Performance for the Broad Index and its 10 sub-strategies is calculated monthly. July, August and year-to-date 2016 performance numbers are listed below and are available at www.hedgeindex.com.
Index
August 2016
July 2016
YTD 2016
Broad Index
0.47%
1.15%
-0.03%
Convertible Arbitrage
1.26%
1.48%
5.06%
Dedicated Short Bias
-3.33%
-8.06%
-17.48%
Emerging Markets
1.80%
1.79%
4.16%
Equity Market Neutral
0.10%
0.86%
-2.59%
Event Driven
1.33%
1.52%
0.33%
Distressed
0.99%
1.07%
2.03%
Risk Arbitrage
1.07%
0.56%
4.40%
Event Driven Multi-Strategy
1.47%
1.72%
-0.36%
Fixed Income Arbitrage
0.76%
1.08%
1.63%
Global Macro
0.18%
0.29%
-1.08%
Long/Short Equity
0.44%
1.30%
-3.36%
Managed Futures
-3.09%
1.61%
0.47%
Multi-Strategy
0.87%
1.07%
2.61%
Changes to Index Composition
Funds Added
Funds Removed
None
The Charlemagne Fund
Visium Balanced Fund
Visium Global Fund
Additional information about the Credit Suisse Hedge Fund Indexes – including research, fund performance and constituent fund information – can be found at www.hedgeindex.com.
It is not possible to invest directly in an index. Investors pursuing a strategy similar to an index may experience higher or lower returns and will bear the cost of fees and expenses that will reduce returns.
Past performance is not a guarantee or indicator of future results.Past performance is not a guarantee or indicator of future results.
Credit Suisse Asset Management, LLC is a subsidiary of Credit Suisse and is headquartered at 1 Madison Avenue, New York, NY 10010-3629.