Performance

Monthly Performance Weekly Performance  
     Jul 2015          Jun 2015 YTD 1 Year Avg
Index / Sub Strategies Currency Value ROR Value ROR Return Return Annl* Std Dev* Sharpe*
Credit Suisse AllHedge Index USD 134.65 0.95% 133.38 -2.21% 0.81% 1.03% 2.78% 6.50% 0.22
Convertible Arbitrage USD 118.27 -1.03% 119.50 -0.99% 1.19% -2.70% 1.56% 10.53% 0.02
Dedicated Short Bias USD 39.03 3.34% 37.77 -0.94% -5.91% -6.51% -8.32% 14.90% -0.65
Emerging Markets USD 174.20 -0.17% 174.49 -3.78% 3.55% 8.27% 5.26% 12.86% 0.30
Equity Market Neutral USD 85.53 1.21% 84.51 1.32% 3.28% 3.11% -1.43% 8.89% -0.31
Event Driven USD 155.60 -0.40% 156.22 -2.21% -0.15% -6.46% 4.17% 7.50% 0.37
Fixed Income Arbitrage USD 79.95 0.77% 79.34 -0.81% -0.68% 0.04% -2.04% 8.82% -0.39
Global Macro USD 109.73 1.64% 107.96 -2.38% -1.47% -2.02% 0.86% 8.07% -0.06
Long/Short Equity USD 150.04 1.43% 147.93 -2.40% 2.47% 2.67% 3.82% 8.37% 0.29
Managed Futures USD 173.94 4.51% 166.44 -6.35% -0.06% 21.22% 5.24% 10.56% 0.37
Multi-Strategy USD 139.50 1.34% 137.65 -1.06% 2.82% 5.62% 3.12% 6.90% 0.25

*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 2.10% -1.94% 3.35%
S&P Goldman Sachs Commodities IndexUSD -14.10% -0.11% -14.28%
Credit Suisse High Yield II IndexUSD -0.70% -1.38% 0.00%
Citigroup World Government Bond IndexUSD 0.48% -0.28% -3.56%
Dow Jones World IndexUSD 0.42% -2.46% 2.40%
Dow Jones World Emerging IndexUSD -7.31% -3.00% -5.34%
Dow Jones Latin America IndexUSD -8.52% 0.41% -16.30%
Dow Jones Global 1800 Asia Pacific ex Japan IndexUSD -1.25% -4.48% -3.13%
STOXX Eastern Europe Total Market IndexUSD -4.89% -2.53% 1.64%
Benchmark Indexes Disclosure


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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.