Performance

 
Introduction
Liquid Alternative Beta (LAB) is a series of indices that aim to replicate the aggregate return profiles of alternative investments strategies using liquid, tradable instruments. Specifically, the Credit Suisse Long/Short Liquid Index reflects the return of a dynamic basket of liquid, investable market factors selected and weighted in accordance with an algorithm that aims to approximate the aggregate returns of the universe of long/short equity hedge fund managers, as represented by the Long/Short Equity sector of the Dow Jones Credit Suisse Hedge Fund Index. To find more information on the Credit Suisse Long/Short Liquid Index or the entire LAB series of indices, please visit our Credit Suisse Alternative Beta Site.

Liquid Alternative Beta
Index Currency Value Date 1 Day MTD QTD YTD
Liquid Alternative Beta IndexUSD1163.3415 May 20130.15%0.91%2.03%4.24%
Event Driven Liquid IndexUSD1333.1815 May 20130.02%0.62%1.56%5.00%
Global Strategies Liquid IndexUSD1004.4715 May 20130.15%0.67%1.54%3.95%
Long/Short Liquid IndexUSD1220.0815 May 20130.33%2.26%4.74%4.37%
Merger Arbitrage Liquid IndexUSD1122.0515 May 20130.08%-1.02%-1.49%3.13%
Managed Futures Liquid IndexUSD944.7915 May 20130.73%2.05%4.10%8.05%

Benchmark
Index Currency Value Date April YTD
Credit Suisse Global Strategies Hedge Fund IndexUSD440.7230 Apr 20131.49%4.25%
Dow Jones Credit Suisse Hedge Fund IndexUSD508.9530 Apr 20131.39%4.99%
Dow Jones Credit Suisse Event Driven Hedge Fund IndexUSD571.8930 Apr 20131.20%6.03%
Dow Jones Credit Suisse Long/Short Equity Hedge Fund IndexUSD560.1630 Apr 20131.26%6.42%
Dow Jones Credit Suisse Risk Arbitrage Hedge Fund IndexUSD335.6730 Apr 20130.65%0.95%
Dow Jones Credit Suisse Managed Futures Hedge Fund IndexUSD297.3030 Apr 20133.50%7.29%

Disclaimer
Unless otherwise noted, returns are gross of all fees. Net returns are net of a 0.50% index calculation fee per annum.
This material has been prepared by Credit Suisse Asset Management LLC (“Credit Suisse”) for distribution on the basis of publicly available information, internally developed data and other third party sources believed to be reliable. Credit Suisse has not sought to independently verify information obtained from public and third party sources and makes no representations or warranties as to accuracy, completeness or reliability of such information. All opinions and views constitute judgments as of the date of writing without regard to the date on which the reader may receive or access the information, and are subject to change at any time without notice and with no obligation to update. This material is for informational and illustrative purposes only. No part of this material may be reproduced or retransmitted in any manner without the prior written permission of Credit Suisse. Credit Suisse does not represent, warrant or guarantee that this information is suitable for any investment purpose and it should not be used as a basis for investment decisions. Past performance does not guarantee or indicate future results.
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