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Credit Suisse Blue Chip Hedge Fund Index down -0.48% in March; +0.93% YTD

Tuesday, April 15, 2014
Opalesque Industry Update - Credit Suisse Hedge Fund Index Performance

Publication of the monthly performance of the Blue Chip Hedge Fund Indexes will be discontinued as of March 31, 2014. Final March 2014 values will be updated on May 15, 2014. Please reference the AllHedge Indexes for monthly values on an investable hedge fund index.

Average Annual Index data begins October 2003. Monthly Standard Deviation annualized. Sharpe Ratio is calculated in the following ways: USD uses rolling 90 day T-bill rate, JPY uses rolling BBA LIBOR JPY 1 Month, CHF uses rolling BBA LIBOR CHF 1 Month, EUR uses rolling Euribor 1 Month.

Credit Suisse Blue Chip Hedge Fund Index Performance

**As of September 30, 2008 the Value for the Blue Chip Index will be reported as a Suspension Alternate Value (SAV) in accordance with the Official Index Rules.The SAV takes into account the estimated value of underlying funds which have suspended redemptions or have temporarily stopped reporting performance to the Index. Consistent with Value reporting procedures, the SAV will be published as an estimated value and a confirmed value will be published according to the usual timetable for publication of the Index value. Please see the Official Index Rules in the Documents section for a detailed explanation of how the SAV is calculated.

Credit Suisse AllHedge Fund Index Performance

* Average Annual Index data begins January 1994. Monthly Standard Deviation is annualized. Sharpe Ratio calculated using the rolling 90-day T-bill rate, JPY uses rolling BBA LIBOR JPY 1 Month, CHF uses rolling BBA LIBOR CHF 1 Month, EUR uses rolling Euribor 1 Month.

Credit Suisse

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