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 IndexUSD1239.8302 Sep 20150.50%-0.19%-1.07%-0.11%
Event Driven Liquid IndexUSD1362.0302 Sep 20150.32%-0.48%-4.42%-2.48%
Global Strategies Liquid IndexUSD1065.2902 Sep 20150.48%-0.09%-0.55%-0.06%
Long/Short Liquid IndexUSD1424.9002 Sep 20150.91%-0.04%3.24%4.18%
Merger Arbitrage Liquid IndexUSD1092.0902 Sep 20150.11%-0.33%-1.52%-0.32%
Managed Futures Liquid IndexUSD1143.0502 Sep 2015-0.19%1.15%2.00%5.05%

Index Currency Value Date July YTD
Credit Suisse Global Strategies Hedge Fund IndexUSD481.2831 Jul 20151.04%2.57%
Credit Suisse Hedge Fund IndexUSD569.8931 Jul 20150.87%2.88%
Credit Suisse Event Driven Hedge Fund IndexUSD646.6431 Jul 20150.18%2.22%
Credit Suisse Long/Short Equity Hedge Fund IndexUSD687.4931 Jul 20151.52%5.11%
Credit Suisse Risk Arbitrage Hedge Fund IndexUSD349.7231 Jul 2015-0.76%1.62%
Credit Suisse Managed Futures Hedge Fund IndexUSD319.8831 Jul 20154.33%0.08%

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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© 1999-2015 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.