Performance

Monthly Performance Weekly Performance  
Publication of monthly performance values of the Blue Chip Hedge Fund Indexes will be discontinued as of March 31, 2014.
Final March 2014 values will be updated on May 15, 2014. Please reference the AllHedge Indexes for monthly values on an investable hedge fund index.
     Mar 2014          Feb 2014 YTD 1 Year Avg
Index / Sub Strategies Currency Value** ROR Value ROR Return Return Annl* Std Dev* Sharpe*
Credit Suisse Investable Index USD 145.20 -0.89% 146.50 1.63% -0.50% 2.91% 3.56% 6.75% 0.31
   Convertible Arbitrage USD 149.65 0.60% 148.76 -0.48% 2.82% 5.45% 3.85% 14.01% 0.17
   Dedicated Short Bias USD 38.54 1.21% 38.08 -4.03% -2.73% -22.41% -8.55% 16.57% -0.61
   Emerging Markets USD 242.88 -0.92% 245.14 1.12% -2.26% 0.43% 8.68% 12.78% 0.56
   Equity Market Neutral USD 78.41 -0.75% 79.00 1.39% -0.06% 0.49% -2.25% 17.11% -0.22
   Event Driven USD 178.38 -0.89% 179.99 3.22% 3.25% 13.03% 5.58% 8.49% 0.48
   Fixed Income Arbitrage USD 90.29 0.00% 90.29 0.46% 0.52% -1.63% -0.95% 11.34% -0.21
   Global Macro USD 163.23 -0.92% 164.75 -0.74% -3.56% -2.01% 4.70% 8.98% 0.36
   Long/Short Equity USD 148.87 -1.71% 151.46 2.71% -1.31% 12.08% 3.80% 9.27% 0.25
   Managed Futures USD 137.07 -1.52% 139.19 1.99% -3.84% -9.64% 3.00% 10.74% 0.14
   Multi-Strategy USD 166.06 0.21% 165.72 1.00% 1.66% 4.51% 4.87% 8.91% 0.38

*Average Annual Index data begins October 2003. Monthly Standard Deviation annualized. Sharpe Ratio is calculated in the following ways: USD uses rolling 90 day T-bill rate, JPY uses rolling BBA LIBOR JPY 1 Month, CHF uses rolling BBA LIBOR CHF 1 Month, EUR uses rolling Euribor 1 Month.

**As of September 30, 2008 the Value for the Blue Chip Index will be reported as a Suspension Alternate Value (SAV) in accordance with the Official Index Rules.The SAV takes into account the estimated value of underlying funds which have suspended redemptions or have temporarily stopped reporting performance to the Index. Consistent with Value reporting procedures, the SAV will be published as an estimated value and a confirmed value will be published according to the usual timetable for publication of the Index value.Please see the Official Index Rules in the Documents section for a detailed explanation of how the SAV is calculated.


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.