Performance for the Broad Index and its 10 sub-strategies is calculated monthly. August, September and year-to-date 2016 performance numbers are listed below and are available at www.hedgeindex.com.
Index
September 2016
August 2016
YTD 2016
Broad Index
0.12%
0.47%
0.09%
Convertible Arbitrage
1.04%
1.26%
6.16%
Dedicated Short Bias
-1.06%
-3.33%
-18.35%
Emerging Markets
0.57%
1.80%
4.74%
Equity Market Neutral
0.62%
0.10%
-1.98%
Event Driven
0.09%
1.33%
0.41%
Distressed
0.67%
0.99%
2.71%
Risk Arbitrage
0.66%
1.07%
5.08%
Event Driven Multi-Strategy
-0.15%
1.47%
-0.51%
Fixed Income Arbitrage
0.75%
0.76%
2.39%
Global Macro
0.11%
0.18%
-0.97%
Long/Short Equity
0.13%
0.44%
-3.23%
Managed Futures
-1.72%
-3.09%
-1.26%
Multi-Strategy
0.59%
0.87%
3.21%
Changes to Index Composition
Funds Added
Funds Removed
None
Ortus Fund
Schroder GAIA KKR Credit
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.