Performance

Monthly Performance  
     Apr 2016          Mar 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 539.72 0.34% 537.90 0.29% -1.87% -4.94% 7.84% 7.04% 0.75
   Convertible Arbitrage USD 419.71 1.48% 413.57 1.70% 1.09% -1.26% 6.63% 6.46% 0.63
   Dedicated Short Bias USD 29.39 -4.33% 30.72 -6.63% -5.19% 5.45% -5.34% 16.37% -0.48
   Emerging Markets USD 434.22 1.21% 429.01 3.19% -0.03% -4.80% 6.80% 13.73% 0.31
   Equity Market Neutral USD 265.82 -0.87% 268.15 1.56% -1.23% 3.43% 4.47% 9.50% 0.20
   Event Driven USD 575.46 1.67% 566.00 0.30% -2.93% -11.20% 8.15% 6.17% 0.90
     Distressed USD 724.47 1.62% 712.90 0.57% -0.36% -6.41% 9.27% 6.28% 1.07
     Multi-Strategy USD 515.74 1.72% 507.01 0.17% -3.95% -13.07% 7.62% 6.71% 0.75
     Risk Arbitrage USD 352.10 -0.23% 352.92 1.31% 1.89% 0.81% 5.80% 4.00% 0.80
   Fixed Income Arbitrage USD 303.41 1.42% 299.17 0.59% 0.18% 0.29% 5.10% 5.26% 0.48
   Global Macro USD 867.10 0.25% 864.94 -0.13% -1.99% -5.30% 10.15% 9.04% 0.84
   Long/Short Equity USD 646.70 -0.70% 651.28 0.67% -4.52% -2.90% 8.72% 9.28% 0.66
   Managed Futures USD 320.33 -3.04% 330.39 -2.83% 1.17% -2.42% 5.35% 11.57% 0.24
   Multi-Strategy USD 520.21 0.40% 518.13 0.74% -0.18% 0.63% 7.75% 5.00% 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 0.39% 6.78% 1.74%
S&P Goldman Sachs Commodities IndexUSD 10.14% 4.93% 7.39%
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 1.37% 7.27% 1.17%
Dow Jones World Emerging IndexUSD 0.82% 12.32% 5.17%
Dow Jones Latin America IndexUSD 5.81% 19.59% 24.65%
Dow Jones Global 1800 Asia Pacific ex Japan IndexUSD 1.73% 11.23% 2.99%
STOXX Eastern Europe Total Market IndexUSD 3.08% 15.04% 17.56%
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.