Performance

Monthly Performance Weekly Performance  
     Dec 2016          Nov 2016 YTD 1 Year Avg
Index / Sub Strategies Currency Value ROR Value ROR Return Return Annl* Std Dev* Sharpe*
Credit Suisse AllHedge Index USD 126.87 0.75% 125.93 -0.60% -2.09% -2.09% 1.96% 6.25% 0.12
Convertible Arbitrage USD 122.59 0.26% 122.27 -0.29% 5.08% 5.08% 1.68% 9.95% 0.04
Dedicated Short Bias USD 37.42 0.00% 37.42 -2.70% -11.43% -11.43% -7.71% 15.08% -0.59
Emerging Markets USD 168.67 -1.06% 170.47 -0.80% -0.14% -0.14% 4.36% 12.31% 0.25
Equity Market Neutral USD 85.13 -0.29% 85.38 -1.74% -3.18% -3.18% -1.31% 8.46% -0.30
Event Driven USD 144.59 0.68% 143.61 1.27% 0.58% 0.58% 3.06% 7.34% 0.25
Fixed Income Arbitrage USD 81.75 0.66% 81.21 -0.17% 1.69% 1.69% -1.63% 8.33% -0.34
Global Macro USD 104.89 2.28% 102.55 -2.21% 0.12% 0.12% 0.39% 7.78% -0.11
Long/Short Equity USD 142.48 0.22% 142.17 0.24% -2.03% -2.03% 2.93% 8.24% 0.21
Managed Futures USD 155.67 -0.51% 156.47 -1.76% -8.78% -8.78% 3.68% 10.67% 0.23
Multi-Strategy USD 140.61 1.90% 137.99 -0.41% 1.60% 1.60% 2.82% 6.57% 0.24

*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 1.98% 3.70% 11.96%
S&P Goldman Sachs Commodities IndexUSD 4.72% 2.53% 11.37%
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 2.01% 0.67% 5.87%
Dow Jones World Emerging IndexUSD 0.14% -4.86% 8.47%
Dow Jones Latin America IndexUSD 0.58% -10.41% 27.82%
Dow Jones Global 1800 Asia Pacific ex Japan IndexUSD -0.54% -0.95% 3.77%
STOXX Eastern Europe Total Market IndexUSD 14.60% -7.78% 20.71%
Benchmark Indexes Disclosure


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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.