Friday, November 11, 2011

Dow Jones Credit Suisse Hedge Fund Index (“Broad Index”) finished up 1.52% in October

Early estimates indicate the Dow Jones Credit Suisse Hedge Fund Index (“Broad Index”) finished up 1.52% in October (based on 73% of assets in the index reporting).


Strategy Estimates

Index
Oct
Broad Benchmark Index
1.52%
Convertible Arbitrage
1.10%
Dedicated Short Bias
-9.98%
Emerging Markets
3.44%
Equity Market Neutral
2.67%
Event Driven
2.62%
Distressed
2.46%
Event Driven Multi-Strategy
2.76%
Risk Arbitrage
1.46%
Fixed Income Arbitrage
-0.30%
Global Macro
0.35%
Long/Short Equity
3.92%
Managed Futures
-5.12%
Multi-Strategy
2.31%



Estimates are based on 73% of assets in the index reporting; final October performance will be published November 15th on Bloomberg and online at www.hedgeindex.com. For a complete description of the Dow Jones Credit Suisse Hedge Fund Index, please see the index rules available at www.hedgeindex.com.

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