Credit Suisse/Tremont Hedge Fund Index

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Index/Sub Strategies
	Credit Suisse/Tremont AllHedge Index
	Convertible Arbitrage
	Dedicated Short Bias
	Emerging Markets
	Equity Market Neutral
	Event Driven
	Fixed Income Arbitrage
	Global Macro
	Long/Short Equity
	Managed Futures
	Multi-Strategy
	Credit Suisse/Tremont Basket Index
	Global Growth Opportunities Basket
	Markets Defender Basket
	Global Growth Opportunities Basket
	Markets Defender Basket

Performance

Overview

Sector Weights

Methodology

Documents

FAQ

Performance

Monthly Performance

Weekly Performance

Dec 2009

Nov 2009

YTD

1 Year

Avg

Index / Sub Strategies

Currency

Value^*^*

ROR

Value

ROR

Return

Annl^*

Std Dev^*

Sharpe^*

Credit Suisse/Tremont AllHedge Index

USD

113.44

1.41%

111.86

2.79%

16.26%

2.43%

7.97%

-0.04

Convertible Arbitrage

USD

94.86

1.73%

93.25

6.46%

55.44%

-1.00%

14.60%

-0.26

Dedicated Short Bias

USD

78.60

-4.15%

82.01

12.10%

-13.91%

-4.48%

16.14%

-0.45

Emerging Markets

USD

127.86

1.17%

126.38

1.28%

32.04%

4.79%

15.32%

0.13

Equity Market Neutral

USD

83.67

7.90%

77.54

-0.08%

-7.20%

-3.34%

11.15%

-0.55

Event Driven

USD

137.44

4.94%

130.96

3.48%

22.81%

6.24%

7.35%

0.47

Fixed Income Arbitrage

USD

75.87

1.76%

74.56

0.94%

16.77%

-5.12%

12.51%

-0.63

Global Macro

USD

98.11

-4.04%

102.23

3.93%

10.76%

-0.36%

9.84%

-0.32

Long/Short Equity

USD

118.10

2.26%

115.49

1.01%

12.92%

3.22%

9.68%

0.05

Managed Futures

USD

140.47

-3.96%

146.26

3.93%

-5.54%

6.69%

10.43%

0.38

Multi-Strategy

USD

106.64

1.24%

105.34

3.45%

21.19%

1.23%

9.55%

-0.16

Global Growth Opportunities Basket

USD

117.12

0.51%

116.53

2.53%

15.38%

4.04%

7.98%

0.16

Markets Defender Basket

USD

80.66

3.41%

78.01

3.52%

20.11%

-0.64%

9.40%

-0.36

*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.

** The Value for the Global Macro (October 31, 2008), Multi-Strategy (October 31, 2008), Emerging Markets (November 30, 2008) and Equity Market Neutral (March 31, 2009) Sector Invest Indices of the AllHedge Index will be reported as a Suspension Alternate Value (SAV) in accordance with the Official Index Rules as of the aforementioned dates. The SAV takes into account the estimated value of underlying funds which have suspended redemptions or have temporarily stopped reporting performance to the Index. Consistent with reporting procedures, the SAV will be published as an estimated value and a confirmed value will be published according to the usual timetable for publication of the Index value. Please see the Official Index Rules in the Documents section for a detailed explanation of how the SAV is calculated.

The Value for the Convertible Arbitrage (September 30, 2008), Fixed Income Arbitrage (January 31, 2009) and Event Driven (January 31, 2009) Sector Invest Indices of the AllHedge Index were reported as a Suspension Alternate Value (SAV) as of the aforementioned dates through September 30, 2009.

S&P 500	USD	1.93%	6.00%	26.46%
Merrill Lynch All US Convertibles Index	USD	4.08%	3.56%	49.13%
Goldman Sachs Commodities Index	USD	2.04%	0.35%	13.49%
Credit Suisse High Yield II Index	USD	2.90%	1.39%	54.22%
Citigroup World Government Bond Index	USD	-5.03%	3.16%	2.55%
Dow Jones World Index	USD	2.23%	3.81%	31.97%
Dow Jones World Emerging Index	USD	4.04%	4.31%	77.69%
Dow Jones Latin America Index	USD	2.66%	7.98%	104.28%
Dow Jones Global 1800 Asia Pacific ex Japan Index	USD	2.22%	2.05%	62.89%
Dow Jones STOXX Eastern Europe Total Market Index	USD	-2.36%	-0.37%	77.31%

Benchmark Indices Disclaimer

Download Historical Performance

Statistics shown for Global Growth Opportunities Basket are based on hypothetical portfolio performance from October 1, 2004 to May 31, 2005 and actual performance of the portfolio from June 1, 2005. Value shown for Global Growth Opportunities Basket is set to 100 on the start date of the portfolio (June 1, 2005).

