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*
   Net Index USD 95.86 0.78% 95.12 0.61% 2.56% 2.01% -8.37% 4.96% 6.24% 0.65

*Statistics include hypothetical performance of the 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 500USD 0.84% 4.57% 1.81%
S&P Goldman Sachs Commodities IndexUSD 0.14% 4.51% 2.94%
Credit Suisse High Yield II IndexUSD 0.27% 2.02% 3.07%
Citigroup World Government Bond IndexUSD -0.09% 1.43% 2.66%
Dow Jones World IndexUSD 0.19% 4.66% 0.84%
Dow Jones World Emerging IndexUSD 2.48% 3.30% -0.67%
Dow Jones Latin America IndexUSD 8.19% 1.35% -0.99%
Dow Jones Global 1800 Asia Pacific ex Japan IndexUSD 2.28% 5.82% 2.46%
STOXX Eastern Europe Total Market IndexUSD -0.23% 2.16% -6.47%
Benchmark Indexes Disclosure


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