Performance

Monthly Performance  
     Jun 2014          May 2014 YTD 1 Year Avg
Index / Sub Strategies Currency Value ROR Value ROR Return Return Annl* Std Dev* Sharpe*
Credit Suisse Hedge Fund Index USD 547.04 0.96% 541.85 1.13% 2.84% 8.84% 8.64% 7.24% 0.81
   Convertible Arbitrage USD 428.58 0.05% 428.37 -0.52% 2.32% 4.51% 7.36% 6.61% 0.69
   Dedicated Short Bias USD 30.03 -4.82% 31.55 -1.10% -6.39% -19.83% -5.70% 16.45% -0.52
   Emerging Markets USD 428.12 1.14% 423.30 1.35% -0.15% 5.27% 7.35% 14.20% 0.32
   Equity Market Neutral USD 266.44 0.70% 264.58 -0.27% -0.53% 5.80% 4.90% 9.86% 0.21
   Event Driven USD 658.59 1.66% 647.84 1.07% 5.75% 14.09% 9.63% 6.11% 1.12
     Distressed USD 796.80 1.41% 785.72 1.45% 6.43% 14.34% 10.65% 6.36% 1.23
     Multi-Strategy USD 599.80 1.77% 589.36 0.90% 5.44% 14.03% 9.13% 6.62% 0.96
     Risk Arbitrage USD 359.72 1.27% 355.22 0.56% 3.14% 6.14% 6.44% 4.01% 0.91
   Fixed Income Arbitrage USD 298.28 0.40% 297.10 0.45% 3.40% 5.89% 5.48% 5.45% 0.49
   Global Macro USD 864.56 0.53% 860.02 1.02% 0.94% 3.92% 11.10% 9.29% 0.89
   Long/Short Equity USD 638.79 1.01% 632.42 1.51% 3.08% 13.41% 9.47% 9.56% 0.70
   Managed Futures USD 271.65 1.54% 267.54 3.09% 0.60% 1.68% 5.00% 11.50% 0.19
   Multi-Strategy USD 486.75 0.45% 484.57 0.89% 2.89% 10.22% 8.13% 5.17% 1.03

*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 2.07% 2.35% 7.14%
S&P Goldman Sachs Commodities IndexUSD 2.12% -0.18% 5.71%
Credit Suisse High Yield II IndexUSD 0.84% 0.90% 5.55%
Citigroup World Government Bond IndexUSD 0.80% 0.36% 5.00%
Dow Jones World IndexUSD 1.96% 1.83% 5.25%
Dow Jones World Emerging IndexUSD 2.76% 3.56% 5.76%
Dow Jones Latin America IndexUSD 3.92% -0.03% 4.71%
Dow Jones Global 1800 Asia Pacific ex Japan IndexUSD -0.22% 1.15% 5.56%
STOXX Eastern Europe Total Market IndexUSD 2.43% 6.90% -0.08%
Benchmark Indexes Disclosure


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© 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.