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December 20, 2005

Pricing Date Dec 19, 2005

CSFB/Tremont Investable Hedge Fund Index

 
   Index Value 

Performance

WTD  MTD QTD   YTD    ITD
CSFB/Tremont Investable Hedge Fund Index  112.97  -0.37%  0.22%  0.26%  3.24%  12.97%
Convertible Arbitrage  105.98  0.06%  0.23%  -0.63%  -1.98%  5.98%
Dedicated Short Bias  80.97  -0.52%  -2.14%  -2.38%  7.12%  -19.03%
Emerging Markets  157.22  0.61%  2.87%  0.27%  21.95%  57.22%
Equity Market Neutral  108.38  0.35%  0.88%  2.23%  5.01%  8.38%
Event Driven  120.90  0.39%  0.95%  0.43%  4.44%  20.90%
Fixed Income Arbitrage  101.47  -0.04%  0.26%  0.03%  -2.15%  1.47%
Global Macro  107.79  0.01%  0.14%  -1.11%  -0.15%  7.79%
Long Short Equity  123.53  -0.30%  0.70%  0.04%  4.04%  23.53%
Managed Futures  105.37  -5.47%  -4.27%  0.61%  0.12%  5.37%
Multi-Strategy  112.45  0.67%  0.84%  0.65%  5.44%  12.45%

CSFB/Tremont Sector Invest Indices

 
   Index Value 

Performance

WTD  MTD QTD   YTD    ITD
Convertible Arbitrage  99.28  0.06%  0.35%  -0.43%  -1.47%  -0.72%
Dedicated Short Bias  94.18  -0.42%  -1.98%  -2.26%  9.07%  -5.82%
Emerging Markets  121.71  0.22%  2.00%  -1.34%  14.66%  21.71%
Equity Market Neutral  104.83  0.25%  0.48%  1.53%  3.98%  4.83%
Event Driven  111.44  0.38%  0.81%  0.46%  5.00%  11.44%
Fixed Income Arbitrage  101.77  0.11%  0.18%  -0.07%  0.34%  1.77%
Global Macro  100.72  -0.18%  0.00%  -1.98%  -0.45%  0.72%
Long Short Equity  115.80  0.20%  1.44%  0.63%  9.17%  15.80%
Managed Futures  109.67  -4.76%  -3.52%  0.75%  -0.84%  9.67%
Multi-Strategy  108.29  0.29%  0.68%  0.44%  4.63%  8.29%

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 August 1, 2003 (for Investable Hedge Fund Index) and Oct 1, 2004 (for Sector Invest Indices)

Disclaimer:

CSFB/Tremont Sector Invest Indices (the “Indices”) weekly net asset values (“NAVs”) are indicative values published weekly on Tuesday evening (Eastern Time).  The indicative values of the weekly NAVs reflect information available to CSFB/Tremont Index LLC, the Index’s manager, (“CSFB/Tremont”) at the time of calculation.  Although CSFB/Tremont shall obtain information from the Index’s member funds and from sources which CSFB/Tremont considers reliable, none of CSFB/Tremont, its affiliates or any other party involved in the making or compiling of the information guarantee the accuracy and/or the completeness of any of this information.   None of CSFB/Tremont, its affiliates or any other party involved in the making or compiling of the information makes any representation or warranty, express or implied, as to the results to be obtained by any person or entity from any use of this information and disclaims all liability for any errors, omissions or delays in calculation of the weekly NAVs.   A user of this information assumes all risk of any use made of this information.  Indicative weekly values are not confirmed and will not be restated and as such may not match month end confirmed or estimated NAVs subsequently published by CSFB/Tremont. Weekly returns, as provided with the NAVs, reflect the change in returns relative to previously published weekly NAVs.  CSFB/Tremont, in its sole discretion, reserves the right to suspend or discontinue the publication of the weekly NAVs at any time and without notice for any reason, including, but not limited to global holidays or other events impacting the collection of data necessary to make the relevant calculations . Without limiting any of the foregoing, in no event shall CSFB/Tremont, its affiliates or any other party involved in the making or compiling of the information have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) even if notified of the possibility of such damages.

CSFB/Tremont Investable Hedge Fund Index (the “Index”) weekly net asset values (“NAVs”) are indicative values published weekly on Tuesday evening (Eastern Time).  The indicative values of the weekly NAVs reflect information available to CSFB/Tremont Index LLC, the Index’s manager, (“CSFB/Tremont”) at the time of calculation.  Although CSFB/Tremont shall obtain information from the Index’s member funds and from sources which CSFB/Tremont considers reliable, none of CSFB/Tremont, its affiliates or any other party involved in the making or compiling of the information guarantee the accuracy and/or the completeness of any of this information.   None of CSFB/Tremont, its affiliates or any other party involved in the making or compiling of the information makes any representation or warranty, express or implied, as to the results to be obtained by any person or entity from any use of this information and disclaims all liability for any errors, omissions or delays in calculation of the weekly NAVs.   A user of this information assumes all risk of any use made of this information.  Indicative weekly values are not confirmed and will not be restated and as such may not match month end confirmed or estimated NAVs subsequently published by CSFB/Tremont. Weekly returns, as provided with the NAVs, reflect the change in returns relative to previously published weekly NAVs.  CSFB/Tremont, in its sole discretion, reserves the right to suspend or discontinue the publication of the weekly NAVs at any time and without notice in the case of global holidays or other events impacting the collection of data necessary to make the relevant calculations. Without limiting any of the foregoing, in no event shall CSFB/Tremont, its affiliates or any other party involved in the making or compiling of the information have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) even if notified of the possibility of such damages.


© 1999-2014 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.