Performance

Monthly Performance  
     Dec 2016          Nov 2016 YTD 1 Year Avg
Index / Sub Strategies Currency Value ROR Value ROR Return Return Annl* Std Dev* Sharpe*
Credit Suisse Hedge Fund Index USD 556.86 0.96% 551.55 0.36% 1.25% 1.25% 7.75% 6.94% 0.76
   Convertible Arbitrage USD 442.60 0.39% 440.89 -0.04% 6.60% 6.60% 6.68% 6.37% 0.65
   Dedicated Short Bias USD 25.77 0.35% 25.68 -2.43% -16.87% -16.87% -5.73% 16.26% -0.51
   Emerging Markets USD 453.76 -0.17% 454.54 -0.48% 4.47% 4.47% 6.80% 13.53% 0.32
   Equity Market Neutral USD 256.80 -0.50% 258.10 -1.89% -4.58% -4.58% 4.19% 9.40% 0.18
   Event Driven USD 608.70 1.23% 601.31 1.10% 2.68% 2.68% 8.17% 6.10% 0.93
     Distressed USD 773.48 1.34% 763.29 1.07% 6.38% 6.38% 9.30% 6.20% 1.10
     Multi-Strategy USD 543.69 1.20% 537.24 1.13% 1.25% 1.25% 7.64% 6.63% 0.77
     Risk Arbitrage USD 365.95 0.60% 363.77 0.75% 5.89% 5.89% 5.80% 3.96% 0.83
   Fixed Income Arbitrage USD 315.84 0.91% 312.98 0.50% 4.29% 4.29% 5.13% 5.19% 0.50
   Global Macro USD 916.34 1.08% 906.56 1.93% 3.58% 3.58% 10.11% 8.92% 0.85
   Long/Short Equity USD 654.11 0.86% 648.54 -0.13% -3.43% -3.43% 8.51% 9.17% 0.65
   Managed Futures USD 294.97 0.20% 294.38 -1.74% -6.84% -6.84% 4.82% 11.54% 0.20
   Multi-Strategy USD 544.16 1.58% 535.69 -0.52% 4.41% 4.41% 7.73% 4.94% 1.06

*Average Annual Index data begins January 1994. Monthly Standard Deviation annualized. Sharpe ratio calculated using the rolling 90 day T-bill rate.



S&P 500USD 1.98% 3.70% 11.96%
S&P Goldman Sachs Commodities IndexUSD 4.72% 2.53% 11.37%
Credit Suisse High Yield II IndexUSD 4.23% 0.31% 2.82%
Citigroup World Government Bond IndexUSD 0.00% 0.00% 0.61%
Dow Jones World IndexUSD 2.01% 0.67% 5.87%
Dow Jones World Emerging IndexUSD 0.14% -4.86% 8.47%
Dow Jones Latin America IndexUSD 0.58% -10.41% 27.82%
Dow Jones Global 1800 Asia Pacific ex Japan IndexUSD -0.54% -0.95% 3.77%
STOXX Eastern Europe Total Market IndexUSD 14.60% -7.78% 20.71%
Benchmark Indexes Disclosure


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© 1999-2017 Credit Suisse Hedge Index LLC. All rights reserved.Credit Suisse Hedge Fund Index was formerly known as Dow Jones Credit Suisse Hedge Fund Index from June 22, 2010 to September 15, 2013. Credit Suisse AllHedge Index was formerly known as Dow Jones Credit Suisse AllHedge Index from June 22, 2010 to September 15, 2013. Credit Suisse Blue Chip Hedge Fund Index was formerly known as Dow Jones Credit Suisse Blue Chip Hedge Fund Index from June 22, 2010 to September 15, 2013.