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 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 IndexUSD1223.3228 Jul 20140.00%-0.11%-0.11%2.11%
Event Driven Liquid IndexUSD1439.6528 Jul 20140.01%-0.83%-0.83%2.26%
Global Strategies Liquid IndexUSD1038.6228 Jul 2014-0.02%0.06%0.06%1.49%
Long/Short Liquid IndexUSD1313.3528 Jul 20140.03%0.38%0.38%4.14%
Merger Arbitrage Liquid IndexUSD1140.3528 Jul 2014-0.01%0.55%0.55%-2.00%
Managed Futures Liquid IndexUSD910.7628 Jul 2014-0.02%1.37%1.37%-3.10%

Benchmark
Index Currency Value Date June YTD
Credit Suisse Global Strategies Hedge Fund IndexUSD453.9830 Jun 20140.64%1.59%
Credit Suisse Hedge Fund IndexUSD547.0430 Jun 20140.96%2.84%
Credit Suisse Event Driven Hedge Fund IndexUSD658.5930 Jun 20141.66%5.75%
Credit Suisse Long/Short Equity Hedge Fund IndexUSD638.7930 Jun 20141.01%3.08%
Credit Suisse Risk Arbitrage Hedge Fund IndexUSD359.7230 Jun 20141.27%3.14%
Credit Suisse Managed Futures Hedge Fund IndexUSD271.6530 Jun 20141.54%0.60%

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.
This material should not be viewed as a current or past recommendation or a solicitation of an offer to buy or sell any securities or investment products or to adopt any investment strategy. This informational report does not constitute research and may not be used or relied upon in connection with any offer or sale of a security or hedge fund or fund of hedge funds. To the extent that these materials contain statements about the future, such statements are forward looking and subject to a number of risks and uncertainties.
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© 1999-2014 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.