Credit Suisse Hedge Fund Index Finished Up 0.84% in August

Press release from the issuing company

Tuesday, September 18th, 2012

The Dow Jones Credit Suisse Hedge Fund Index finished up 0.84% for the month of August.

Performance for the Broad Index and its 10 sub-strategies is calculated monthly. August, July and YTD 2012 performance numbers are listed below.

 

Index                                          

Aug-12     

Jul-12     

2012 YTD   

Broad Index

0.84%

1.42%

4.52%

Convertible Arbitrage

0.44%

0.86%

5.44%

Dedicated Short Bias

-4.25%

-0.44%

-14.32%

Emerging Markets

0.84%

0.96%

3.88%

Equity Market Neutral

1.25%

-0.40%

-0.53%

Event Driven

1.18%

0.74%

5.43%

   Distressed

0.88%

0.95%

6.39%

   Event Driven Multi-Strategy   

1.32%

0.66%

5.00%

   Risk Arbitrage

0.52%

-0.51%

0.60%

Fixed Income Arbitrage

1.02%

1.62%

7.47%

Global Macro

0.38%

2.14%

2.67%

Long/Short Equity

1.51%

0.55%

4.33%

Managed Futures

-1.55%

4.68%

1.52%

Multi-Strategy

1.36%

1.28%

7.37%

There were no funds added or dropped from the Dow Jones Credit Suisse Hedge Fund Index in August.