The Dow Jones Credit Suisse Hedge Fund Index Finished Down 0.18% in October
NEW YORK, Nov. 15, 2012
NEW YORK, Nov.15, 2012 /PRNewswire/ --The Dow Jones 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. October, September and YTD 2012 performance numbers are listed below
and are available at www.hedgeindex.com.
Index Oct-12 Sep-12 2012 YTD
Broad Index -0.18% 1.04% 5.42%
Convertible Arbitrage 0.25% 0.40% 6.12%
Dedicated Short Bias -0.07% -3.78% -17.62%
Emerging Markets 0.35% 2.21% 6.55%
Equity Market Neutral -0.42% 0.56% -0.40%
Event Driven 0.91% 1.67% 8.17%
Distressed 1.03% 1.78% 9.39%
Event Driven Multi-Strategy 0.88% 1.62% 7.63%
Risk Arbitrage -0.77% 0.41% 0.24%
Fixed Income Arbitrage 0.87% 1.26% 9.77%
Global Macro -0.73% 0.60% 2.53%
Long/Short Equity -0.21% 1.57% 5.75%
Managed Futures -4.64% -1.37% -4.52%
Multi-Strategy 0.34% 0.80% 8.60%
The following funds were dropped from the Dow Jones Credit Suisse Hedge Fund
Index in October: Centaur Commercial Materials Fund, LiquidMacro Fund, MW
Global TOPS Fund, and O`Connor Global Quantitative Equity Master Limited.
The following funds were added to the Dow Jones Credit Suisse Hedge Fund Index
in October: MW European TOPS Fund, MW Market Neutral TOPS Fund, and MLIS -
Marshall Wace TOPS Global Alpha UCITS.
The Dow Jones Credit Suisse family of hedge fund indexes includes:
1.The Dow Jones Credit Suisse Hedge Fund Index, an asset-weighted benchmark
that seeks to measure hedge fund performance and provide the most accurate
representation of the hedge fund universe.
2.The Dow Jones Credit Suisse Core Hedge Fund Index, an investable,
asset-weighted hedge fund index that seeks to provide broad representation
of the liquid, investable hedge fund universe with limited platform bias.
The index reflects the performance of managed accounts and other regulated
fund structures sourced from across a range of platforms.
3.The Dow Jones Credit Suisse AllHedge Index, an investable index comprised
of all 10 Dow Jones Credit Suisse AllHedge Strategy Indexes weighted
according to the sector weights of the Broad Index.
4.The Dow Jones Credit Suisse Blue Chip Hedge Fund Index, an investable
index comprised of 60 of the largest funds across the ten style-based
sectors in the Broad Index.
5.The Dow Jones Credit Suisse LEA Hedge Fund Index, an asset-weighted,
composite index which provides insight in to three specific regions of the
emerging markets hedge fund universe (Latin America, EEMEA (Emerging
Europe, Middle East and Africa) and Asia).
Additional information about the Dow Jones Credit Suisse Hedge Fund Indexes --
including research, fund performance and constituent fund information -- can
be found at http://www.hedgeindex.com.
About S&P Dow Jones Indices
S&P Dow Jones Indices LLC, a subsidiary of The McGraw-Hill Companies is the
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over 830,000 indices covering a wide range of assets classes across the globe,
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markets. To learn more about our company, please visit www.spdji.com.
About Credit Suisse AG
Credit Suisse AG
Credit Suisse AG is one of the world's leading financial services providers
and is part of the Credit Suisse group of companies (referred to here as
'Credit Suisse'). As an integrated bank, Credit Suisse offers clients its
combined expertise in the areas of private banking, investment banking and
asset management. Credit Suisse provides advisory services, comprehensive
solutions and innovative products to companies, institutional clients and
high-net-worth private clients globally, as well as to retail clients in
Switzerland. Credit Suisse is headquartered in Zurich and operates in over 50
countries worldwide. The group employs approximately 48,200 people. The
registered shares (CSGN) of Credit Suisse's parent company, Credit Suisse
Group AG, are listed in Switzerland and, in the form of American Depositary
Shares (CS), in New York. Further information about Credit Suisse can be found
In its Asset Management business, Credit Suisse offers products across a broad
spectrum of investment classes, including hedge funds, credit, index, real
estate, commodities and private equity products, as well as multi-asset class
solutions, which include equities and fixed income products. Credit Suisse's
Asset Management business manages portfolios, mutual funds and other
investment vehicles for a broad spectrum of clients ranging from governments,
institutions and corporations to private individuals. With offices focused on
asset management in 19 countries, Credit Suisse's Asset Management business is
operated as a globally integrated network to deliver the bank's best
investment ideas and capabilities to clients around the world.
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requirements; certain products and services may not be available in all
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Copyright2012, CREDIT SUISSE GROUP AG and/or its affiliates. All rights
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