Dow Jones Credit Suisse Hedge Fund Index

Index/Sub Strategies
	Dow Jones Credit Suisse Core Hedge Fund Index
	Convertible Arbitrage
	Emerging Markets
	Event Driven
	Fixed Income Arbitrage
	Global Macro
	Long/Short Equity
	Managed Futures

Performance

Overview

Constituents

Methodology

Documents

FAQ

Performance

Daily Performance

Monthly Performance

							Historical Performance
		Apr 2013		Mar 2013					Avg
Index / Sub Strategies	Currency	Value	ROR	Value	ROR	YTD	2012	2011	Annl^*	Std Dev^*	Sharpe^*
Dow Jones Credit Suisse Core Hedge Fund Index	USD	98.43	0.72%	97.73	0.76%	2.82%	3.38%	-7.40%	5.94%	6.26%	0.71
Convertible Arbitrage	USD	101.57	0.75%	100.81	1.00%	2.81%	6.99%	-7.66%	3.82%	10.47%	0.22
Emerging Markets	USD	102.85	0.90%	101.93	-0.40%	2.28%	3.03%	-2.40%	8.38%	9.87%	0.70
Event Driven	USD	97.48	0.76%	96.74	1.83%	4.39%	6.75%	-12.53%	5.13%	7.73%	0.47
Fixed Income Arbitrage	USD	99.80	-0.01%	99.81	-1.02%	-0.93%	2.02%	-1.26%	6.11%	7.95%	0.58
Global Macro	USD	96.40	0.60%	95.83	0.25%	1.44%	5.70%	-10.09%	5.60%	6.88%	0.60
Long/Short Equity	USD	98.41	0.06%	98.35	1.36%	3.97%	2.07%	-7.27%	5.80%	8.20%	0.53
Managed Futures	USD	97.31	2.62%	94.83	2.09%	6.13%	-5.51%	-2.95%	7.04%	11.59%	0.48
Net Index	USD	95.86	0.78%	95.12	0.61%	2.56%	2.00%	-8.37%	4.96%	6.24%	0.56

*Statistics include hypothetical performance of the Dow Jones Credit Suisse Core Hedge Fund Index from January 1, 2006 to December 31, 2010 and actual performance from January 1, 2011. 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. Please refer to the disclaimer for important information regarding simulated performance.



S&P 500	USD		1.93%		3.75%	12.74%
Merrill Lynch All US Convertibles Index	USD		0.00%		0.00%	3.53%
S&P Goldman Sachs Commodities Index	USD		-4.73%		0.77%	-4.21%
Credit Suisse High Yield II Index	USD		1.84%		1.03%	4.83%
Citigroup World Government Bond Index	USD		1.07%		-0.31%	-1.73%
Dow Jones World Index	USD		2.58%		1.72%	9.05%
Dow Jones World Emerging Index	USD		0.73%		-1.63%	-0.46%
Dow Jones Latin America Index	USD		-0.96%		-0.50%	-0.38%
Dow Jones Global 1800 Asia Pacific ex Japan Index	USD		3.77%		-1.26%	8.52%
STOXX Eastern Europe Total Market Index	USD		-0.49%		-3.04%	-3.46%
Benchmark Indexes Disclosure

Download Historical Performance

Data as of: May-16
Current Value Week Ending
Index / Sub Strategies	Currency	May-16	May-10	1 Day	WTD	MTD	QTD	YTD	ITD
Dow Jones Credit Suisse Core Hedge Fund Index	USD	99.38	98.95	-0.04%	0.44%	0.97%	1.70%	3.82%	54.13%
Convertible Arbitrage	USD	102.71	102.58	0.04%	0.13%	1.13%	1.89%	3.97%	33.15%
Emerging Markets	USD	103.25	103.33	0.05%	-0.08%	0.39%	1.30%	2.68%	81.12%
Event Driven	USD	99.64	99.22	-0.14%	0.42%	2.22%	3.00%	6.71%	47.53%
Fixed Income Arbitrage	USD	98.21	98.28	0.13%	-0.07%	-1.59%	-1.60%	-2.51%	52.06%
Global Macro	USD	97.47	96.95	0.09%	0.54%	1.11%	1.72%	2.56%	50.73%
Long/Short Equity	USD	100.83	100.29	-0.42%	0.54%	2.46%	2.52%	6.53%	54.90%
Managed Futures	USD	96.66	95.53	0.15%	1.18%	-0.67%	1.93%	5.41%	63.62%


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