About Us Press Release
The Credit Suisse Hedge Fund Index finished down 0.18% in 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.