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Credit Suisse Liquid Alternative Beta Index down 0.83% in March, +2.21% YTD

Tuesday, April 03, 2012
Opalesque Industry Update: The Credit Suisse LAB Index was down 0.83% in March 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 down 0.83% in March. Each of the five sectors posted negative performance. Long/Short was down 0.12% in March and continues to be the strongest performer year-to-date, gaining 4.76%. Meanwhile, Managed Futures was the lowest performing strategy, down 1.41% for the month.”

Performance for the LAB indices is shown below:

Credit Suisse Alternative Beta

Press Release

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