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 IndexUSD1286.4206 Dec 20160.19%0.08%0.82%4.47%
Event Driven Liquid IndexUSD1411.9306 Dec 20160.27%0.46%0.34%8.65%
Global Strategies Liquid IndexUSD1111.5806 Dec 20160.20%-0.05%1.17%4.23%
Long/Short Liquid IndexUSD1458.6006 Dec 20160.03%0.00%0.32%-0.76%
Merger Arbitrage Liquid IndexUSD1103.2006 Dec 20160.14%0.33%0.17%-1.06%
Managed Futures Liquid IndexUSD1160.0506 Dec 20160.64%-0.28%-1.10%2.95%

Index Currency Value Date October YTD
Credit Suisse Global Strategies Hedge Fund IndexUSD477.9130 Oct 20160.00%0.95%
Credit Suisse Hedge Fund IndexUSD549.5530 Oct 2016-0.18%-0.08%
Credit Suisse Event Driven Hedge Fund IndexUSD594.7530 Oct 2016-0.08%0.33%
Credit Suisse Long/Short Equity Hedge Fund IndexUSD649.3730 Oct 2016-0.93%-4.13%
Credit Suisse Risk Arbitrage Hedge Fund IndexUSD361.0530 Oct 2016-0.58%4.48%
Credit Suisse Managed Futures Hedge Fund IndexUSD299.5930 Oct 2016-4.17%-5.38%

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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© 1999-2016 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.