Industry Updates

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

Monday, September 16, 2013

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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.

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www.credit-suisse.com

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