Thu, Jul 2, 2015
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. Opalesque Exclusive: New systematic strategy managed alongside research firm outperforms S&P500[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: An emerging CTA manager explains how he runs his strategy, which is based on an index produced by a research firm. Peter Turk is head of

  2. Larry Robbins' hedge fund Glenview buys 1m Tenet Healthcare shares[more]

    Komfie Manalo, Opalesque Asia: Glenview Capital Management said it bought an additional 979,482 shares at Tenet Healthcare Corp valued at $53.80 million, raising its stakes in the healthcare services company to 15.16%, reported

  3. Legal - Grayson’s hedge funds under scrutiny for possible ethics violations, Court rejects hedge fund’s motion to block merger of Samsung affiliates[more]

    Grayson’s hedge funds under scrutiny for possible ethics violations From Freebeacon.com: Rep. Alan Grayson is finding himself in hot water over managing hedge funds that bear his name, actions that are in possible violation of House ethics rules. Sitting members of Congress are prohibite

  4. Hedge funds panic over Greece[more]

    Komfie Manalo, Opalesque Asia: Some investors are in panic mode as Greek Prime Minister Alexis Tsipras announced Sunday night that the banks and the stock market would be closed Monday, said

  5. Alternative investment industry could grow to $13.6tln in five years[more]

    Komfie Manalo, Opalesque Asia: Leading auditing and advisory group PwC said that the global alternative investment industry, which includes hedge funds, private equity and real assets, is set to increase to $13.6tln within the next five years. "Be

 

banner