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

Monthly Performance  
        Jun 2010         May 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 USD 418.89 -0.84% 422.45 -2.76% 0.63% 11.33% 9.07% 7.76% 0.72
   Convertible Arbitrage USD 335.19 0.01% 335.15 -2.51% 2.65% 22.02% 7.61% 7.17% 0.58
   Dedicated Short Bias USD 64.83 5.45% 61.48 5.84% -2.77% -18.28% -2.59% 16.93% -0.36
   Emerging Markets USD 341.14 -0.03% 341.24 -4.28% -0.81% 13.93% 7.72% 15.39% 0.28
   Equity Market Neutral USD 223.93 -0.99% 226.18 -3.30% -4.55% -1.76% 5.01% 10.73% 0.14
   Event Driven USD 484.87 -1.58% 492.63 -3.07% 1.84% 14.97% 10.04% 6.11% 1.08
     Distressed USD 563.19 -1.10% 569.45 -2.50% 2.98% 17.13% 11.04% 6.69% 1.13
     Multi-Strategy USD 449.30 -1.97% 458.31 -3.53% 0.97% 13.42% 9.53% 6.49% 0.93
     Risk Arbitrage USD 310.52 0.10% 310.20 -1.52% -0.14% 5.20% 7.11% 4.18% 0.87
   Fixed Income Arbitrage USD 224.22 0.92% 222.17 -0.79% 5.52% 20.22% 5.02% 6.01% 0.26
   Global Macro USD 677.29 0.56% 673.49 -0.63% 4.20% 12.41% 12.29% 10.16% 0.87
   Long/Short Equity USD 464.78 -2.07% 474.61 -4.13% -3.22% 6.85% 9.76% 10.02% 0.63
   Managed Futures USD 266.21 0.42% 265.09 -4.03% 0.26% 1.19% 6.11% 11.76% 0.22
   Multi-Strategy USD 345.35 -0.81% 348.18 -2.19% 0.48% 11.51% 7.93% 5.48% 0.81

*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-5.23%-7.99%-6.65% 
Merrill Lynch All US Convertibles IndexUSD-3.10%-4.80%-0.49% 
Goldman Sachs Commodities IndexUSD0.42%-13.19%-11.21% 
Credit Suisse High Yield II IndexUSD1.16%-3.18%4.69% 
Citigroup World Government Bond IndexUSD1.72%-1.04%-1.04% 
Dow Jones World IndexUSD-3.14%-9.77%-9.68% 
Dow Jones World Emerging IndexUSD-0.39%-9.32%-6.44% 
Dow Jones Latin America IndexUSD-3.32%-9.20%-11.63% 
Dow Jones Global 1800 Asia Pacific ex Japan IndexUSD-0.10%-13.18%-11.68% 
Dow Jones STOXX Eastern Europe Total Market IndexUSD-4.84%-20.19%-27.03% 
Benchmark Indices Disclaimer


Download Historical Performance


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