Corporate Press Release

Press Release

The Credit Suisse Hedge Fund Index finished down 0.18% in October

The Credit Suisse Hedge Fund Index (the “Broad Index”) finished down 0.18% for the month of October.

Performance for the Broad Index and its 10 sub-strategies is calculated monthly. September, October and year-to-date 2016 performance numbers are listed below and are available at www.hedgeindex.com.

Index October 2016 September 2016 YTD 2016
Broad Index -0.18% 0.12% -0.08%
Convertible Arbitrage 0.07% 1.04% 6.23%
Dedicated Short Bias 3.99% -1.06% -15.10%
Emerging Markets 0.39% 0.57% 5.15%
Equity Market Neutral -0.27% 0.62% -2.25%
Event Driven -0.08% 0.09% 0.33%
Distressed 1.13% 0.67% 3.87%
Risk Arbitrage -0.58% 0.66% 4.48%
Event Driven Multi-Strategy -0.56% -0.15% -1.06%
Fixed Income Arbitrage 0.42% 0.75% 2.82%
Global Macro 1.51% 0.11% 0.53%
Long/Short Equity -0.93% 0.13% -4.13%
Managed Futures -4.17% -1.72% -5.38%
Multi-Strategy 0.10% 0.59% 3.32%
Changes to Index Composition  
Funds Added Funds Removed

FORT Global Contrarian LP

IPM Systematic Macro Fund

Moab Partners

PCJ Absolute Return

Pinpoint Multi-Strategy Fund

Perry Partners International

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.