Performance

Monthly Performance  
     Aug 2014          Jul 2014 YTD 1 Year Avg
Index / Sub Strategies Currency Value ROR Value ROR Return Return Annl* Std Dev* Sharpe*
Credit Suisse Hedge Fund Index USD 550.14 0.88% 545.35 -0.31% 3.42% 9.09% 8.60% 7.21% 0.81
   Convertible Arbitrage USD 427.61 -0.28% 428.83 0.06% 2.08% 3.61% 7.28% 6.59% 0.68
   Dedicated Short Bias USD 29.67 -3.13% 30.63 2.00% -7.51% -16.00% -5.71% 16.41% -0.52
   Emerging Markets USD 431.41 0.31% 430.06 0.45% 0.62% 6.43% 7.33% 14.15% 0.32
   Equity Market Neutral USD 264.53 -0.02% 264.57 -0.70% -1.24% 4.77% 4.82% 9.82% 0.21
   Event Driven USD 655.47 0.12% 654.68 -0.59% 5.25% 11.91% 9.52% 6.10% 1.11
     Distressed USD 791.45 -0.48% 795.28 -0.19% 5.72% 12.64% 10.53% 6.35% 1.22
     Multi-Strategy USD 597.49 0.38% 595.21 -0.77% 5.04% 11.61% 9.03% 6.60% 0.95
     Risk Arbitrage USD 355.46 0.22% 354.68 -1.40% 1.92% 3.84% 6.33% 4.01% 0.88
   Fixed Income Arbitrage USD 299.70 0.18% 299.16 0.30% 3.89% 5.77% 5.45% 5.43% 0.49
   Global Macro USD 874.28 1.13% 864.47 -0.01% 2.08% 5.79% 11.06% 9.25% 0.90
   Long/Short Equity USD 640.81 1.29% 632.62 -0.97% 3.40% 12.84% 9.40% 9.53% 0.70
   Managed Futures USD 282.36 5.02% 268.86 -1.03% 4.57% 9.87% 5.15% 11.50% 0.21
   Multi-Strategy USD 491.45 0.83% 487.40 0.13% 3.88% 9.92% 8.11% 5.15% 1.04

*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 4.00% -1.38% 9.89%
S&P Goldman Sachs Commodities IndexUSD -1.64% -5.30% -1.53%
Credit Suisse High Yield II IndexUSD -1.26% 0.84% 4.22%
Citigroup World Government Bond IndexUSD 0.45% -0.94% 4.48%
Dow Jones World IndexUSD 2.05% -1.51% 5.79%
Dow Jones World Emerging IndexUSD 2.03% 1.28% 9.29%
Dow Jones Latin America IndexUSD 7.40% 0.74% 13.30%
Dow Jones Global 1800 Asia Pacific ex Japan IndexUSD -0.23% 3.43% 8.93%
STOXX Eastern Europe Total Market IndexUSD -1.46% -7.28% -8.71%
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.