Performance for the Broad Index and its 10 sub-strategies is calculated monthly. November, December and 2016 performance numbers are listed below and are available at www.hedgeindex.com.
Index
December 2016
November 2016
YTD 2016
Broad Index
0.96%
0.36%
1.25%
Convertible Arbitrage
0.39%
-0.04%
6.60%
Dedicated Short Bias
0.35%
-2.43%
-16.87%
Emerging Markets
-0.17%
-0.48%
4.47%
Equity Market Neutral
-0.50%
-1.89%
-4.58%
Event Driven
1.23%
1.10%
2.68%
Distressed
1.34%
1.07%
6.38%
Risk Arbitrage
0.60%
0.75%
5.89%
Event Driven Multi-Strategy
1.20%
1.13%
1.25%
Fixed Income Arbitrage
0.91%
0.50%
4.29%
Global Macro
1.08%
1.93%
3.58%
Long/Short Equity
0.86%
-0.13%
-3.43%
Managed Futures
0.20%
-1.74%
-6.84%
Multi-Strategy
1.58%
-0.52%
4.41%
Changes to Index Composition
Funds Added
Funds Removed
None
Clovis Capital Partners
Contrarian Capital Fund
Island Drive Partners
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.
Credit Suisse Asset Management, LLC is a subsidiary of Credit Suisse and is headquartered at 1 Madison Avenue, New York, NY 10010-3629.