About Us Press Release
The Credit Suisse Hedge Fund Index finished up 0.70% in 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.