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 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 Liquid Alternative Beta Site.

Liquid Alternative Beta
Index Currency Value Date 1 Day MTD QTD YTD
Liquid Alternative Beta IndexUSD1295.7623 Mar 20170.03%-0.77%0.18%0.18%
Event Driven Liquid IndexUSD1429.7023 Mar 20170.07%-0.95%0.68%0.68%
Global Strategies Liquid IndexUSD1112.8123 Mar 20170.03%-1.00%-0.49%-0.49%
Long/Short Liquid IndexUSD1490.8423 Mar 2017-0.02%0.33%1.91%1.91%
Merger Arbitrage Liquid IndexUSD1110.1323 Mar 20170.13%0.20%0.37%0.37%
Managed Futures Liquid IndexUSD1123.9823 Mar 20170.06%-2.09%-4.26%-4.26%

Index Currency Value Date February YTD
Credit Suisse Global Strategies Hedge Fund IndexUSD 28 Feb 2017-100.00%0.00%
Credit Suisse Hedge Fund IndexUSD566.1828 Feb 20170.97%1.67%
Credit Suisse Event Driven Hedge Fund IndexUSD623.4928 Feb 20171.07%2.43%
Credit Suisse Long/Short Equity Hedge Fund IndexUSD670.4528 Feb 20171.36%2.50%
Credit Suisse Risk Arbitrage Hedge Fund IndexUSD369.4728 Feb 20170.98%0.96%
Credit Suisse Managed Futures Hedge Fund IndexUSD297.6428 Feb 20172.39%0.91%

Unless otherwise noted, returns are gross of all fees. Net returns are net of a 0.50% index calculation fee per annum.
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© 1999-2017 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.