The Dow Jones Credit Suisse Hedge Fund Index Finished Down 0.18% in October
New York, November 15, 2012 - The Dow Jones Credit Suisse Hedge Fund Index (the “Broad Index”) finished down 0.18% for the month of October.
Performance for the Broad Index and its 10 sub-strategies is calculated monthly. October, September and YTD 2012 performance numbers are listed below and are available at www.hedgeindex.com.
|Category||Oct 2012||Sep 2012||YTD 12|
|Dow Jones Credit Suisse Hedge Fund Index||-0.18%||1.04%||5.42%|
|Dedicated Short Bias||-0.07%||-3.78%||-17.62%|
|Equity Market Neutral||-0.42%||0.56%||-0.40%|
| Risk Arbitrage||-0.77%||0.41%||0.24%|
|Fixed Income Arbitrage||0.87%||1.26%||9.77%|
The following funds were dropped from the Dow Jones Credit Suisse Hedge Fund Index in October: Centaur Commercial Materials Fund, LiquidMacro Fund, MW Global TOPS Fund, and O`Connor Global Quantitative Equity Master Limited.
The following funds were added to the Dow Jones Credit Suisse Hedge Fund Index in October: MW European TOPS Fund, MW Market Neutral TOPS Fund, and MLIS - Marshall Wace TOPS Global Alpha UCITS.
The Dow Jones Credit Suisse family of hedge fund indexes includes:
1. The Dow Jones Credit Suisse Hedge Fund Index, an asset-weighted benchmark that seeks to measure hedge fund performance and provide the most accurate representation of the hedge fund universe.
2. The Dow Jones Credit Suisse Core Hedge Fund Index, an investable, asset-weighted hedge fund index that seeks to provide broad representation of the liquid, investable hedge fund universe with limited platform bias. The index reflects the performance of managed accounts and other regulated fund structures sourced from across a range of platforms.
3. The Dow Jones Credit Suisse AllHedge Index, an investable index comprised of all 10 Dow Jones Credit Suisse AllHedge Strategy Indexes weighted according to the sector weights of the Broad Index.
4. The Dow Jones Credit Suisse Blue Chip Hedge Fund Index, an investable index comprised of 60 of the largest funds across the ten style-based sectors in the Broad Index.
5. The Dow Jones Credit Suisse LEA Hedge Fund Index, an asset-weighted, composite index which provides insight in to three specific regions of the emerging markets hedge fund universe (Latin America, EEMEA (Emerging Europe, Middle East and Africa) and Asia).
Additional information about the Dow Jones Credit Suisse Hedge Fund Indexes -- including research, fund performance and constituent fund information -- can be found at http://www.hedgeindex.com.
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