hedge fund performance per strategy from tremont
The Credit Suisse/Tremont Hedge Fund Indices Performance data for Feb 2008 has been updated. Please visit our site at
http://www.hedgeindex.com for further details.
Credit Suisse/Tremont Hedge Fund Index Performance
Index / Sub Strategies Value Feb 08 YTD 1 Year Annl* Std Dev* Sharpe*
Credit Suisse/Tremont Hedge Fund Index 434.26 1.61% 0.10% 10.38% 10.92% 7.48% 0.93
Convertible Arbitrage 318.09 -1.29% -1.82% 0.87% 8.51% 4.61% 0.98
Dedicated Short Bias 81.10 -0.89% 4.74% 8.60% -1.47% 16.77% -0.32
Emerging Markets 376.50 1.78% -0.94% 17.70% 9.81% 15.49% 0.38
Equity Market Neutral 384.46 1.07% 1.77% 10.01% 9.97% 2.81% 2.14
Event Driven 473.03 0.85% -1.62% 7.45% 11.59% 5.56% 1.37
Distressed 559.91 0.17% -1.53% 3.64% 12.93% 6.15% 1.46
Multi-Strategy 435.41 1.26% -1.72% 10.09% 10.94% 6.05% 1.15
Risk Arbitrage 290.35 1.26% 1.16% 8.57% 7.81% 4.12% 0.93
Fixed Income Arbitrage 233.43 -0.66% -0.38% 2.07% 6.17% 3.64% 0.60
Global Macro 664.25 4.11% 8.73% 25.36% 14.30% 10.43% 0.99
Long/Short Equity 490.55 2.06% -2.08% 9.25% 11.88% 9.85% 0.80
Managed Futures 266.61 6.61% 11.01% 20.35% 7.17% 11.99% 0.27
Multi-Strategy 353.64 -0.27% -2.07% 4.77% 9.50% 4.35% 1.27
Credit Suisse/Tremont Investable Index Performance
Index / Sub Strategies Value Feb 08 YTD 1 Year Annl* Std Dev* Sharpe*
Credit Suisse/Tremont Blue Chip Index 133.54 0.99% 0.01% 6.02% 6.51% 3.31% 1.00
Convertible Arbitrage 113.22 -4.42% -5.19% -6.97% 2.75% 4.41% -0.11
Dedicated Short Bias 79.00 -2.36% 3.13% 4.66% -5.01% 12.89% -0.64
Emerging Markets 229.06 1.75% -2.83% 15.77% 19.82% 9.04% 1.84
Equity Market Neutral 115.61 0.11% -1.37% -0.33% 3.22% 2.11% 0.00
Event Driven 154.47 1.57% -1.06% 4.28% 9.95% 4.41% 1.53
Fixed Income Arbitrage 114.48 -0.67% 0.77% 7.22% 2.99% 3.12% -0.07
Global Macro 135.23 2.76% 10.30% 23.67% 6.81% 5.21% 0.69
Long/Short Equity 135.27 0.15% -5.21% -1.03% 6.81% 5.86% 0.61
Managed Futures 126.70 4.99% 8.92% 17.68% 5.30% 11.92% 0.17
Multi-Strategy 134.22 -0.05% -1.70% 1.41% 6.63% 3.92% 0.87
Disclaimer
Credit Suisse/Tremont Sector Invest Indices Performance
Index / Sub Strategies Value Feb 08 YTD 1 Year Annl* Std Dev* Sharpe*
Credit Suisse/Tremont AllHedge Index 131.24 0.87% -0.99% 5.71% 8.28% 4.09% 1.06
Convertible Arbitrage 106.28 -3.11% -3.92% -6.40% 1.80% 4.26% -0.50
Dedicated Short Bias 97.73 0.20% 5.41% 7.69% -0.67% 12.68% -0.36
Emerging Markets 173.35 2.42% -3.05% 12.66% 17.47% 9.71% 1.39
Equity Market Neutral 115.45 0.12% -1.19% 2.86% 4.29% 1.95% 0.18
Event Driven 139.44 1.31% -0.93% 4.33% 10.22% 4.41% 1.42
Fixed Income Arbitrage 104.19 -1.16% -0.31% -4.51% 1.21% 4.60% -0.59
Global Macro 125.04 1.64% 7.35% 20.30% 6.76% 4.78% 0.59
Long/Short Equity 136.00 0.48% -4.83% 2.87% 9.42% 6.69% 0.82
Managed Futures 136.02 5.35% 9.66% 20.01% 9.42% 10.50% 0.52
Multi-Strategy 129.73 -0.50% -2.66% 1.67% 7.91% 4.01% 0.99
Global Growth Opportunities Basket 132.80 1.74% 0.71% 10.62% 10.26% 4.88% 1.29
Markets Defender Basket 98.48 -1.43% -1.43% 0.74% 4.97% 2.84% 0.36
Statistics shown for Global Growth Opportunities Basket are based on hypothetical portfolio performance from October 1, 2004 to May 31, 2005 and actual performance of the portfolio from June 1, 2005. Value shown for Global Growth Opportunities Basket is set to 100 on the start date of the portfolio (June 1, 2005).
Statistics shown for Markets Defender Basket are based on hypothetical portfolio performance from October 1, 2004 to July 31, 2007 and actual performance of the portfolio from August 1, 2007. Value shown for Markets Defender Basket is set to 100 on the start date of the portfolio (August 1, 2007).
FX Hedged Series not available for Credit Suisse/Tremont Sector Invest Baskets.
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