Dow Jones Credit Suisse Blue Chip Hedge Fund IndexSM Disclaimer
The Dow Jones Credit Suisse Blue Chip Hedge Fund IndexSM is based upon the rules existing at this time and that are subject to change. In the Dow Jones Credit Suisse Blue Chip Hedge Fund IndexSM, individual hedge fund Index components may be removed or added based upon the Index's criteria for inclusion and removal. Such criteria may include subjective measures and may be changed or modified without notice subject to prior Index Committee approval. For further information see the Index Rules document.
From August 1, 2003, going forward the performance presented herein represents the actual performance of the Dow Jones Credit Suisse Blue Chip Hedge Fund IndexSM. The returns are net of underlying manager fees and net of a 0.07% per month Index Calculation Fee. In calculating this performance, we rely on the actual unaudited performance returns provided by the underlying managers to a database, which we believe to be reliable, but make no representations or warranties as to their accuracy or completeness. Allocations may vary among underlying hedge fund Index component managers at any time, and individual hedge fund Index components will be added or eliminated from time to time by application of the Index construction rules. Past performance is no indication or guarantee of future performance.
We have not run a contemporaneous investment model or actual portfolio in connection with the proposed investments presented. The actual investments, if any, will be made under different economic and market conditions and such time period presented herein does not necessarily reflect the performance in different economic cycles. It should not be assumed that investors will experience returns in the future comparable to the performance presented herein.
The Index Value and any other information contained on the website may not be reproduced or redisseminated in any form without the prior written permission from Credit Suisse Hedge Index LLC. No one is permitted to use any of the information contained on this website in connection with the writing, trading, marketing, or promotion of any financial instruments or products or to create any indices.
Dow Jones Credit Suisse AllHedge IndexesSM Disclaimer
The Dow Jones Credit Suisse AllHedge IndexesSM are based upon the rules existing at this time and that are subject to change. In the Dow Jones Credit Suisse AllHedge IndexesSM, individual hedge fund Index components may be removed or added based upon the Dow Jones Credit Suisse AllHedge Strategy IndexesSM criteria for inclusion and removal. Such criteria may include subjective measures and may be changed or modified without notice subject to prior Index Committee approval. For further information see the Index Rules document.
From October 1, 2004, going forward the performance presented herein represents the actual performance of the Dow Jones Credit Suisse AllHedge IndexesSM. The returns are net of underlying manager fees and net of a 0.07% per month Index Calculation Fee. In calculating this performance, we rely on the actual unaudited performance returns provided by the underlying managers to a database, which we believe to be reliable, but make no representations or warranties as to their accuracy or completeness. Allocations may vary among underlying managers at any time, and investment vehicles will be added or eliminated from time to time by application of the Investable Index construction rules. Past performance is no indication or guarantee of future performance.
We have not run a contemporaneous investment model or actual portfolio in connection with the proposed investments presented. The actual investments, if any will be made under different economic and market conditions and such time period presented herein does not necessarily reflect the performance in different economic cycles. It should not be assumed that investors will experience returns in the future comparable to the performance presented herein.
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) in accordance with the Official Index Rules as of the aforementioned dates through September 30, 2009. The Value for the Emerging Markets (November 30, 2008), Global Macro (October 31, 2008), Multi-Strategy (October 31, 2008) and Equity Market Neutral (March 31, 2009) Sector Invest Indices of the AllHedge Index were reported as a Suspension Alternate Value (SAV) in accordance with the Official Index Rules as of the aforementioned dates through March 31, 2010. The SAV takes into account the estimated value of underlying funds which suspended redemptions or temporarily stopped reporting performance to the Index. Please see the Official Index Rules in the Documents section for a detailed explanation of how the SAV is calculated.
Dow Jones Credit Suisse LEA Hedge Fund IndexSM Disclaimer
The Dow Jones Credit Suisse LEA Hedge Fund IndexSM based upon the rules existing at this time and that are subject to change. In the Dow Jones Credit Suisse LEA Hedge Fund IndexSM, individual hedge fund Index components may be removed or added based upon the LEA Index's criteria for inclusion and removal. Such criteria may include subjective measures and may be changed or modified without notice subject to prior Index Committee approval. For further information see the Index Rules document.
From April 1, 2008, going forward the performance presented herein represents the actual performance of the Dow Jones Credit Suisse LEA Hedge Fund IndexSM ("Index"). The returns are net of underlying manager fees and net of a 0.10% per month Index Calculation Fee. In calculating this performance, we rely on the actual unaudited performance returns provided by the underlying managers to a database, which we believe to be reliable, but make no representations or warranties as to their accuracy or completeness. Allocations may vary among underlying hedge fund Index components managers at any time, and individual hedge fund Index components will be added or eliminated from time to time by application of the Index construction rules. Past performance is no indication or guarantee of future performance.
The Dow Jones Credit Suisse LEA Hedge Fund IndexSM (Index) was launched April 1, 2008. Simulations for the Index were conducted to measure how a portfolio of hedge funds would have performed in the period beginning January 1, 2005 through March 31, 2008. All simulations were conducted by Credit Suisse Hedge Index LLC. The Index does not represent that the hypothetical performance pre-dating April 1, 2008 would be similar to actual performance of the Index. Hypothetical, back-tested or simulated performances have many inherent limitations only some of which are described as follows: they are designed with the benefit of hindsight, based on historical data, and do not reflect the impact that certain economic and market factors might have had on the decision or rule-making process. No hypothetical, back-tested or simulated performance can completely account for the impact of financial risk in actual performance. Therefore, it will invariably show positive returns. The information is based, in part, on hypothetical assumptions made for modeling purposes that may not be realized in actual performance. No representation or warranty is made as to the reasonableness of the assumptions made or that all assumptions used in achieving the returns have been stated or fully considered. Assumption changes may have a material impact on the model returns presented. There are frequently material differences between hypothetical, back-tested or simulated performance results and actual results subsequently achieved by any investment strategy. Unlike an actual performance, hypothetical, back-tested or simulated results are achieved by means of the retroactive application of a back-tested model itself designed with the benefit of hindsight. The back-testing of performance differs from actual performance because the allocation rules may be adjusted at any time, for any reason and can continue to be changed until desired or better performance results are achieved. The Index is not a security and cannot be purchased.
