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 IndexUSD1234.1618 Dec 20141.23%-0.84%1.17%3.02%
Event Driven Liquid IndexUSD1378.5218 Dec 20142.57%-2.47%-2.16%-2.08%
Global Strategies Liquid IndexUSD1060.3718 Dec 20140.75%-0.36%1.77%3.61%
Long/Short Liquid IndexUSD1373.2518 Dec 20140.92%-0.11%4.07%8.89%
Merger Arbitrage Liquid IndexUSD1092.3018 Dec 20140.35%-0.71%-1.20%-6.13%
Managed Futures Liquid IndexUSD1064.2718 Dec 2014-0.35%1.25%9.78%13.24%

Index Currency Value Date November YTD
Credit Suisse Global Strategies Hedge Fund IndexUSD468.4830 Nov 20141.80%4.83%
Credit Suisse Hedge Fund IndexUSD553.8530 Nov 20141.50%4.12%
Credit Suisse Event Driven Hedge Fund IndexUSD636.0430 Nov 20140.55%2.13%
Credit Suisse Long/Short Equity Hedge Fund IndexUSD651.7830 Nov 20141.89%5.18%
Credit Suisse Risk Arbitrage Hedge Fund IndexUSD343.8730 Nov 20140.57%-1.40%
Credit Suisse Managed Futures Hedge Fund IndexUSD314.3730 Nov 20147.50%16.42%

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.