SS&C GlobeOp Hedge Fund Performance Index and Capital Movement Index

London & New York - 13 December 2012

The gross return of the SS&C GlobeOp Hedge Fund Performance Index for November 2012 measured 0.77%.

Hedge fund flows as measured by the SS&C GlobeOp Capital Movement Index advanced 0.40% in December.

“In line with historical capital activity, 2012 closes with positive subscriptions that are slightly lower than November activity,” said Bill Stone, Chairman and Chief Executive Officer, SS&C Technologies.

SS&C GlobeOp Hedge Fund Performance Index

The SS&C GlobeOp Hedge Fund Performance Index is an asset-weighted, independent monthly window on hedge fund performance. On the ninth business day of each month it provides a flash estimate of the gross aggregate performance of funds for which SS&C GlobeOp provides monthly administration services on the GlobeOp platform. Interim and final values, both gross and net, are provided in each of the two following months, respectively. Online data can be segmented by gross and net performance, and by time periods. The SS&C GlobeOp Hedge Fund Performance Index is transparent, consistent in data processing, and free from selection or survivorship bias. Its inception date is January 1, 2006.

The SS&C GlobeOp Hedge Fund Performance Index offers a unique reflection of the return on capital invested in funds. It does not overstate exposure to, or the contribution of, any single strategy to aggregate hedge fund performance. Since its inception, the correlation of the SS&C GlobeOp Performance Index to many popular equity market indices has been approximately 25% to 30%. This is substantially lower than the equivalent correlation of other widely followed hedge fund performance indices.

SS&C GlobeOp Capital Movement Index

The SS&C GlobeOpCapital Movement Index represents the monthly net of hedge fund subscriptions and redemptions administered by SS&C GlobeOp on the GlobeOp platform. This monthly net is divided by the total assets under administration (AuA) for fund administration clients on the GlobeOp platform.

Cumulatively, the SS&C GlobeOp Capital Movement Index for December 2012 stands at 149.47 points, an increase of 0.40 points over November 2012. The Index has advanced 8.41 points over the past 12 months. The next publication date is January 11, 2013.

Published on the ninth business day of each month, the SS&C GlobeOp Capital Movement Index presents a timely and accurate view of investments in hedge funds on the GlobeOp administration platform. Data is based on actual subscriptions and redemptions independently calculated and confirmed from real capital movements, and published only a few business days after they occur. Following the month of its release, the Index may be updated for capital movements that occurred after the fifth business day.

SS&C GlobeOp Hedge Fund Performance Index
Base 100 points on 31 December 2005
Flash estimate (current month) 0.77%*
Year-to-date (YTD) 8.89%*
Last 12 month (LTM) 9.38%*
Life to date (LTD) 72.83%*
*All numbers reported above are gross

SS&C GlobeOp Capital Movement Index
Base 100 points on 31 December 2005
All time high 149.47 in December 2012
All time low 99.67 in January 2006
12-month high 149.47 in December 2012
12-month low 140.35 in January 2012
Largest monthly change - 15.21 in January 2009

SS&C GlobeOp Forward Redemption Indicator
All time high 19.27% in November 2008
All time low 1.85% in January 2012
12-month high 5.19% in November 2012
12-month low 1.85% in January 2012
Largest monthly change 9.60% in November 2008

Become a bobsguide member to access the following

1. Unrestricted access to bobsguide
2. Send a proposal request
3. Insights delivered daily to your inbox
4. Career development