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CSFB Hedge Fund Strategy update

Zack Miller | November 16, 2010

CSFB just updated its hedge fund indexes for the end of month October, 2010.

Benchmark Performance Summary

		Index Value		Return
	Currency	Oct 10	Sep 10	Oct 10	Sep 10	YTD
Dow Jones Credit Suisse Hedge Fund Index	USD	449.66	441.18	1.92%	3.43%	8.02%
Convertible Arbitrage	USD	358.04	351.09	1.98%	1.11%	9.64%
Dedicated Short Bias	USD	56.25	58.35	-3.60%	-11.28%	-15.64%
Emerging Markets	USD	378.65	370.46	2.21%	4.77%	10.10%
Equity Market Neutral	USD	234.53	232.36	0.93%	3.66%	-0.03%
Event Driven	USD	515.25	506.16	1.80%	3.20%	8.22%
Distressed	USD	585.07	577.45	1.32%	2.07%	6.98%
Multi-Strategy	USD	485.48	475.17	2.17%	4.03%	9.10%
Risk Arbitrage	USD	321.81	323.82	-0.62%	2.31%	3.50%
Fixed Income Arbitrage	USD	235.87	233.30	1.10%	1.55%	11.00%
Global Macro	USD	722.14	710.64	1.62%	2.72%	11.10%
Long/Short Equity	USD	505.12	495.20	2.00%	5.09%	5.18%
Managed Futures	USD	294.74	282.62	4.29%	2.77%	11.00%
Multi-Strategy	USD	368.24	360.93	2.03%	2.79%	7.14%

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