The Credit Suisse Hedge Fund Index Finished Down 0.85% in December
Tuesday, January 19th, 2016
The Credit Suisse Hedge Fund Index finished down 0.85% for the month of December.
Performance for the Broad Index and its 10 sub-strategies is calculated monthly. November, December and 2015 performance numbers are listed below and are available at www.hedgeindex.com.
|
Index |
Dec 2015 |
Nov 2015 |
2015 |
|
Broad Index |
-0.85% |
0.20% |
-0.71% |
|
Convertible Arbitrage |
-0.78% |
-0.73% |
0.81% |
|
Dedicated Short Bias |
4.80% |
-3.27% |
2.38% |
|
Emerging Markets |
-0.12% |
0.15% |
-0.22% |
|
Equity Market Neutral |
1.60% |
-1.03% |
1.69% |
|
Event Driven |
-1.30% |
-1.17% |
-6.29% |
|
Distressed |
-0.71% |
-0.75% |
-5.30% |
|
Risk Arbitrage |
1.31% |
-0.49% |
0.42% |
|
Event Driven Multi-Strategy |
-1.54% |
-1.33% |
-6.67% |
|
Fixed Income Arbitrage |
0.15% |
0.08% |
0.59% |
|
Global Macro |
-2.05% |
1.41% |
0.18% |
|
Long/Short Equity |
-0.01% |
-0.12% |
3.55% |
|
Managed Futures |
-2.19% |
3.73% |
-0.93% |
|
Multi-Strategy |
0.21% |
0.23% |
3.84% |
|
Changes to Index Composition |
|
|
Funds Added |
Funds Removed |
|
None |
Finisterre Sovereign Debt Master Fund. The Rohatyn Group Local Currency Opportunity Fund Limited Cheyne Special Situations Realizing Fund MatlinPatterson Credit Master Fund L.P. Metropolitan Capital Advisors BlackRock Global Ascent BlackRock Emerging Energy Dynamic Fund |
