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Convertible arbitrage strategies were -0.53% in November, but have performed well relative to the aggregate hedge fund industry in 2011. Despite above industry average performance in 2009, 2010 and 2011, the group has seen mixed interest from investors resulting in cumulative net redemptions in 2011. Net redemptions for 2011 are the result of outflows in the first half of the year as fund flows have been positive in the second half even while broad hedge fund industry asset flows have been negative; a very positive sign for the strategy.
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