Performance

Monthly Performance Weekly Performance  
     Mar 2016          Feb 2016 YTD 1 Year Avg
Index / Sub Strategies Currency Value ROR Value ROR Return Return Annl* Std Dev* Sharpe*
Credit Suisse AllHedge Index USD 126.11 0.07% 126.02 -1.16% -2.68% -7.28% 2.04% 6.41% 0.12
Convertible Arbitrage USD 115.97 1.05% 114.76 -0.11% -0.59% -0.78% 1.30% 10.25% 0.00
Dedicated Short Bias USD 43.00 -5.29% 45.40 -2.51% 1.78% 8.12% -7.08% 15.30% -0.55
Emerging Markets USD 162.19 2.14% 158.79 -1.59% -3.98% -6.17% 4.29% 12.67% 0.24
Equity Market Neutral USD 86.72 0.56% 86.24 -1.82% -1.38% 5.69% -1.23% 8.70% -0.29
Event Driven USD 138.05 0.86% 136.87 -1.62% -3.97% -12.60% 2.84% 7.53% 0.21
Fixed Income Arbitrage USD 81.66 0.74% 81.06 0.40% 1.58% 1.76% -1.75% 8.57% -0.35
Global Macro USD 100.76 -0.95% 101.73 -2.32% -3.82% -9.92% 0.07% 7.94% -0.15
Long/Short Equity USD 137.05 0.82% 135.93 -1.66% -5.76% -8.37% 2.78% 8.43% 0.18
Managed Futures USD 179.16 -3.29% 185.25 2.81% 4.99% -5.13% 5.20% 10.63% 0.37
Multi-Strategy USD 136.85 -0.21% 137.14 -0.87% -1.11% -1.69% 2.77% 6.71% 0.22

*Average Annual Index data begins October 2004. Monthly Standard Deviation annualized. Sharpe Ratio is calculated in the following ways: USD uses rolling 90 day T-bill rate, JPY uses rolling BBA LIBOR JPY 1 Month, CHF uses rolling BBA LIBOR CHF 1 Month, EUR uses rolling Euribor 1 Month.



S&P 500USD 6.78% -0.13% 1.35%
S&P Goldman Sachs Commodities IndexUSD 4.93% -2.01% -2.50%
Credit Suisse High Yield II IndexUSD 4.23% 0.31% 2.82%
Citigroup World Government Bond IndexUSD 0.00% 0.00% 0.61%
Dow Jones World IndexUSD 7.27% -0.73% -0.20%
Dow Jones World Emerging IndexUSD 12.32% 0.15% 4.32%
Dow Jones Latin America IndexUSD 19.59% 3.65% 17.80%
Dow Jones Global 1800 Asia Pacific ex Japan IndexUSD 11.23% -0.62% 1.24%
STOXX Eastern Europe Total Market IndexUSD 15.04% 2.39% 14.05%
Benchmark Indexes Disclosure


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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.