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January 10, 2006

Pricing Date January 9, 2006

CSFB/Tremont Sector Invest Indices

 
   Index Value 

Performance

WTD  MTD QTD   YTD    ITD
Convertible Arbitrage  99.91  0.59%  0.62%  0.62%  0.62%  -0.09%
Dedicated Short Bias  92.98  -2.03%  -2.05%  -2.05%  -2.05%  -7.02%
Emerging Markets  126.69  2.62%  2.32%  2.32%  2.32%  26.69%
Equity Market Neutral  105.36  0.37%  0.39%  0.39%  0.39%  5.36%
Event Driven  112.64  0.74%  0.65%  0.65%  0.65%  12.64%
Fixed Income Arbitrage  102.05  0.14%  0.04%  0.04%  0.04%  2.05%
Global Macro  102.27  1.32%  1.00%  1.00%  1.00%  2.27%
Long Short Equity  118.12  1.13%  1.43%  1.43%  1.43%  18.12%
Managed Futures  108.33  -1.03%  -1.49%  -1.49%  -1.49%  8.33%
Multi-Strategy  109.56  0.58%  0.28%  0.28%  0.28%  9.56%

CSFB/Tremont Investable Hedge Fund Index

 
   Index Value 

Performance

WTD  MTD QTD   YTD    ITD
CSFB/Tremont Investable Hedge Fund Index  113.80  0.51%  0.47%  0.47%  0.47%  13.80%
Convertible Arbitrage  106.62  0.50%  0.62%  0.62%  0.62%  6.62%
Dedicated Short Bias  79.97  -2.04%  -2.03%  -2.03%  -2.03%  -20.03%
Emerging Markets  162.33  2.82%  2.92%  2.92%  2.92%  62.33%
Equity Market Neutral  108.66  0.02%  0.07%  0.07%  0.07%  8.66%
Event Driven  122.05  0.70%  0.68%  0.68%  0.68%  22.05%
Fixed Income Arbitrage  101.69  0.08%  -0.02%  -0.02%  -0.02%  1.69%
Global Macro  109.06  1.32%  1.03%  1.03%  1.03%  9.06%
Long Short Equity  125.49  0.83%  1.26%  1.26%  1.26%  25.49%
Managed Futures  103.98  -1.15%  -1.26%  -1.26%  -1.26%  3.98%
Multi-Strategy  113.36  0.62%  0.25%  0.25%  0.25%  13.36%

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

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.


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