NEW YORK, April 16, 2012 /PRNewswire/ -- The Dow Jones Credit Suisse Hedge Fund Index (the "Broad Index") finished up 0.05% for the month of March.
Performance for the Broad Index and its 10 sub-strategies is calculated monthly. February, March and YTD 2012 performance numbers are listed below and are available at www.hedgeindex.com.
(Logo: http://photos.prnewswire.com/prnh/20091204/CSLOGO )
Index |
Mar-12 |
Feb-12 |
2012 YTD |
Broad Index |
0.05% |
1.61% |
4.04% |
Convertible Arbitrage |
0.55% |
1.88% |
4.86% |
Dedicated Short Bias |
-1.35% |
-4.66% |
-13.08% |
Emerging Markets |
-0.70% |
2.92% |
6.02% |
Equity Market Neutral |
-0.15% |
1.33% |
1.35% |
Event Driven |
0.79% |
1.58% |
5.25% |
Distressed |
1.48% |
1.89% |
5.88% |
Event Driven Multi-Strategy |
0.45% |
1.43% |
4.97% |
Risk Arbitrage |
0.18% |
0.92% |
2.09% |
Fixed Income Arbitrage |
0.74% |
1.00% |
2.94% |
Global Macro |
-0.43% |
0.79% |
1.58% |
Long/Short Equity |
0.50% |
2.64% |
7.19% |
Managed Futures |
-2.96% |
1.21% |
-0.67% |
Multi-Strategy |
0.45% |
1.72% |
4.71% |
The following funds are no longer reporting to the Dow Jones Credit Suisse Hedge Fund Index: Tiedemann Global Emerging Markets.
There have not been any funds added to the Dow Jones Credit Suisse Hedge Fund Index in March.
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 Dow Jones Indexes
Dow Jones Indexes (www.djindexes.com) is a leading full-service index provider that develops, maintains and licenses indexes for use as benchmarks and as the basis of investment products. Best-known for the Dow Jones Industrial Average, Dow Jones Indexes offers more than 130,000 equity indexes as well as fixed-income and alternative indexes, including measures of hedge funds, commodities and real estate. Dow Jones Indexes employs clear, unbiased and systematic methodologies that are fully integrated within index families. Dow Jones Indexes is part of a joint venture company owned 90 percent by CME Group Inc. (www.cmegroup.com) and 10 percent by Dow Jones & Company, Inc. (www.dowjones.com), a News Corporation company (NASDAQ: NWS, NWSA; ASX: NWS, NWSLV; www.newscorp.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 49,700 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 at www.credit-suisse.com.
Asset Management
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.
All businesses of Credit Suisse are subject to distinct regulatory requirements; certain products and services may not be available in all jurisdictions or to all client types.
Copyright 2012, CREDIT SUISSE GROUP AG and/or its affiliates. All rights reserved.
Certain information contained in this document constitutes "Forward-Looking Statements" (including observations about markets and industry and regulatory trends as of the original date of this document), which can be identified by the use of forward-looking terminology such as "may", "will", "should", "expect", "anticipate", "target", "project", "estimate", "intend", "continue" or "believe", or the negatives thereof or other variations thereon or comparable terminology. Due to various risks and uncertainties beyond our control, actual events, results or performance may differ materially from those reflected or contemplated in such forward-looking statements. Readers are cautioned not to place undue reliance on such statements. Credit Suisse has no obligation to update any of the forward-looking statements in this document.
This document was produced by and the opinions expressed are those of Credit Suisse as of the date of writing and are subject to change without obligation to update. It has been prepared solely for information purposes and for the use of the recipient. It does not constitute an offer or an invitation by or on behalf of Credit Suisse to any person to buy or sell any security. Any reference to past performance is not a guide or indicator to future performance. The information and analysis contained in this publication have been compiled or arrived at from sources believed to be reliable but Credit Suisse does not make any representation as to their accuracy or completeness and does not accept liability for any loss arising from the use hereof.
"Dow Jones", Dow Jones Indexes" and the "The Dow Jones Credit Suisse Hedge Fund Indexes" are service marks of Dow Jones Trademark Holdings LLC ("Dow Jones") and Credit Suisse Group AG, as the case may be, and have been licensed for use by Credit Suisse Index Co., Inc. and CME Group Index Services LLC ("CME Indexes"). Investment products based on the indexes are not sponsored, endorsed, sold or promoted by Dow Jones, CME Indexes or their respective affiliates and none of Dow Jones, CME Indexes and their respective affiliates make any representation regarding the advisability of investing in such products. Inclusion of a hedge fund in any of the Dow Jones Credit Suisse Hedge Fund Indexes does not in any way reflect an opinion of Dow Jones, CME Indexes or any of their respective affiliates on the investment merits of such fund. None of Dow Jones, CME Indexes or any of their respective affiliates is providing investment advice in connection with these indexes.
SOURCE Credit Suisse AG
WANT YOUR COMPANY'S NEWS FEATURED ON PRNEWSWIRE.COM?
Newsrooms &
Influencers
Digital Media
Outlets
Journalists
Opted In
Share this article