Dow Jones Credit Suisse Hedge Fund Index

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Index/Sub Strategies
	Dow Jones Credit Suisse AllHedge Index
	Convertible Arbitrage
	Dedicated Short Bias
	Emerging Markets
	Equity Market Neutral
	Event Driven
	Fixed Income Arbitrage
	Global Macro
	Long/Short Equity
	Managed Futures
	Multi-Strategy

Wertentwicklung

Übersicht

Sector Weights

Berechnungsmethode

Dokuments

FAQ

Performance

Monthly Performance

Weekly Performance

Jul 2010

Jun 2010

YTD

1 Jahr

Index / einzelne Strategien

Currency

Indexwert^*^*

Rendite

Indexwert

Rendite

Jahresdurchschn^*

Std.abweich.^*

Sharpe-Ratio^*

Dow Jones Credit Suisse AllHedge Index

USD

117.56

1.48%

115.85

-0.81%

3.64%

13.08%

2.81%

7.77%

0.04

Convertible Arbitrage

USD

103.52

1.47%

102.02

0.93%

9.11%

29.10%

0.59%

14.02%

-0.14

Dedicated Short Bias

USD

76.22

-3.81%

79.24

3.95%

-2.22%

1.45%

-4.55%

15.88%

-0.44

Emerging Markets

USD

136.76

3.34%

132.33

0.50%

6.32%

19.97%

5.51%

14.93%

0.20

Equity Market Neutral

USD

79.29

-0.72%

79.87

-2.07%

-6.39%

2.01%

-3.90%

10.82%

-0.59

Event Driven

USD

141.31

1.55%

139.15

-2.48%

2.86%

17.33%

6.11%

7.51%

0.48

Fixed Income Arbitrage

USD

77.43

0.25%

77.24

-0.05%

1.69%

8.88%

-4.29%

11.90%

-0.57

Global Macro

USD

108.99

1.83%

107.04

-0.02%

10.51%

12.55%

1.49%

9.89%

-0.10

Long/Short Equity

USD

116.93

1.92%

114.73

-0.78%

-0.79%

5.17%

2.72%

9.47%

0.02

Managed Futures

USD

142.02

-1.29%

143.88

0.57%

1.08%

2.41%

6.20%

10.10%

0.37

Multi-Strategy

USD

111.15

0.68%

110.39

-0.29%

4.93%

18.27%

1.83%

9.18%

-0.07

*Average Annual Index data begins October 2004. Monthly Standard Deviation annualized. Sharpe Ratio is calculated in the following ways: USD uses rolling 90 day T-bill rate, JPY uses rolling BBA LIBOR JPY 1 Month, CHF uses rolling BBA LIBOR CHF 1 Month, EUR uses rolling Euribor 1 Month.

** The Value for the Convertible Arbitrage (September 30, 2008), Fixed Income Arbitrage (January 31, 2009) and Event Driven (January 31, 2009) Sector Invest Indices of the AllHedge Index were reported as a Suspension Alternate Value (SAV) in accordance with the Official Index Rules as of the aforementioned dates through September 30, 2009.

The Value for the Emerging Markets (November 30, 2008), Global Macro (October 31, 2008), Multi-Strategy (October 31, 2008) and Equity Market Neutral (March 31, 2009) Sector Invest Indices of the AllHedge Index were reported as a Suspension Alternate Value (SAV) in accordance with the Official Index Rules as of the aforementioned dates through March 31, 2010.

The SAV takes into account the estimated value of underlying funds which suspended redemptions or temporarily stopped reporting performance to the Index. Please see the Official Index Rules in the Documents section for a detailed explanation of how the SAV is calculated.

S&P 500	USD	7.01%	-5.23%	-0.11%
Merrill Lynch All US Convertibles Index	USD	4.78%	-3.10%	4.27%
Goldman Sachs Commodities Index	USD	5.63%	0.42%	-6.21%
Credit Suisse High Yield II Index	USD	3.09%	1.16%	7.92%
Citigroup World Government Bond Index	USD	3.64%	1.72%	2.56%
Dow Jones World Index	USD	7.90%	-3.14%	-2.55%
Dow Jones World Emerging Index	USD	7.93%	-0.39%	0.99%
Dow Jones Latin America Index	USD	12.08%	-3.32%	-0.95%
Dow Jones Global 1800 Asia Pacific ex Japan Index	USD	9.28%	-0.10%	-3.49%
Dow Jones STOXX Eastern Europe Total Market Index	USD	20.97%	-4.84%	-11.73%

Benchmark Indices Disclaimer

Download Historical Performance

Statistics shown for Global Growth Opportunities Basket are based on hypothetical portfolio performance from October 1, 2004 to May 31, 2005 and actual performance of the portfolio from June 1, 2005. Value shown for Global Growth Opportunities Basket is set to 100 on the start date of the portfolio (June 1, 2005).

