English | 日本語 | Deutsch | 中文
USD | EUR | JPY | CHF | GBP
Performance

Monthly Performance  
        Jul 2010         Jun 2010 YTD 1 Year Avg
Index / Sub Strategies Currency Value ROR Value ROR Return Return Annl* Std Dev* Sharpe*
Dow Jones Credit Suisse Hedge Fund Index CHF 282.52 1.48% 278.39 -0.84% 1.69% 9.39% 6.46% 7.70% 0.62
   Convertible Arbitrage CHF 225.17 2.09% 220.56 -0.05% 4.34% 16.92% 5.02% 7.16% 0.47
   Dedicated Short Bias CHF 39.72 -3.45% 41.14 5.02% -6.34% -15.27% -5.42% 16.80% -0.42
   Emerging Markets CHF 239.12 3.35% 231.37 -0.09% 1.84% 12.33% 5.40% 15.32% 0.24
   Equity Market Neutral CHF 143.52 1.56% 141.31 -0.99% -3.51% -2.69% 2.20% 11.08% 0.05
   Event Driven CHF 325.38 1.46% 320.71 -1.53% 2.95% 13.28% 7.37% 5.99% 0.95
     Distressed CHF 375.95 1.01% 372.19 -1.08% 3.67% 15.02% 8.31% 6.58% 1.01
     Multi-Strategy CHF 303.42 1.78% 298.10 -1.89% 2.38% 12.00% 6.92% 6.38% 0.82
     Risk Arbitrage CHF 205.70 1.50% 202.66 0.04% 0.97% 4.92% 4.45% 4.08% 0.68
   Fixed Income Arbitrage CHF 147.91 1.11% 146.29 0.80% 6.34% 16.53% 2.39% 6.03% 0.12
   Global Macro CHF 457.50 0.58% 454.88 0.47% 4.50% 10.34% 9.60% 10.14% 0.78
   Long/Short Equity CHF 311.82 2.39% 304.55 -1.99% -1.41% 5.41% 7.10% 9.91% 0.55
   Managed Futures CHF 164.18 -1.50% 166.68 0.34% -1.94% -1.11% 3.04% 11.61% 0.12
   Multi-Strategy CHF 226.79 1.56% 223.32 -0.82% 1.68% 9.27% 5.06% 5.39% 0.63

*Average Annual Index data begins January 1994. Monthly Standard Deviation annualized. Sharpe ratio calculated using the rolling 90 day T-bill rate.


S&P 500USD7.01%-5.23%-0.11% 
Merrill Lynch All US Convertibles IndexUSD4.78%-3.10%4.27% 
Goldman Sachs Commodities IndexUSD5.63%0.42%-6.21% 
Credit Suisse High Yield II IndexUSD3.09%1.16%7.92% 
Citigroup World Government Bond IndexUSD3.64%1.72%2.56% 
Dow Jones World IndexUSD7.90%-3.14%-2.55% 
Dow Jones World Emerging IndexUSD7.93%-0.39%0.99% 
Dow Jones Latin America IndexUSD12.08%-3.32%-0.95% 
Dow Jones Global 1800 Asia Pacific ex Japan IndexUSD9.28%-0.10%-3.49% 
Dow Jones STOXX Eastern Europe Total Market IndexUSD20.97%-4.84%-11.73% 
Benchmark Indices Disclaimer


Download Historical Performance

Contact Us | Privacy Policy | Legal Terms

© 1999-2010 Credit Suisse Hedge Index LLC. All rights reserved.