Credit Suisse Hedge Fund Indices

The Credit Suisse Hedge Fund Index is an asset-weighted hedge fund index and includes open and closed funds. Liquid Alternative Beta Indices seek to represent the aggregate risk and return characteristics of a diversified universe of hedge funds using liquid, tradable instruments. Components of these series include:

• The Credit Suisse AllHedge Index is an asset-weighted hedge fund index that provides a rules-based measure of an investable portfolio
• The Credit Suisse Event Driven Liquid Index seeks to reflect the return of hedge funds as represented by the Event Driven sector of the Credit Suisse Hedge Fund Index.
• The Credit Suisse Global Strategies Liquid Index seeks to reflect the return of all hedge fund strategies not defined as Long/Short or Event Driven within the Credit Suisse Hedge Fund Index.
• The Credit Suisse Long/Short Liquid Index seeks to reflect the return of hedge funds as represented by the Long/Short Equity sector of the Credit Suisse Hedge Fund Index.
• The Credit Suisse Managed Futures Liquid Index seeks to gain broad exposure to the Managed Futures strategy using a pre-defined quantitative methodology to invest in a range of asset classes including: equities, fixed income, commodities and currencies.
• The Credit Suisse Merger Arbitrage Liquid Index seeks to gain broad exposure to the Merger Arbitrage strategy by using a pre-defined quantitative methodology in order to invest in a liquid, diversified and broadly representative set of announced merger deals.