Statistics shown for Markets Defender Basket are based on hypothetical portfolio performance from October 1, 2004 to July 31, 2007 and actual performance of the portfolio from August 1, 2007. Value shown for Markets Defender Basket is set to 100 on the start date of the portfolio (August 1, 2007).

FX Hedged Series not available for Dow Jones Credit Suisse Sector Invest Baskets.

Disclaimer

Week Ending:Aug 30, 2010
Index / einzelne Strategien	Currency	Indexwert^^	WTD	MTD*	QTD*	YTD*	ITD
Dow Jones Credit Suisse AllHedge Index	USD	117.65	0.09%	0.01%	1.55%	3.71%	17.65%

Convertible Arbitrage	USD	104.65	0.26%	0.92%	2.57%	10.30%	4.65%
Dedicated Short Bias	USD	79.01	-0.68%	3.66%	-0.29%	1.36%	-20.99%
Emerging Markets	USD	138.51	-0.29%	0.94%	4.67%	7.69%	38.51%
Equity Market Neutral	USD	78.29	-0.01%	-1.00%	-1.98%	-7.58%	-21.71%
Event Driven	USD	140.26	0.11%	-0.95%	0.80%	2.10%	40.26%
Fixed Income Arbitrage	USD	76.19	-0.63%	-1.61%	-1.36%	0.06%	-23.81%
Global Macro	USD	110.75	0.81%	1.61%	3.47%	12.29%	10.75%
Long/Short Equity	USD	115.83	-0.31%	-0.86%	0.96%	-1.73%	15.83%
Managed Futures	USD	146.77	0.33%	3.35%	2.01%	4.46%	46.77%
Multi-Strategy	USD	111.19	0.17%	-0.02%	0.72%	4.97%	11.19%

WTD - weekly performance as of the pricing date MTD - month-to-date performance as of the pricing date QTD - quarter-to-date performance as of the pricing date YTD - year-to-date performance as of the pricing date ITD - inception-to-date performance as of the pricing date from October 1, 2004 * Returns measured against prior month-end dates (MTD, QTD & YTD) are calculated based on the most recent prior month-end index value, which may be different than the official Estimated Value. Any difference between returns published for weekly performance, returns calculated using the most recent weekly index value and the latest monthly official Estimated Value, will be reflected in monthly returns as soon as the official Estimated Values are finalized. ** The Value for the Convertible Arbitrage (September 30, 2008), Fixed Income Arbitrage (January 31, 2009) and Event Driven (January 31, 2009) Sector Invest Indices of the AllHedge Index were reported as a Suspension Alternate Value (SAV) in accordance with the Official Index Rules as of the aforementioned dates through September 30, 2009. The Value for the Emerging Markets (November 30, 2008), Global Macro (October 31, 2008), Multi-Strategy (October 31, 2008) and Equity Market Neutral (March 31, 2009) Sector Invest Indices of the AllHedge Index were reported as a Suspension Alternate Value (SAV) in accordance with the Official Index Rules as of the aforementioned dates through March 31, 2010. The SAV takes into account the estimated value of underlying funds which suspended redemptions or temporarily stopped reporting performance to the Index. Please see the Official Index Rules in the Documents section for a detailed explanation of how the SAV is calculated. Statistics shown for Global Growth Opportunities Basket are based on hypothetical portfolio performance from October 1, 2004 to May 31, 2005 and actual performance of the portfolio from June 1, 2005. Value shown for Global Growth Opportunities Basket is set to 100 on the start date of the portfolio (June 1, 2005). Statistics shown for Markets Defender Basket are based on hypothetical portfolio performance from October 1, 2004 to July 31, 2007 and actual performance of the portfolio from August 1, 2007. Value shown for Markets Defender Basket is set to 100 on the start date of the portfolio (August 1, 2007). FX Hedged Series not available for weekly performance numbers. Additional Information About Weekly Performance