Hedge Fund Index Finished Down 0.80% in October
Press release from the issuing company
Tuesday, November 18th, 2014
The Credit Suisse Hedge Fund Index (the "Broad Index") finished down 0.80% for the month of October.
Performance for the Broad Index and its 10 sub-strategies is calculated monthly. September, October and YTD 2014 performance numbers are listed below and are available at www.hedgeindex.com.
|
Index |
Oct-14 |
Sep-14 |
YTD 2014 |
|
Broad Index |
-0.80% |
-0.01% |
2.58% |
|
Convertible Arbitrage |
-1.79% |
-0.69% |
-0.44% |
|
Dedicated Short Bias |
-3.99% |
4.68% |
-7.04% |
|
Emerging Markets |
-1.12% |
0.14% |
-0.36% |
|
Equity Market Neutral |
0.45% |
-0.28% |
-1.07% |
|
Event Driven |
-2.16% |
-1.37% |
1.57% |
|
Distressed |
-1.96% |
-0.70% |
2.91% |
|
Event Driven Multi-Strategy |
-2.24% |
-1.65% |
0.98% |
|
Risk Arbitrage |
-2.35% |
-1.49% |
-1.96% |
|
Fixed Income Arbitrage |
-0.10% |
0.42% |
4.23% |
|
Global Macro |
-0.92% |
0.54% |
1.69% |
|
Long/Short Equity |
0.01% |
-0.18% |
3.23% |
|
Managed Futures |
1.81% |
1.72% |
8.30% |
|
Multi-Strategy |
-0.49% |
0.98% |
4.39% |
|
Changes to Index Composition |
|
|
Funds Added |
Funds Removed |
|
Marwyn Value Investors LP Schroder GAIA Avoca Credit Securis Non-Life Fund Pine River Liquid Rates Fund TIG Securitized Asset Fund Limited Cumulus Energy |
Brummer & Partners Futuris CastleRock Fund Cumberland Partners
|
Additional information about the Credit Suisse Hedge Fund Indexes -- including research, fund performance and constituent fund information -- can be found at http://www.hedgeindex.com.
