Wed, Jul 26, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Credit Suisse Hedge Fund Index down 0.54% in August, (+4.03% YTD)

Monday, September 16, 2013
Opalesque Industry Update - The Credit Suisse Hedge Fund Index (the “Broad Index”) finished down 0.54% for the month of August.

Performance for the Broad Index and its 10 sub-strategies is calculated monthly. July, August and YTD 2013 performance numbers are listed below and are available at www.hedgeindex.com.

Performance

Performance 

Monthly Performance

 

 

 

 

 

 

     Aug 2013

         Jul 2013

YTD

1 Year

Avg

 

 

 

Index / Sub Strategies

Currency

Value

ROR

Value

ROR

Return

Return

Annl*

Std Dev*

Sharpe*

 

Credit Suisse Hedge Fund Index

USD

504.30

-0.54%

507.05

0.88%

4.03%

7.16%

8.58%

7.37%

0.77

 

   Convertible Arbitrage

USD

412.71

0.72%

409.77

-0.08%

4.47%

6.83%

7.47%

6.73%

0.68

 

   Dedicated Short Bias

USD

35.32

0.03%

35.31

-5.74%

-17.36%

-23.22%

-5.15%

16.68%

-0.48

 

   Emerging Markets

USD

405.34

-0.24%

406.32

-0.09%

2.87%

9.21%

7.38%

14.47%

0.31

 

   Equity Market Neutral

USD

252.48

-1.72%

256.91

2.02%

3.00%

4.43%

4.82%

10.04%

0.19

 

   Event Driven

USD

585.72

-0.04%

585.97

1.51%

8.60%

13.95%

9.40%

6.20%

1.05

 

     Distressed

USD

702.61

-0.48%

706.01

1.31%

8.87%

14.37%

10.42%

6.48%

1.16

 

     Multi-Strategy

USD

535.36

0.16%

534.49

1.61%

8.50%

13.81%

8.91%

6.71%

0.89

 

     Risk Arbitrage

USD

342.32

0.01%

342.29

0.99%

2.95%

5.23%

6.46%

4.07%

0.87

 

   Fixed Income Arbitrage

USD

283.36

0.21%

282.77

0.38%

1.95%

5.34%

5.44%

5.56%

0.45

 

   Global Macro

USD

826.43

-0.92%

834.14

0.26%

0.66%

2.54%

11.34%

9.47%

0.89

 

   Long/Short Equity

USD

567.88

-1.11%

574.28

1.95%

7.89%

11.90%

9.23%

9.71%

0.65

 

   Managed Futures

USD

257.00

-2.77%

264.33

-1.06%

-7.26%

-11.32%

4.92%

11.66%

0.17

 

   Multi-Strategy

USD

447.10

0.08%

446.74

1.16%

5.12%

8.87%

8.02%

5.26%

0.97

 

 

 

 

 

 

 

 

 

 

 

 

 

*Average Annual Index data begins January 1994. Monthly Standard Deviation annualized. Sharpe ratio calculated using the rolling 90 day T-bill rate.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

S&P 500

USD

 

-2.90%

 

5.09%

16.15%

 

 

 

 

 

S&P Goldman Sachs Commodities Index

USD

 

3.38%

 

4.91%

2.59%

 

 

 

 

 

Credit Suisse High Yield II Index

USD

 

-0.58%

 

1.99%

2.94%

 

 

 

 

 

Citigroup World Government Bond Index

USD

 

-0.45%

 

1.35%

-4.82%

 

 

 

 

 

Dow Jones World Index

USD

 

-2.31%

 

4.72%

7.49%

 

 

 

 

 

Dow Jones World Emerging Index

USD

 

-2.23%

 

1.08%

-10.77%

 

 

 

 

 

Dow Jones Latin America Index

USD

 

-3.37%

 

-1.31%

-19.33%

 

 

 

 

 

Dow Jones Global 1800 Asia Pacific ex Japan Index

USD

 

-0.13%

 

3.18%

-3.51%

 

 

 

 

 

STOXX Eastern Europe Total Market Index

USD

 

-2.79%

 

2.17%

-14.26%

 

 

 

 

 

Benchmark Indexes Disclosure

 

 

The following funds were dropped from the Credit Suisse Hedge Fund Index in August: BBVA & Partners Equity Arbitrage Master Ltd., Henderson European Absolute Return Fund Limited, Matthes Capital Management, and Traxis Fund LP.

There were no funds added to the Credit Suisse Hedge Fund Index in August.

press release

www.credit-suisse.com

Bg

What do you think?

   Use "anonymous" as my name    |   Alert me via email on new comments   |   
Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing

 



  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Investing - Hedge fund CQS favors structured credit, Direct lending funds' fading all-weather appeal, Funds hunt for cracks in most-prized US shopping malls[more]

    Hedge fund CQS favors structured credit From BArrons.com: A hedge fund manager that can invest across the investment landscape says in his latest semi annual report this week that he's finding opportunities in structured credit -- particularly the shorter term, floating rate kind. Exampl

  2. Launches - Bitcoin hedge fund launches ethereum-subscribed ICO investment vehicle, Jersey players institutionalize first regulated crypto-currency hedge fund[more]

    Bitcoin hedge fund launches ethereum-subscribed ICO investment vehicle From Coindesk.com: The operators of a regulated, Jersey-based bitcoin hedge fund have officially closed a new $5 million fund aimed at investing in cryptocurrency tokens and initial coin offerings (ICOs). Backed by fun

  3. SWFs - China Wealth fund backs TPG lender as part of U.S. property push[more]

    From Bloomberg.com: China Investment Corp., the sovereign wealth fund that controls $814 billion in assets, is betting on U.S. real estate by investing in a commercial real estate lender formed by the money management firm TPG. In conjunction with last week's initial public offering of TPG RE Financ

  4. Months to minutes: Enigma launch aims to boost crypto hedge fund creation[more]

    From Coindesk.com: What if starting a hedge fund was as easy as downloading an API? A startup incubated at MIT Media Lab is today revealing a product designed with this ease-of-use in mind. Called Catalyst, the first product offering by blockchain startup Enigma aims to trigger nothing short of an e

  5. Seward & Kissel launches new compliance service[more]

    Bailey McCann, Opalesque New York: The law firm that formed the first hedge fund - Seward & Kissel - has launched a new compliance service for asset managers. Seward & Kissel Regulatory Compliance, or SKRC, offers full-scale regulatory compliance consulting solutions provided by the firm's attor