Credit Suisse Liquid Alternative Beta Index Up 0.53% in August
Press release from the issuing company
Friday, September 7th, 2012
The Credit Suisse LAB Index was up 0.53% in August according to Dr. Jordan Drachman, Head of Research for Alternative Beta Strategies at Credit Suisse.
Dr. Drachman noted, "The Credit Suisse Liquid Alternative Beta Index ("CSLAB"), which aims to reflect the performance of the overall hedge fund industry, finished up 0.53% in August. The Long/Short strategy was the most significant contributor to performance, finishing up 2.05% for the month. The Event Driven strategy was the second-highest contributor to performance, finishing up 1.38% for the month, yet has the highest performance year-to-date, up 7.10%."
|
12-Aug |
12-Jul |
YTD 2012 |
|
|
Credit Suisse Liquid Alternative Beta Index |
0.53% |
0.87% |
2.37% |
|
Credit Suisse Event Driven Liquid Index |
1.38% |
0.89% |
7.10% |
|
Credit Suisse Global Strategies Liquid Index |
-0.23% |
0.99% |
0.10% |
|
Credit Suisse Long/Short Liquid Index |
2.05% |
0.40% |
3.67% |
|
Credit Suisse Merger Arbitrage Liquid Index |
-0.08% |
0.50% |
-2.09% |
|
Credit Suisse Managed Futures Liquid Index |
-1.50% |
1.36% |
-5.34% |
