Performance

Monthly Performance  
     Jul 2015          Jun 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 569.89 0.87% 564.96 -1.31% 2.88% 4.50% 8.40% 7.09% 0.81
   Convertible Arbitrage USD 419.68 -1.04% 424.08 -0.75% 1.90% -2.13% 6.87% 6.52% 0.65
   Dedicated Short Bias USD 28.66 3.88% 27.59 -0.18% -5.35% -6.43% -5.63% 16.21% -0.51
   Emerging Markets USD 438.51 -2.01% 447.50 -2.25% 0.74% 1.96% 7.09% 13.89% 0.32
   Equity Market Neutral USD 265.06 0.56% 263.59 1.55% 0.15% 0.19% 4.62% 9.64% 0.20
   Event Driven USD 646.64 0.18% 645.47 -1.24% 2.22% -1.23% 9.03% 6.06% 1.05
     Distressed USD 761.35 -0.74% 766.99 -1.22% -0.83% -4.27% 9.86% 6.30% 1.14
     Multi-Strategy USD 595.08 0.53% 591.96 -1.25% 3.43% -0.02% 8.61% 6.55% 0.91
     Risk Arbitrage USD 349.72 -0.76% 352.39 -0.17% 1.62% -1.40% 5.97% 4.03% 0.82
   Fixed Income Arbitrage USD 304.26 0.30% 303.35 -0.21% 1.05% 1.70% 5.29% 5.32% 0.49
   Global Macro USD 917.43 1.26% 905.97 -1.76% 3.89% 6.13% 10.81% 9.10% 0.90
   Long/Short Equity USD 687.49 1.52% 677.20 -0.46% 5.11% 8.67% 9.34% 9.35% 0.71
   Managed Futures USD 319.88 4.33% 306.60 -5.81% 0.08% 18.98% 5.54% 11.60% 0.25
   Multi-Strategy USD 523.33 1.00% 518.15 -0.42% 4.27% 7.37% 8.07% 5.06% 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 2.10% -1.94% 3.35%
S&P Goldman Sachs Commodities IndexUSD -14.10% -0.11% -14.28%
Credit Suisse High Yield II IndexUSD -0.70% -1.38% 0.00%
Citigroup World Government Bond IndexUSD 0.48% -0.28% -3.56%
Dow Jones World IndexUSD 0.42% -2.46% 2.40%
Dow Jones World Emerging IndexUSD -7.31% -3.00% -5.34%
Dow Jones Latin America IndexUSD -8.52% 0.41% -16.30%
Dow Jones Global 1800 Asia Pacific ex Japan IndexUSD -1.25% -4.48% -3.13%
STOXX Eastern Europe Total Market IndexUSD -4.89% -2.53% 1.64%
Benchmark Indexes Disclosure


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© 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.