NEW YORK, March 15, 2012 /PRNewswire/ -- The Dow
Jones Credit Suisse Hedge Fund Index (the "Broad Index") finished
up 1.61% for the month of February.
(Logo: http://photos.prnewswire.com/prnh/20091204/CSLOGO )
Performance for the Broad Index and its 10 sub-strategies is
calculated monthly. January, February and YTD 2012 performance
numbers are listed below and are available at
www.hedgeindex.com.
Index
|
Feb-12
|
Jan-12
|
2012
YTD
|
Broad
Index
|
1.61%
|
2.34%
|
3.98%
|
Convertible Arbitrage
|
1.88%
|
2.36%
|
4.29%
|
Dedicated
Short Bias
|
-4.66%
|
-7.58%
|
-11.88%
|
Emerging
Markets
|
2.92%
|
3.74%
|
6.77%
|
Equity
Market Neutral
|
1.33%
|
0.17%
|
1.51%
|
Event
Driven
|
1.58%
|
2.80%
|
4.43%
|
Distressed
|
1.89%
|
2.40%
|
4.34%
|
Event Driven Multi-Strategy
|
1.43%
|
3.03%
|
4.50%
|
Risk Arbitrage
|
0.92%
|
0.97%
|
1.90%
|
Fixed
Income Arbitrage
|
1.00%
|
1.17%
|
2.19%
|
Global
Macro
|
0.79%
|
1.22%
|
2.02%
|
Long/Short
Equity
|
2.64%
|
3.91%
|
6.65%
|
Managed
Futures
|
1.21%
|
1.15%
|
2.36%
|
Multi-Strategy
|
1.72%
|
2.47%
|
4.24%
|
The following funds are no longer reporting to the Dow Jones
Credit Suisse Hedge Fund Index: Asuka Japanese Equity Long Short
Master Trust, Basso Multi-Strategy Holding Fund Ltd, Canyon Capital
Arbitrage Master Fund Ltd, GAM Japan Equity Hedge, and LYZ Global
Fund.
There have not been any funds added to the Dow Jones Credit
Suisse Hedge Fund Index in February.
The Dow Jones Credit Suisse family of hedge fund indexes
includes:
- 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.
- 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.
- 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.
- 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.
- 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
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to update any of the forward-looking statements in this
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This document was produced by and the opinions expressed are
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change without obligation to update. It has been prepared solely
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past performance is not a guide or indicator to future performance.
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arising from the use hereof.
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SOURCE Credit Suisse AG