Performance

Monthly Performance  
     Apr 2015          Mar 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 567.79 0.02% 567.67 0.60% 2.50% 5.97% 8.48% 7.11% 0.81
   Convertible Arbitrage USD 425.07 2.73% 413.77 -0.27% 3.21% -1.28% 7.02% 6.55% 0.66
   Dedicated Short Bias USD 27.87 -3.86% 28.99 -0.31% -7.96% -12.63% -5.81% 16.27% -0.52
   Emerging Markets USD 456.09 3.36% 441.25 0.74% 4.77% 9.20% 7.37% 13.94% 0.34
   Equity Market Neutral USD 257.00 -0.44% 258.13 -0.21% -2.89% -3.13% 4.52% 9.69% 0.19
   Event Driven USD 648.07 0.85% 642.61 0.36% 2.45% 1.10% 9.16% 6.08% 1.06
     Distressed USD 774.06 0.57% 769.71 0.09% 0.83% -0.05% 10.07% 6.31% 1.17
     Multi-Strategy USD 593.29 0.96% 587.67 0.48% 3.12% 1.57% 8.70% 6.58% 0.91
     Risk Arbitrage USD 349.28 0.81% 346.49 0.04% 1.49% -1.12% 6.04% 4.04% 0.83
   Fixed Income Arbitrage USD 302.54 0.63% 300.65 -0.08% 0.48% 2.29% 5.33% 5.35% 0.49
   Global Macro USD 915.65 -0.75% 922.56 1.30% 3.68% 7.56% 10.94% 9.14% 0.90
   Long/Short Equity USD 666.03 -0.02% 666.13 -0.42% 1.83% 6.90% 9.30% 9.40% 0.70
   Managed Futures USD 328.28 -4.29% 342.99 2.40% 2.71% 26.50% 5.73% 11.55% 0.26
   Multi-Strategy USD 516.94 0.01% 516.89 1.05% 3.00% 7.63% 8.10% 5.08% 1.07

*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 0.96% -1.58% 1.92%
S&P Goldman Sachs Commodities IndexUSD 11.06% -6.81% 1.93%
Credit Suisse High Yield II IndexUSD 1.31% -0.44% 0.00%
Citigroup World Government Bond IndexUSD 1.10% -1.11% -1.45%
Dow Jones World IndexUSD 2.67% -1.55% 4.85%
Dow Jones World Emerging IndexUSD 7.13% -1.75% 8.60%
Dow Jones Latin America IndexUSD 9.52% -7.48% -2.04%
Dow Jones Global 1800 Asia Pacific ex Japan IndexUSD 3.66% -1.60% 6.01%
STOXX Eastern Europe Total Market IndexUSD 11.97% -2.99% 16.38%
Benchmark Indexes Disclosure


Download Historical Performance


© 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.