Merger Arb Returns

Barclay Merger Arbitrage Index Historical Data
Month
2006
2007
2008
2009
2010
2011
2012
2013
Jan
3.000%
2.660%
-0.880%
0.750%
0.670%
0.630%
0.690%
-0.870%
Feb
0.850%
2.300%
1.150%
-0.070%
0.610%
0.550%
1.160%
0.670%
Mar
1.770%
0.340%
-0.960%
1.290%
0.700%
0.330%
0.170%
0.520%
Apr
1.300%
1.480%
1.170%
1.260%
0.160%
0.740%
0.010%
0.600%
May
-0.050%
2.420%
1.750%
1.310%
-0.850%
0.140%
-0.270%

Jun
0.380%
0.600%
-0.860%
1.120%
0.460%
0.180%
0.570%

Jul
0.600%
1.110%
-0.210%
1.080%
1.150%
-0.430%
0.190%

Aug
0.630%
0.040%
0.640%
1.160%
1.060%
-0.810%
0.500%

Sep
0.740%
1.310%
-3.600%
1.160%
1.100%
0.110%
-0.210%

Oct
1.550%
2.310%
-2.660%
0.610%
0.280%
1.370%
-1.860%

Nov
1.080%
-1.530%
-0.640%
0.610%
-0.240%
0.360%
1.130%

Dec
1.400%
0.180%
1.830%
0.860%
0.820%
0.580%
1.740%

YTD
14.06%
13.96%
-3.38%
11.71%
6.05%
3.80%
3.82%
0.92%



* Estimated performance for April 2013 calculated with reported  data from 28 funds.
** Estimated performance for March 2013 calculated with reported  data from 32 funds.