Performance

Monthly Performance  
     May 2016          Apr 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 541.65 0.36% 539.72 0.34% -1.52% -5.39% 7.83% 7.02% 0.75
   Convertible Arbitrage USD 422.15 0.58% 419.71 1.48% 1.68% -1.20% 6.64% 6.45% 0.63
   Dedicated Short Bias USD 29.20 -0.65% 29.39 -4.33% -5.81% 5.64% -5.34% 16.34% -0.48
   Emerging Markets USD 433.29 -0.21% 434.22 1.21% -0.25% -5.35% 6.76% 13.70% 0.31
   Equity Market Neutral USD 266.38 0.21% 265.82 -0.87% -1.02% 2.62% 4.47% 9.48% 0.20
   Event Driven USD 581.30 1.01% 575.46 1.67% -1.94% -11.06% 8.17% 6.16% 0.91
     Distressed USD 730.29 0.80% 724.47 1.62% 0.44% -5.94% 9.27% 6.27% 1.07
     Multi-Strategy USD 521.46 1.11% 515.74 1.72% -2.89% -13.01% 7.65% 6.69% 0.76
     Risk Arbitrage USD 353.80 0.48% 352.10 -0.23% 2.38% 0.23% 5.80% 4.00% 0.81
   Fixed Income Arbitrage USD 303.76 0.12% 303.41 1.42% 0.30% -0.08% 5.08% 5.25% 0.48
   Global Macro USD 865.14 -0.23% 867.10 0.25% -2.21% -6.19% 10.10% 9.02% 0.84
   Long/Short Equity USD 655.63 1.38% 646.70 -0.70% -3.20% -3.63% 8.75% 9.26% 0.67
   Managed Futures USD 310.09 -3.20% 320.33 -3.04% -2.07% -4.74% 5.18% 11.58% 0.23
   Multi-Strategy USD 525.09 0.94% 520.21 0.40% 0.75% 0.92% 7.77% 4.99% 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 1.80% 0.39% 3.57%
S&P Goldman Sachs Commodities IndexUSD 2.22% 10.14% 9.77%
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 -0.18% 1.37% 0.99%
Dow Jones World Emerging IndexUSD -3.42% 0.82% 1.58%
Dow Jones Latin America IndexUSD -10.80% 5.81% 11.19%
Dow Jones Global 1800 Asia Pacific ex Japan IndexUSD -2.83% 1.73% 0.08%
STOXX Eastern Europe Total Market IndexUSD -6.20% 3.08% 10.27%
Benchmark Indexes Disclosure


Download Historical Performance


© 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.