Corporate Press Release

Press Release

The Credit Suisse Hedge Fund Index finished down 0.10% in June

The Credit Suisse Hedge Fund Index (the "Broad Index") finished down 0.10% for the month of June.

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.