Performance for the Broad Index and its 10 sub-strategies is calculated monthly. May, June and year-to-date 2016 performance numbers are listed below and are available at www.hedgeindex.com.
Index
June 2016
May 2016
YTD 2016
Broad Index
-0.10%
0.36%
-1.62%
Convertible Arbitrage
0.56%
0.58%
2.24%
Dedicated Short Bias
-1.44%
-0.65%
-7.16%
Emerging Markets
0.77%
-0.21%
0.52%
Equity Market Neutral
-2.53%
0.21%
-3.52%
Event Driven
-0.55%
1.01%
-2.48%
Distressed
-0.48%
0.80%
-0.04%
Risk Arbitrage
0.33%
0.48%
2.71%
Event Driven Multi-Strategy
-0.59%
1.11%
-3.46%
Fixed Income Arbitrage
-0.50%
0.12%
-0.21%
Global Macro
0.69%
-0.23%
-1.54%
Long/Short Equity
-1.87%
1.38%
-5.01%
Managed Futures
4.19%
-3.20%
2.03%
Multi-Strategy
-0.10%
0.94%
0.65%
Changes to Index Composition
Funds Added
Funds Removed
None
None
Additional information about the Credit Suisse Hedge Fund Indexes -- including research, fund performance and constituent fund information -- can be found at http://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.