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Dow Jones Credit Suisse Hedge Fund Index finishes up 0.84% in August (4.52% YTD)

Monday, September 17, 2012
Opalesque Industry Update – The Dow Jones Credit Suisse Hedge Fund Index (the “Broad Index”) finished up 0.84% for the month of August 2012.

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%

Performance for the Broad Index and its 10 sub-strategies is calculated monthly. August, July and YTD 2012 performance numbers are available at www.hedgeindex.com

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

(press release)

Initial numbers: Source

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