Performance

Monthly Performance  
     Mar 2016          Feb 2016 YTD 1 Year Avg
Index / Sub Strategies Currency Value ROR Value ROR Return Return Annl* Std Dev* Sharpe*
Credit Suisse Hedge Fund Index USD 537.90 0.29% 536.37 -1.08% -2.20% -5.24% 7.86% 7.05% 0.75
   Convertible Arbitrage USD 413.57 1.70% 406.65 -0.09% -0.39% -0.05% 6.59% 6.47% 0.62
   Dedicated Short Bias USD 30.72 -6.63% 32.90 -3.06% -0.90% 5.97% -5.17% 16.38% -0.47
   Emerging Markets USD 429.01 3.19% 415.74 -0.87% -1.23% -2.77% 6.76% 13.75% 0.30
   Equity Market Neutral USD 268.15 1.56% 264.03 -0.73% -0.36% 3.88% 4.53% 9.51% 0.20
   Event Driven USD 566.00 0.30% 564.33 -1.81% -4.52% -11.92% 8.10% 6.18% 0.89
     Distressed USD 712.90 0.57% 708.88 -1.16% -1.95% -7.38% 9.23% 6.29% 1.06
     Multi-Strategy USD 507.01 0.17% 506.13 -2.09% -5.58% -13.73% 7.57% 6.71% 0.74
     Risk Arbitrage USD 352.92 1.31% 348.35 0.21% 2.12% 1.86% 5.83% 4.01% 0.81
   Fixed Income Arbitrage USD 299.17 0.59% 297.42 -1.05% -1.22% -0.49% 5.05% 5.27% 0.47
   Global Macro USD 864.94 -0.13% 866.04 -1.55% -2.23% -6.25% 10.18% 9.05% 0.84
   Long/Short Equity USD 651.28 0.67% 646.94 -1.76% -3.85% -2.23% 8.79% 9.29% 0.67
   Managed Futures USD 330.39 -2.83% 340.01 3.23% 4.35% -3.67% 5.52% 11.57% 0.25
   Multi-Strategy USD 518.13 0.74% 514.31 -0.84% -0.58% 0.24% 7.76% 5.01% 1.04

*Average Annual Index data begins January 1994. Monthly Standard Deviation annualized. Sharpe ratio calculated using the rolling 90 day T-bill rate.



S&P 500USD 6.78% -0.13% 1.35%
S&P Goldman Sachs Commodities IndexUSD 4.93% -2.01% -2.50%
Credit Suisse High Yield II IndexUSD 4.23% 0.31% 2.82%
Citigroup World Government Bond IndexUSD 0.00% 0.00% 0.61%
Dow Jones World IndexUSD 7.27% -0.73% -0.20%
Dow Jones World Emerging IndexUSD 12.32% 0.15% 4.32%
Dow Jones Latin America IndexUSD 19.59% 3.65% 17.80%
Dow Jones Global 1800 Asia Pacific ex Japan IndexUSD 11.23% -0.62% 1.24%
STOXX Eastern Europe Total Market IndexUSD 15.04% 2.39% 14.05%
Benchmark Indexes Disclosure


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© 1999-2016 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.