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 IndexUSD1304.8216 Feb 2017-0.17%0.82%0.88%0.88%
Event Driven Liquid IndexUSD1441.4916 Feb 2017-0.08%0.85%1.51%1.51%
Global Strategies Liquid IndexUSD1123.7916 Feb 2017-0.27%0.85%0.49%0.49%
Long/Short Liquid IndexUSD1483.0916 Feb 20170.06%0.64%1.38%1.38%
Merger Arbitrage Liquid IndexUSD1104.5916 Feb 20170.02%-0.28%-0.13%-0.13%
Managed Futures Liquid IndexUSD1160.0416 Feb 2017-0.75%1.88%-1.19%-1.19%

Index Currency Value Date January YTD
Credit Suisse Global Strategies Hedge Fund IndexUSD484.7328 Jan 20170.34%0.34%
Credit Suisse Hedge Fund IndexUSD560.7628 Jan 20170.70%0.70%
Credit Suisse Event Driven Hedge Fund IndexUSD616.8928 Jan 20171.35%1.35%
Credit Suisse Long/Short Equity Hedge Fund IndexUSD661.4528 Jan 20171.12%1.12%
Credit Suisse Risk Arbitrage Hedge Fund IndexUSD365.8728 Jan 2017-0.02%-0.02%
Credit Suisse Managed Futures Hedge Fund IndexUSD290.6928 Jan 2017-1.45%-1.45%

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.