Dow Jones Credit Suisse Hedge Fund Index

Index/Sub Strategies
	Dow Jones Credit Suisse Blue Chip Hedge Fund Index
	Convertible Arbitrage
	Dedicated Short Bias
	Emerging Markets
	Equity Market Neutral
	Event Driven
	Fixed Income Arbitrage
	Global Macro
	Long/Short Equity
	Managed Futures
	Multi-Strategy

Performance

Overview

Constituents

Methodology

Documents

FAQ

Performance

Monthly Performance

Weekly Performance


		Apr 2013		Mar 2013		YTD	1 Year	Avg
Index / Sub Strategies	Currency	Value^^	ROR	Value	ROR	Return	Return	Annl^*	Std Dev^*	Sharpe^*
Dow Jones Credit Suisse Investable Index	USD	143.22	1.51%	141.09	1.31%	4.13%	6.37%	3.75%	6.94%	0.30
Convertible Arbitrage	USD	141.47	-0.31%	141.91	0.41%	1.31%	4.15%	3.62%	14.63%	0.14
Dedicated Short Bias	USD	48.25	-2.87%	49.67	-1.53%	-9.89%	-13.70%	-7.20%	17.12%	-0.52
Emerging Markets	USD	245.60	1.56%	241.84	0.38%	6.92%	12.47%	9.65%	13.14%	0.61
Equity Market Neutral	USD	79.26	1.57%	78.03	-1.61%	0.12%	0.78%	-2.36%	17.88%	-0.22
Event Driven	USD	159.37	0.98%	157.81	2.24%	4.28%	4.20%	4.90%	8.77%	0.37
Fixed Income Arbitrage	USD	92.88	1.19%	91.79	0.20%	2.13%	7.18%	-0.75%	11.85%	-0.20
Global Macro	USD	168.62	1.22%	166.58	1.06%	0.13%	-1.73%	5.50%	9.29%	0.42
Long/Short Equity	USD	134.44	1.21%	132.83	1.96%	7.11%	10.82%	3.08%	9.43%	0.15
Managed Futures	USD	157.24	3.66%	151.70	1.85%	7.71%	4.35%	4.75%	10.70%	0.29
Multi-Strategy	USD	159.92	0.65%	158.89	0.66%	1.04%	14.60%	4.93%	9.31%	0.35

*Average Annual Index data begins October 2003. Monthly Standard Deviation annualized. Sharpe Ratio is calculated in the following ways: USD uses rolling 90 day T-bill rate, JPY uses rolling BBA LIBOR JPY 1 Month, CHF uses rolling BBA LIBOR CHF 1 Month, EUR uses rolling Euribor 1 Month.

**As of September 30, 2008 the Value for the Blue Chip Index will be reported as a Suspension Alternate Value (SAV) in accordance with the Official Index Rules.The SAV takes into account the estimated value of underlying funds which have suspended redemptions or have temporarily stopped reporting performance to the Index. Consistent with Value reporting procedures, the SAV will be published as an estimated value and a confirmed value will be published according to the usual timetable for publication of the Index value.Please see the Official Index Rules in the Documents section for a detailed explanation of how the SAV is calculated.

S&P 500	USD		1.93%		3.75%	12.74%
Merrill Lynch All US Convertibles Index	USD		0.00%		0.00%	3.53%
S&P Goldman Sachs Commodities Index	USD		-4.73%		0.77%	-4.21%
Credit Suisse High Yield II Index	USD		1.84%		1.03%	4.83%
Citigroup World Government Bond Index	USD		1.07%		-0.31%	-1.73%
Dow Jones World Index	USD		2.58%		1.72%	9.05%
Dow Jones World Emerging Index	USD		0.73%		-1.63%	-0.46%
Dow Jones Latin America Index	USD		-0.96%		-0.50%	-0.38%
Dow Jones Global 1800 Asia Pacific ex Japan Index	USD		3.77%		-1.26%	8.52%
STOXX Eastern Europe Total Market Index	USD		-0.49%		-3.04%	-3.46%
Benchmark Indexes Disclosure

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Disclaimer

Week Ending: May 13, 2013
Index / Sub Strategies	Currency	Value^^	WTD*	MTD*	QTD*	YTD*	ITD*
Dow Jones Credit Suisse Blue Chip Hedge Fund Index	USD	143.62	-0.14%	0.28%	1.79%	4.42%	43.62%
Convertible Arbitrage	USD	141.59	0.10%	0.09%	-0.22%	1.40%	41.59%
Dedicated Short Bias	USD	47.80	-0.54%	-0.92%	-3.76%	-10.72%	-52.20%
Emerging Markets	USD	248.28	0.47%	1.09%	2.66%	8.09%	148.28%
Equity Market Neutral	USD	78.50	-0.41%	-0.95%	0.60%	-0.84%	-21.50%
Event Driven	USD	159.86	0.23%	0.31%	1.30%	4.60%	59.86%
Fixed Income Arbitrage	USD	93.21	0.45%	0.35%	1.54%	2.49%	-6.79%
Global Macro	USD	169.56	0.25%	0.56%	1.79%	0.69%	69.56%
Long/Short Equity	USD	136.47	1.17%	1.51%	2.73%	8.72%	36.47%
Managed Futures	USD	155.98	-0.87%	-0.80%	2.82%	6.85%	55.98%
Multi-Strategy	USD	160.09	-1.87%	0.11%	0.76%	1.15%	60.09%
WTD - weekly performance as of the pricing date MTD - month-to-date performance as of the pricing date QTD - quarter-to-date performance as of the pricing date YTD - year-to-date performance as of the pricing date ITD - inception-to-date performance as of the pricing date from October 1, 2004 * Returns measured against prior month-end dates (MTD, QTD & YTD) are calculated based on the most recent prior month-end index value, which may be different than the official Estimated Value. Any difference between returns published for weekly performance, returns calculated using the most recent weekly index value and the latest monthly official Estimated Value, will be reflected in monthly returns as soon as the official Estimated Values are finalized. **As of September 30, 2008 the Value for the Blue Chip Index will be reported as a Suspension Alternate Value (SAV) in accordance with the Official Index Rules. The SAV takes into account the estimated value of underlying funds which have suspended redemptions or have temporarily stopped reporting performance to the Index. Consistent with Value reporting procedures, the SAV will be published as an estimated value and a confirmed value will be published according to the usual timetable for publication of the Index value. Please see the Official Index Rules in the Documents section for a detailed explanation of how the SAV is calculated. FX Hedged Series not available for weekly performance numbers. Additional Information About Weekly Performance

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