Performance

Monthly Performance  
     May 2015          Apr 2015 YTD 1 Year Avg
Index / Sub Strategies Currency Value ROR Value ROR Return Return Annl* Std Dev* Sharpe*
Credit Suisse Hedge Fund Index USD 572.48 0.83% 567.79 0.02% 3.35% 5.65% 8.49% 7.10% 0.82
   Convertible Arbitrage USD 427.29 0.52% 425.07 2.73% 3.75% -0.25% 7.02% 6.53% 0.66
   Dedicated Short Bias USD 27.64 -0.83% 27.87 -3.86% -8.72% -12.39% -5.83% 16.24% -0.52
   Emerging Markets USD 457.79 0.37% 456.09 3.36% 5.16% 8.15% 7.36% 13.92% 0.34
   Equity Market Neutral USD 259.57 1.00% 257.00 -0.44% -1.92% -1.89% 4.55% 9.67% 0.19
   Event Driven USD 653.55 0.85% 648.07 0.85% 3.32% 0.88% 9.16% 6.07% 1.07
     Distressed USD 776.43 0.31% 774.06 0.57% 1.13% -1.18% 10.04% 6.30% 1.17
     Multi-Strategy USD 599.47 1.04% 593.29 0.96% 4.20% 1.72% 8.72% 6.56% 0.92
     Risk Arbitrage USD 352.99 1.06% 349.28 0.81% 2.57% -0.63% 6.07% 4.03% 0.84
   Fixed Income Arbitrage USD 303.99 0.48% 302.54 0.63% 0.96% 2.32% 5.33% 5.34% 0.50
   Global Macro USD 922.18 0.71% 915.65 -0.75% 4.42% 7.23% 10.93% 9.12% 0.90
   Long/Short Equity USD 680.34 2.15% 666.03 -0.02% 4.01% 7.58% 9.37% 9.38% 0.71
   Managed Futures USD 325.51 -0.84% 328.28 -4.29% 1.85% 21.67% 5.67% 11.53% 0.26
   Multi-Strategy USD 520.31 0.65% 516.94 0.01% 3.67% 7.38% 8.10% 5.07% 1.07

*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 1.29% 0.96% 3.23%
S&P Goldman Sachs Commodities IndexUSD -1.99% 11.06% -0.09%
Credit Suisse High Yield II IndexUSD 0.39% 1.31% 0.00%
Citigroup World Government Bond IndexUSD -2.34% 1.10% -3.76%
Dow Jones World IndexUSD -0.29% 2.67% 4.54%
Dow Jones World Emerging IndexUSD -3.06% 7.13% 5.28%
Dow Jones Latin America IndexUSD -6.97% 9.52% -8.87%
Dow Jones Global 1800 Asia Pacific ex Japan IndexUSD -3.12% 3.66% 2.70%
STOXX Eastern Europe Total Market IndexUSD -5.79% 11.97% 9.64%
Benchmark Indexes Disclosure


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© 1999-2015 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.