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Performance

Monthly Performance Weekly Performance  
        Dec 2009         Nov 2009 YTD 1 Year Avg
Index / Sub Strategies Currency Value** ROR Value ROR Return Return Annl* Std Dev* Sharpe*
Credit Suisse/Tremont AllHedge Index USD 113.44 1.41% 111.86 2.79% 16.26% 16.26% 2.43% 7.97% -0.04
Convertible Arbitrage USD 94.86 1.73% 93.25 6.46% 55.44% 55.44% -1.00% 14.60% -0.26
Dedicated Short Bias USD 78.60 -4.15% 82.01 12.10% -13.91% -13.91% -4.48% 16.14% -0.45
Emerging Markets USD 127.86 1.17% 126.38 1.28% 32.04% 32.04% 4.79% 15.32% 0.13
Equity Market Neutral USD 83.67 7.90% 77.54 -0.08% -7.20% -7.20% -3.34% 11.15% -0.55
Event Driven USD 137.44 4.94% 130.96 3.48% 22.81% 22.81% 6.24% 7.35% 0.47
Fixed Income Arbitrage USD 75.87 1.76% 74.56 0.94% 16.77% 16.77% -5.12% 12.51% -0.63
Global Macro USD 98.11 -4.04% 102.23 3.93% 10.76% 10.76% -0.36% 9.84% -0.32
Long/Short Equity USD 118.10 2.26% 115.49 1.01% 12.92% 12.92% 3.22% 9.68% 0.05
Managed Futures USD 140.47 -3.96% 146.26 3.93% -5.54% -5.54% 6.69% 10.43% 0.38
Multi-Strategy USD 106.64 1.24% 105.34 3.45% 21.19% 21.19% 1.23% 9.55% -0.16
Global Growth Opportunities Basket USD 117.12 0.51% 116.53 2.53% 15.38% 15.38% 4.04% 7.98% 0.16
Markets Defender Basket USD 80.66 3.41% 78.01 3.52% 20.11% 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 500USD1.93%6.00%26.46% 
Merrill Lynch All US Convertibles IndexUSD4.08%3.56%49.13% 
Goldman Sachs Commodities IndexUSD2.04%0.35%13.49% 
Credit Suisse High Yield II IndexUSD2.90%1.39%54.22% 
Citigroup World Government Bond IndexUSD-5.03%3.16%2.55% 
Dow Jones World IndexUSD2.23%3.81%31.97% 
Dow Jones World Emerging IndexUSD4.04%4.31%77.69% 
Dow Jones Latin America IndexUSD2.66%7.98%104.28% 
Dow Jones Global 1800 Asia Pacific ex Japan IndexUSD2.22%2.05%62.89% 
Dow Jones STOXX Eastern Europe Total Market IndexUSD-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.

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