.17% 03/2006,1.15% 04/2006,1.15% 05/2006,-1.31% 06/2006,-0.49% 07/2006,-0.57% 08/2006,0.76% 09/2006,0.5% 10/2006,2.02% 11/2006,1.54% 12/2006,1.58% 2006 YTD,9.26% 01/2007,1.5% 02/2007,-0.21% 03/2007,0.28% 04/2007,2.21% 05/2007,2.55% 06/2007,-0.07% 07/2007,-0.93% 08/2007,-2.55% 09/2007,1.28% 10/2007,2.82% 11/2007,-2.41% 12/2007,-0.14% 2007 YTD,4.23% 01/2008,-2.06% 02/2008,1.77% 03/2008,-2.46% 04/2008,1.2% 05/2008,1.44% 06/2008,-0.83% 07/2008,-2.82% 08/2008,-1.28% 09/2008,-6.9% 10/2008,-9.35% 11/2008,-3.04% 12/2008,-1.22% 2008 YTD,-23.25% 01/2009,1.1% 02/2009,-0.38% 03/2009,-0.03% 04/2009,1.61% 05/2009,3.15% 06/2009,0.04% 07/2009,1.59% 08/2009,1.25% 09/2009,2.22% 10/2009,-0.06% 11/2009,1.66% 12/2009,0.55% 2009 YTD,13.4% 01/2010,-0.02% 02/2010,0.26% 03/2010,1.38% 04/2010,0.8% 05/2010,-2.64% 06/2010,-0.94% 07/2010,1.23% 08/2010,0.17% 09/2010,1.72% 10/2010,1.12% 11/2010,-0.27% 12/2010,2.36% 2010 YTD,5.19% 01/2011,0.56% 02/2011,0.73% 03/2011,-0.88% 04/2011,0.47% 05/2011,-1.39% 06/2011,-1.59% 07/2011,-0.11% 08/2011,-3.47% 09/2011,-2.99% 10/2011,0.81% 11/2011,-0.87% 12/2011,-0.42% 2011 YTD,-8.87% 01/2012,1.72% 02/2012,1.42% 03/2012,-0.02% 04/2012,0.12% 05/2012,-1.69% 06/2012,-0.3% 07/2012,0.54% 08/2012,0.51% 09/2012,0.39% 10/2012,-0.52% 11/2012,0.41% 12/2012,0.92% 2012 YTD,3.51% 01/2013,1.96% 02/2013,0.43% 03/2013,0.72% 04/2013,0.62% 05/2013,0.75% 06/2013,-1.33% 07/2013,1.01% 08/2013,-0.86% 09/2013,0.96% 10/2013,1.2% 11/2013,0.55% 12/2013,0.56% 2013 YTD,6.72% 01/2014,-0.24% 02/2014,1.59% 03/2014,-0.23% 04/2014,-0.73% 05/2014,0.45% 06/2014,0.93% 07/2014,-0.88% 08/2014,1.09% 09/2014,-0.77% 10/2014,-1.32% 11/2014,0.33% 12/2014,-0.75% 2014 YTD,-0.58% 01/2015,-0.29% 02/2015,2.02% 03/2015,0.33% 04/2015,0.21% 05/2015,0.26% 06/2015,-1.24% 07/2015,-0.03% 08/2015,-2.21% 09/2015,-2.07% 10/2015,1.46% 11/2015,-0.72% 12/2015,-1.33% 2015 YTD,-3.64% 01/2016,-2.76% 02/2016,-0.32% 03/2016,1.24% 04/2016,0.41% 05/2016,0.46% 06/2016,0.2% 07/2016,1.45% 08/2016,0.16% 09/2016,0.55% 10/2016,-0.57% 11/2016,0.87% 12/2016,0.86% 2016 YTD,2.5% 01/2017,0.5% 02/2017,1.12% 03/2017,0.03% 04/2017,0.42% 05/2017,0.24% 06/2017,0.21% 07/2017,0.93% 08/2017,0.29% 09/2017,0.6% 10/2017,0.69% 11/2017,0.07% 12/2017,0.73% 2017 YTD,5.99% 01/2018,2.45% 02/2018,-2.42% 03/2018,-0.98% 04/2018,0.09% 05/2018,0.26% 06/2018,-0.19% 07/2018,-0.15% 08/2018,0.45% 09/2018,-0.69% 10/2018,-3.11% 11/2018,-0.62% 12/2018,-1.93% 2018 YTD,-6.72% 01/2019,2.13% 02/2019,0.63% 03/2019,-0.17% 04/2019,0.66% 05/2019,-0.68% 06/2019,1.61% 07/2019,0.77% 08/2019,0.38% 09/2019,0.45% 10/2019,0.31% 11/2019,1.03% 12/2019,1.22% 2019 YTD,8.62% 01/2020,0.41% 02/2020,-1.44% 03/2020,-5.88% 04/2020,2.88% 05/2020,1.44% 06/2020,1.75% 2020 YTD,-1.09% Source: Hedge Fund Research Inc. - © 2020 HFR Inc. - www.hedgefundresearch.com INDEX DATA USAGE NOTICE: All data and content on the HFR website and in the HFR Database products are for your informational and personal use only. 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