About Us Press Release
The Credit Suisse Hedge Fund Index finished up 1.15% in July
Performance for the Broad Index and its 10 sub-strategies is calculated monthly. June, July and year-to-date 2016 performance numbers are listed below and are available at www.hedgeindex.com.
| Index | July 2016 | June 2016 | YTD 2016 |
|---|---|---|---|
| Broad Index | 1.15% | -0.10% | -0.49% |
| Convertible Arbitrage | 1.48% | 0.56% | 3.76% |
| Dedicated Short Bias | -8.06% | -1.44% | -14.65% |
| Emerging Markets | 1.79% | 0.77% | 2.32% |
| Equity Market Neutral | 0.86% | -2.53% | -2.69% |
| Event Driven | 1.52% | -0.55% | -0.99% |
| Distressed | 1.07% | -0.48% | 1.03% |
| Risk Arbitrage | 0.56% | 0.33% | 3.29% |
| Event Driven Multi-Strategy | 1.72% | -0.59% | -1.80% |
| Fixed Income Arbitrage | 1.08% | -0.50% | 0.87% |
| Global Macro | 0.29% | 0.69% | -1.25% |
| Long/Short Equity | 1.30% | -1.87% | -3.78% |
| Managed Futures | 1.61% | 4.19% | 3.67% |
| Multi-Strategy | 1.07% | -0.10% | 1.72% |
| Changes to Index Composition | |
|---|---|
| Funds Added | Funds Removed |
CC&L Q Market Neutral Eisenstat Capital Partners Parsec Trading Corp The Keynes Multi Asset Value Fund Limited |
Atlantic Investment Management First Eagle Fund N.V. Liontrust Panthera Fund Tenax Financials Fund WCG Master Fund Ltd. |
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.