Corporate Press Release

Press Release

The Credit Suisse Hedge Fund Index finished up 0.47% in August

The Credit Suisse Hedge Fund Index (the “Broad Index”) finished up 0.47% for the month of August.

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.