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Credit Suisse Hedge Fund Indices

Published in Alternative 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.

Key Features and Coverage on RIMES

For the Credit Suisse Hedge Fund Index, RIMES hosts approximately 45 indices, including AllHedge, Blue Chip, Core, Event-driven, Managed Futures, Multi-strategy, etc.

For the Credit Suisse Liquid Indices, RIMES hosts 6 indices, including Liquid alt beta, Event, Global Strategies, Long/short, Merger arbitrage, Managed futures, etc.

Some of the data items available include:

  • Description
  • Database Domain Code
  • Gross Index in US Dollars
  • Gross Index in Swiss Francs
  • Gross Index in Euros
  • Gross Index in Japanese Yen
  • Database Source
  • Database Symbol

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