Corporate Press Release

Press Release

The Credit Suisse Hedge Fund Index finished up 0.12% in September

The Credit Suisse Hedge Fund Index (the "Broad Index" finished up 0.12% for the month of September.

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

Index September 2016 August 2016 YTD 2016
Broad Index 0.12% 0.47% 0.09%
Convertible Arbitrage 1.04% 1.26% 6.16%
Dedicated Short Bias -1.06% -3.33% -18.35%
Emerging Markets 0.57% 1.80% 4.74%
Equity Market Neutral 0.62% 0.10% -1.98%
Event Driven 0.09% 1.33% 0.41%
Distressed 0.67% 0.99% 2.71%
Risk Arbitrage 0.66% 1.07% 5.08%
Event Driven Multi-Strategy -0.15% 1.47% -0.51%
Fixed Income Arbitrage 0.75% 0.76% 2.39%
Global Macro 0.11% 0.18% -0.97%
Long/Short Equity 0.13% 0.44% -3.23%
Managed Futures -1.72% -3.09% -1.26%
Multi-Strategy 0.59% 0.87% 3.21%
Changes to Index Composition  
Funds Added Funds Removed

None

Ortus Fund

Schroder GAIA KKR Credit

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.