<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000875186
<NAME> MULTI-STRATEGY MARKET NEUTRAL INVESTMENTS
<S> <C>
<PERIOD-TYPE> YEAR
<FISCAL-YEAR-END> MAR-31-2000
<PERIOD-END> MAR-31-2000
<INVESTMENTS-AT-COST> 32,656,758
<INVESTMENTS-AT-VALUE> 33,467,140
<RECEIVABLES> 22,994,497
<ASSETS-OTHER> 287,942
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 56,749,579
<PAYABLE-FOR-SECURITIES> 2,013,712
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 22,152,984
<TOTAL-LIABILITIES> 24,166,696
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 31,843,374
<SHARES-COMMON-STOCK> 3,899,768
<SHARES-COMMON-PRIOR> 0
<ACCUMULATED-NII-CURRENT> 526,607
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 190,775
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 22,127
<NET-ASSETS> 32,582,883
<DIVIDEND-INCOME> 277,700
<INTEREST-INCOME> 917,050
<OTHER-INCOME> 0
<EXPENSES-NET> 603,290
<NET-INVESTMENT-INCOME> 591,460
<REALIZED-GAINS-CURRENT> 1,011,883
<APPREC-INCREASE-CURRENT> 22,127
<NET-CHANGE-FROM-OPS> 1,625,470
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 64,760
<DISTRIBUTIONS-OF-GAINS> 821,201
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 5,740,012
<NUMBER-OF-SHARES-REDEEMED> 1,947,300
<SHARES-REINVESTED> 107,056
<NET-CHANGE-IN-ASSETS> 32,582,883
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 443,631
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 588,981
<AVERAGE-NET-ASSETS> 24,966,805
<PER-SHARE-NAV-BEGIN> 8.00
<PER-SHARE-NII> 0.19
<PER-SHARE-GAIN-APPREC> 0.44
<PER-SHARE-DIVIDEND> 0.02
<PER-SHARE-DISTRIBUTIONS> 0.25
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 8.36
<EXPENSE-RATIO> 2.70
</TABLE>