Statistics shown for Markets Defender Basket are based on hypothetical portfolio performance from October 1, 2004 to July 31, 2007 and actual performance of the portfolio from August 1, 2007. Value shown for Markets Defender Basket is set to 100 on the start date of the portfolio (August 1, 2007).

FX Hedged Series not available for Credit Suisse/Tremont Sector Invest Baskets.

Disclaimer

Week Ending:Feb 01, 2010
Index / Sub Strategies	Currency	Value^^	WTD	MTD*	QTD*	YTD*	ITD
Credit Suisse/Tremont AllHedge Index	USD	113.41	-0.81%	0.01%	0.02%	0.02%	13.41%

Convertible Arbitrage	USD	95.92	-0.34%	0.00%	1.30%	1.30%	-4.08%
Dedicated Short Bias	USD	78.97	-0.26%	0.00%	1.25%	1.25%	-21.03%
Emerging Markets	USD	126.58	-0.71%	-0.03%	-1.46%	-1.46%	26.58%
Equity Market Neutral	USD	84.14	-0.67%	0.00%	-0.60%	-0.60%	-15.86%
Event Driven	USD	138.52	-1.23%	0.00%	0.83%	0.83%	38.52%
Fixed Income Arbitrage	USD	76.67	0.03%	0.00%	1.05%	1.05%	-23.33%
Global Macro	USD	99.12	-0.48%	0.00%	0.93%	0.93%	-0.88%
Long/Short Equity	USD	116.35	-0.85%	0.08%	-1.38%	-1.38%	16.35%
Managed Futures	USD	137.44	-1.57%	0.04%	-2.16%	-2.16%	37.44%
Multi-Strategy	USD	106.78	-0.52%	0.00%	0.61%	0.61%	6.78%
Global Growth Opportunities Basket	USD	116.67	-0.87%	0.02%	-0.45%	-0.45%	22.66%
Markets Defender Basket	USD	81.06	-0.55%	0.00%	0.33%	0.33%	-2.85%

Global Growth Opportunities Basket	USD	116.67	-0.87%	0.02%	-0.45%	-0.45%	22.66%
Markets Defender Basket	USD	81.06	-0.55%	0.00%	0.33%	0.33%	-2.85%
WTD - weekly performance as of the pricing date MTD - month-to-date performance as of the pricing date QTD - quarter-to-date performance as of the pricing date YTD - year-to-date performance as of the pricing date ITD - inception-to-date performance as of the pricing date from October 1, 2004 * Returns measured against prior month-end dates (MTD, QTD & YTD) are calculated based on the most recent prior month-end index value, which may be different than the official Estimated Value. Any difference between returns published for weekly performance, returns calculated using the most recent weekly index value and the latest monthly official Estimated Value, will be reflected in monthly returns as soon as the official Estimated Values are finalized. ** The Value for the Global Macro (October 31, 2008), Multi-Strategy (October 31, 2008), Emerging Markets (November 30, 2008) and Equity Market Neutral (March 31, 2009) Sector Invest Indices of the AllHedge Index will be reported as a Suspension Alternate Value (SAV) in accordance with the Official Index Rules as of the aforementioned dates. The SAV takes into account the estimated value of underlying funds which have suspended redemptions or have temporarily stopped reporting performance to the Index. Consistent with reporting procedures, the SAV will be published as an estimated value and a confirmed value will be published according to the usual timetable for publication of the Index value. Please see the Official Index Rules in the Documents section for a detailed explanation of how the SAV is calculated. The Value for the Convertible Arbitrage (September 30, 2008), Fixed Income Arbitrage (January 31, 2009) and Event Driven (January 31, 2009) Sector Invest Indices of the AllHedge Index were reported as a Suspension Alternate Value (SAV) as of the aforementioned dates through September 30, 2009. Statistics shown for Global Growth Opportunities Basket are based on hypothetical portfolio performance from October 1, 2004 to May 31, 2005 and actual performance of the portfolio from June 1, 2005. Value shown for Global Growth Opportunities Basket is set to 100 on the start date of the portfolio (June 1, 2005). Statistics shown for Markets Defender Basket are based on hypothetical portfolio performance from October 1, 2004 to July 31, 2007 and actual performance of the portfolio from August 1, 2007. Value shown for Markets Defender Basket is set to 100 on the start date of the portfolio (August 1, 2007). FX Hedged Series not available for weekly performance numbers. Additional Information About Weekly Performance