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 IndexUSD1231.8718 Sep 20140.20%0.05%0.59%2.83%
Event Driven Liquid IndexUSD1439.2118 Sep 20140.17%0.10%-0.86%2.23%
Global Strategies Liquid IndexUSD1047.1218 Sep 20140.19%0.06%0.88%2.32%
Long/Short Liquid IndexUSD1331.5918 Sep 20140.29%-0.03%1.77%5.59%
Merger Arbitrage Liquid IndexUSD1120.8418 Sep 2014-0.08%0.29%-1.17%-3.67%
Managed Futures Liquid IndexUSD940.2018 Sep 20140.11%1.13%4.64%0.04%

Index Currency Value Date August YTD
Credit Suisse Global Strategies Hedge Fund IndexUSD459.0730 Aug 20141.10%2.73%
Credit Suisse Hedge Fund IndexUSD550.1430 Aug 20140.88%3.42%
Credit Suisse Event Driven Hedge Fund IndexUSD655.4730 Aug 20140.12%5.25%
Credit Suisse Long/Short Equity Hedge Fund IndexUSD640.8130 Aug 20141.29%3.40%
Credit Suisse Risk Arbitrage Hedge Fund IndexUSD355.4630 Aug 20140.22%1.92%
Credit Suisse Managed Futures Hedge Fund IndexUSD282.3630 Aug 20145.02%4.57%

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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© 1999-2014 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.