Thu, Oct 2, 2014
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   |   

Banner

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. Legal - Court throws out lawsuits related to Fannie Mae, Freddie Mac profits, Insider case by SEC is a step removed from Herbalife itself, SEC grants Citigroup waivers, easing hedge-fund curbs[more]

    Court throws out lawsuits related to Fannie Mae, Freddie Mac profits From WSJ.com: A group of Wall Street investors on Tuesday suffered a blow in their attempts to sue the federal government over their treatment of the shareholders of mortgage finance giants Fannie Mae and Freddie Mac af

  2. Launches - Goldman Sachs Asset Management launches GS Long Short Fund, Western & Southern launching international hedge fund, Lansdowne Partners plans energy hedge fund, RBC Global Asset Management launches new RBC Funds (Lux) - Asia Ex-Japan Fund, PVE Capital latest credit strategy to launch on the Sciens managed account platform[more]

    Goldman Sachs Asset Management launches GS Long Short Fund From Marketwatch.com: Goldman Sachs Asset Management has announced the launch of the Goldman Sachs Long Short Fund, which pursues high conviction investment ideas in global equity markets through a fundamental, bottom-up approach

  3. M&A - Goldman fund takes stake in Caxton, Neuberger Berman acquires Orchard Square hedge fund, Top banks, hedge funds buy Perzo messaging platform for $66m[more]

    Goldman fund takes stake in Caxton From FT.com: Caxton Associates, one of the best known macro hedge fund managers, has sold a 9.9 per cent stake in itself to a fund managed by Goldman Sachs, according to a letter sent to its investors. The investment in Caxton, which manages close to $8

  4. Unconstrained bond funds: Where hedge fund strategies meet mutual funds[more]

    From CNBC.com: For all the talk and buzz around indexes, or passive investing, the next big thing for bond mutual fund investors may be strategies that are the exact opposite. The rapid growth of "unconstrained bond funds" has been thrust into investor spotlight given last Friday's stunning news tha

  5. Service Providers - Aequitas Capital launches exclusive provider network for independent RIAs[more]

    From Insurancenewsnet.com: Aequitas Capital, a diversified financial services company, has launched the Aequitas Financial Services Network (AFSN), a singular member network of select product and service providers who offer diverse yet complementary capabilities designed to empower Registered Invest