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Credit Suisse Liquid Alternative Beta (LAB) Index up +1.71% in February

Tuesday, March 06, 2012
Opalesque Industry Update - The Credit Suisse LAB Index was up 1.71% in February 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 1.71% in February. Each of the five sectors posted positive performance. Long/Short and Event Driven were the strongest performers for a second month, gaining 2.25% and 2.16% respectively. Meanwhile, Merger Arbitrage was the lowest performing strategy, up 0.13% for the month.”

(press release)

About LAB Indices

The LAB series of indices seek to replicate the aggregate return profiles of hedge fund strategies using liquid, tradable instruments. LAB indices are priced daily and constructed using an objective and transparent rules-based methodology, making them ideal candidates for index-linked products...Full performance table and press release:Source

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