Corporate Press Release

Press Release

The Credit Suisse Hedge Fund Index finished up 0.70% in January

The Credit Suisse Hedge Fund Index (the "Broad Index") finished up 0.70% for the month of January.

Performance for the Broad Index and its 10 sub-strategies is calculated monthly. The December, January and year-to-date 2017 performance numbers are listed below and are available at www.hedgeindex.com.

Index January 2017 December 2016 YTD 2017
Broad Index

0.70%

0.96% 0.70%
Convertible Arbitrage

1.31%

0.39% 1.31%
Dedicated Short Bias

-2.99%

0.35% -2.99%
Emerging Markets

2.14%

-0.17% 2.14%
Equity Market Neutral

2.01%

-0.50% 2.01%
Event Driven

1.35%

1.23%

1.35%

Distressed

1.24%

1.34%

1.24%

Risk Arbitrage

-0.02%

1.20%

-0.02%

Event Driven Multi-Strategy

1.42%

0.60%

1.42%

Fixed Income Arbitrage

0.96%

0.91%

0.96%

Global Macro

-0.28%

1.08%

-0.28%

Long/Short Equity

1.12%

0.86%

1.12%

Managed Futures

-1.45%

0.20%

-1.45%

Multi-Strategy

0.80%

1.58%

0.80%

Changes to Index Composition  
Funds Added Funds Removed

Candlewood Structured Credit Harvest Fund

IRIS Life Fund

Securis Opportunities Fund

Alpha generix Global MacroNone

Raptor Global Portfolio Ltd

Staro Asset Management LLC

Rohatyn Group Global Opportunity Fund

Deephaven Global Multi-Strategy Fund

Drake Absolute Return Fund Ltd.

Drake Global Opportunities Master Fund Ltd

Avenue Europe

Brencourt Multi-Strategy Fund

BlueCrest Strategic Limited

BlueCrest Capital International Limited

Hermitage Global Master

Pine River Convertibles 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.

Credit Suisse Asset Management, LLC is a subsidiary of Credit Suisse and is headquartered at 1 Madison Avenue, New York, NY 10010-3629.