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February 22, 2006

Pricing Date February 21, 2006

Credit Suisse/Tremont Sector Invest Indices

 
   Index Value 

Performance

WTD  MTD QTD   YTD    ITD
Convertible Arbitrage  102.37  0.23%  0.93%  3.16%  3.16%  2.37%
Dedicated Short Bias  91.56  -0.74%  0.33%  -3.56%  -3.56%  -8.44%
Emerging Markets  134.83  1.13%  2.22%  9.27%  9.27%  34.83%
Equity Market Neutral  106.47  -0.27%  -0.01%  1.34%  1.34%  6.47%
Event Driven  114.79  0.08%  -0.02%  2.55%  2.55%  14.79%
Fixed Income Arbitrage  103.20  -0.07%  0.29%  1.14%  1.14%  3.20%
Global Macro  102.57  -0.23%  -0.30%  1.18%  1.18%  2.57%
Long Short Equity  120.78  -0.03%  -0.34%  3.66%  3.66%  20.78%
Managed Futures  108.17  -0.26%  -1.79%  -1.69%  -1.69%  8.17%
Multi-Strategy  112.44  0.28%  0.29%  2.63%  2.63%  12.44%

Credit Suisse/Tremont Investable Hedge Fund Index

 
   Index Value 

Performance

WTD  MTD QTD   YTD    ITD
Credit Suisse/Tremont Investable Hedge Fund Index  115.56  0.18%  -0.01%  1.92%  1.92%  15.56%
Convertible Arbitrage  109.43  0.29%  0.90%  3.22%  3.22%  9.43%
Dedicated Short Bias  78.92  -0.73%  0.26%  -3.34%  -3.34%  -21.08%
Emerging Markets  175.67  1.64%  2.64%  11.17%  11.17%  75.67%
Equity Market Neutral  110.31  0.51%  0.81%  1.54%  1.54%  10.31%
Event Driven  124.77  0.17%  0.08%  2.84%  2.84%  24.77%
Fixed Income Arbitrage  102.83  -0.08%  0.26%  0.97%  0.97%  2.83%
Global Macro  109.31  -0.36%  -0.20%  1.22%  1.22%  9.31%
Long Short Equity  125.80  0.36%  -0.78%  1.38%  1.38%  25.80%
Managed Futures  102.78  -0.50%  -2.72%  -2.46%  -2.46%  2.78%
Multi-Strategy  116.16  0.35%  0.30%  2.58%  2.58%  16.16%

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:

Credit Suisse/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 Credit Suisse Tremont Index LLC, the Index’s manager, (“Credit Suisse Tremont”) at the time of calculation.  Although Credit Suisse Tremont shall obtain information from the Index’s member funds and from sources which Credit Suisse Tremont considers reliable, none of Credit Suisse 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 Credit Suisse 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 Credit Suisse Tremont. Weekly returns, as provided with the NAVs, reflect the change in returns relative to previously published weekly NAVs.  Credit Suisse 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 Credit Suisse 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.

Credit Suisse/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 Credit Suisse Tremont Index LLC, the Index’s manager, (“Credit Suisse Tremont”) at the time of calculation.  Although Credit Suisse Tremont shall obtain information from the Index’s member funds and from sources which Credit Suisse Tremont considers reliable, none of Credit Suisse 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 Credit Suisse 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 Credit Suisse Tremont. Weekly returns, as provided with the NAVs, reflect the change in returns relative to previously published weekly NAVs.  Credit Suisse 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 Credit Suisse 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.