Performance

Monthly Performance  
     Feb 2015          Jan 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 564.29 1.06% 558.39 0.81% 1.87% 4.59% 8.52% 7.14% 0.81
   Convertible Arbitrage USD 414.91 0.95% 410.99 -0.21% 0.74% -3.12% 6.95% 6.55% 0.65
   Dedicated Short Bias USD 29.08 -5.74% 30.85 1.88% -3.96% -4.87% -5.67% 16.32% -0.51
   Emerging Markets USD 437.99 -0.04% 438.18 0.66% 0.62% 2.69% 7.23% 13.99% 0.32
   Equity Market Neutral USD 258.67 -1.90% 263.69 -0.37% -2.26% -3.75% 4.59% 9.72% 0.19
   Event Driven USD 640.28 2.25% 626.22 -1.00% 1.22% -0.22% 9.17% 6.10% 1.06
     Distressed USD 769.00 1.23% 759.68 -1.05% 0.17% 0.26% 10.12% 6.33% 1.17
     Multi-Strategy USD 584.87 2.67% 569.65 -0.99% 1.66% -0.49% 8.70% 6.60% 0.91
     Risk Arbitrage USD 346.35 1.50% 341.24 -0.85% 0.64% -2.09% 6.04% 4.05% 0.82
   Fixed Income Arbitrage USD 300.88 0.74% 298.66 -0.81% -0.07% 2.59% 5.34% 5.37% 0.49
   Global Macro USD 910.69 0.42% 906.87 2.69% 3.12% 6.73% 11.00% 9.16% 0.90
   Long/Short Equity USD 668.97 1.99% 655.94 0.28% 2.28% 5.01% 9.39% 9.43% 0.71
   Managed Futures USD 334.95 -1.15% 338.86 6.02% 4.80% 27.25% 5.88% 11.54% 0.27
   Multi-Strategy USD 511.51 0.72% 507.86 1.19% 1.91% 5.77% 8.12% 5.10% 1.06

*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 5.75% -3.00% 2.57%
S&P Goldman Sachs Commodities IndexUSD 6.47% -7.50% -1.52%
Credit Suisse High Yield II IndexUSD 2.60% -1.29% 0.00%
Citigroup World Government Bond IndexUSD -1.14% -0.29% -1.42%
Dow Jones World IndexUSD 5.27% -1.46% 3.73%
Dow Jones World Emerging IndexUSD 2.72% 0.44% 3.18%
Dow Jones Latin America IndexUSD 3.47% -6.57% -3.33%
Dow Jones Global 1800 Asia Pacific ex Japan IndexUSD 3.73% 0.18% 3.92%
STOXX Eastern Europe Total Market IndexUSD 9.65% -2.29% 7.13%
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.