Final performance for the Dow Jones Credit Suisse Hedge Fund Index (“Broad Index”) is confirmed up 2.90% in December and up 10.95% YTD
Oliver Schupp, President of Credit Suisse Index Co., Inc., said, “The Dow Jones Credit Suisse Hedge Fund Index rose 2.90% in December, with nine out of ten sectors posting positive performance for the month. Managed Futures was the best performing sector, finishing up 5.42%. Positive performance was also seen in the Event Driven sector, which finished up 3.93%, however Global Macro remains the strongest performing sector in 2010 after posting positive performance of 2.67% in December.”
Performance for the Broad Index and its ten sub-strategies is calculated monthly. December, November and year-to-date performance numbers are listed below and are available at www.hedgeindex.com.
| Category | Dec 2010 | Nov 2010 | YTD 10 |
| Dow Jones Credit Suisse Hedge Fund Index | 2.90% | -0.18% | 10.95% |
| Convertible Arbitrage | 1.16% | 0.04% | 10.95% |
| Dedicated Short Bias | -5.86% | -2.36% | -22.47% |
| Emerging Markets | 1.50% | -0.38% | 11.34% |
| Equity Market Neutral | 1.74% | -2.51% | -0.85% |
| Event Driven | 3.93% | 0.15% | 12.63% |
| Distressed | 2.73% | 0.33% | 10.26% |
| Multi-Strategy | 4.78% | 0.04% | 14.36% |
| Risk Arbitrage | 1.14% | -1.44% | 3.17% |
| Fixed Income Arbitrage | 0.61% | 0.74% | 12.51% |
| Global Macro | 2.67% | -0.52% | 13.47% |
| Long/Short Equity | 3.42% | 0.46% | 9.28% |
| Managed Futures | 5.42% | -4.11% | 12.22% |
| Multi-Strategy | 1.70% | 0.30% | 9.29% |