Credit Suisse Hedge Fund Index Performance
| Index / Sub Strategies | Value** | Jul 13 | YTD | 1 Year | Annl* | Std Dev* | Sharpe* | |||
| Credit Suisse Hedge Fund Index | 507.05 | 0.88% | 4.59% | 8.65% | 8.64% | 7.38% | 0.77 | |||
| Convertible Arbitrage | 409.77 | -0.08% | 3.73% | 6.53% | 7.47% | 6.75% | 0.67 | |||
| Dedicated Short Bias | 35.31 | -5.74% | -17.38% | -26.50% | -5.18% | 16.71% | -0.49 | |||
| Emerging Markets | 406.32 | -0.09% | 3.12% | 10.40% | 7.42% | 14.50% | 0.31 | |||
| Equity Market Neutral | 256.91 | 2.02% | 4.81% | 7.59% | 4.94% | 10.05% | 0.20 | |||
| Event Driven | 585.97 | 1.51% | 8.64% | 15.34% | 9.45% | 6.21% | 1.05 | |||
| Distressed | 706.01 | 1.31% | 9.39% | 15.93% | 10.50% | 6.48% | 1.17 | |||
| Multi-Strategy | 534.49 | 1.61% | 8.32% | 15.13% | 8.94% | 6.72% | 0.89 | |||
| Risk Arbitrage | 342.29 | 0.99% | 2.94% | 5.77% | 6.48% | 4.08% | 0.87 | |||
| Fixed Income Arbitrage | 282.77 | 0.38% | 1.74% | 6.20% | 5.45% | 5.57% | 0.45 | |||
| Global Macro | 834.14 | 0.26% | 1.60% | 3.88% | 11.44% | 9.48% | 0.90 | |||
| Long/Short Equity | 574.28 | 1.95% | 9.10% | 14.87% | 9.34% | 9.72% | 0.66 | |||
| Managed Futures | 264.33 | -1.06% | -4.61% | -10.20% | 5.09% | 11.66% | 0.18 | |||
| Multi-Strategy | 446.74 | 1.16% | 5.04% | 10.26% | 8.05% | 5.27% | 0.97 | |||
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*Average Annual Index data begins January 1994. Monthly Standard Deviation annualized. Sharpe ratio calculated using the rolling 90 day T-bill rate.
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Credit Suisse Blue Chip Hedge Fund Index Performance
| Index / Sub Strategies | Value** | Jul 13 | YTD | 1 Year | Annl* | Std Dev* | Sharpe* | |||
| Credit Suisse Investable Index | 140.30 | 0.57% | 2.01% | 4.78% | 3.44% | 6.90% | 0.27 | |||
| Convertible Arbitrage | 142.76 | -0.07% | 2.23% | 4.59% | 3.62% | 14.45% | 0.14 | |||
| Dedicated Short Bias | 44.35 | -6.00% | -17.17% | -25.38% | -7.81% | 17.00% | -0.55 | |||
| Emerging Markets | 233.91 | 0.36% | 1.83% | 14.38% | 8.87% | 13.10% | 0.55 | |||
| Equity Market Neutral | 78.98 | 1.07% | -0.24% | 3.95% | -2.33% | 17.66% | -0.22 | |||
| Event Driven | 162.85 | 1.53% | 6.56% | 9.59% | 5.00% | 8.69% | 0.39 | |||
| Fixed Income Arbitrage | 91.08 | -0.03% | 0.15% | 2.39% | -0.93% | 11.71% | -0.22 | |||
| Global Macro | 163.85 | -0.11% | -2.70% | -4.75% | 5.06% | 9.22% | 0.38 | |||
| Long/Short Equity | 138.46 | 2.63% | 10.31% | 17.48% | 3.31% | 9.36% | 0.18 | |||
| Managed Futures | 139.94 | -1.16% | -4.14% | -9.04% | 3.42% | 10.87% | 0.17 | |||
| Multi-Strategy | 159.03 | 0.26% | 0.48% | 10.81% | 4.75% | 9.20% | 0.34 | |||
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*Average Annual Index data begins October 2003. Monthly Standard Deviation annualized. Sharpe Ratio is calculated in the following ways: USD uses rolling 90 day T-bill rate, JPY uses rolling BBA LIBOR JPY 1 Month, CHF uses rolling BBA LIBOR CHF 1 Month, EUR uses rolling Euribor 1 Month.
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**As of September 30, 2008 the Value for the Blue Chip Index will be reported as a Suspension Alternate Value (SAV) in accordance with the Official Index Rules.The SAV takes into account the estimated value of underlying funds which have suspended redemptions or have temporarily stopped reporting performance to the Index. Consistent with Value reporting procedures, the SAV will be published as an estimated value and a confirmed value will be published according to the usual timetable for publication of the Index value. Please see the Official Index Rules in the Documents section for a detailed explanation of how the SAV is calculated.
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Credit Suisse AllHedge Index Performance
| Index / Sub Strategies | Value** | Jul 13 | YTD | 1 Year | Annl* | Std Dev* | Sharpe* | |||
| Credit Suisse AllHedge Index | 127.46 | 0.74% | 2.87% | 5.36% | 2.78% | 7.04% | 0.16 | |||
| Convertible Arbitrage | 118.68 | -0.40% | 2.71% | 5.11% | 1.96% | 11.54% | 0.03 | |||
| Dedicated Short Bias | 47.86 | -6.00% | -17.17% | -25.61% | -8.00% | 15.70% | -0.62 | |||
| Emerging Markets | 147.63 | 0.15% | -0.88% | 8.59% | 4.51% | 13.99% | 0.20 | |||
| Equity Market Neutral | 85.06 | 1.29% | -0.06% | 3.60% | -1.81% | 9.75% | -0.36 | |||
| Event Driven | 150.65 | 1.86% | 7.83% | 12.27% | 4.75% | 7.81% | 0.39 | |||
| Fixed Income Arbitrage | 80.42 | -0.14% | -0.06% | 1.98% | -2.44% | 9.75% | -0.42 | |||
| Global Macro | 110.77 | -0.39% | -1.53% | -3.24% | 1.16% | 8.73% | -0.06 | |||
| Long/Short Equity | 138.55 | 2.35% | 9.17% | 14.56% | 3.76% | 8.90% | 0.24 | |||
| Managed Futures | 140.60 | -1.11% | -4.19% | -10.13% | 3.93% | 10.23% | 0.22 | |||
| Multi-Strategy | 127.11 | 0.50% | 1.67% | 5.84% | 2.75% | 7.58% | 0.14 | |||
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*Average Annual Index data begins October 2004. Monthly Standard Deviation annualized. Sharpe Ratio is calculated in the following ways: USD uses rolling 90 day T-bill rate, JPY uses rolling BBA LIBOR JPY 1 Month, CHF uses rolling BBA LIBOR CHF 1 Month, EUR uses rolling Euribor 1 Month.
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