Dow Jones Credit Suisse Hedge Fund Index Up 10.95% In 2010

Jan 18 2011 | 2:09pm ET

Final performance for the Dow Jones Credit Suisse Hedge Fund Index is confirmed up 2.90% in December and up 10.95% for 2010.

"The Dow Jones Credit Suisse Hedge Fund Index rose 2.90% in December, with nine out of ten sectors posting positive performance for the month. Managed Futures was the best performing sector, finishing up 5.42%. Positive performance was also seen in the Event Driven sector, which finished up 3.93%, however Global Macro remains the strongest performing sector in 2010 after posting positive performance of 2.67% in December," said Oliver Schupp, President of Credit Suisse Index Co.

Performance for the Broad Index and its ten sub-strategies is calculated monthly. December and year-to-date performance numbers are listed below.



Broad Index 2.90% 10.95%
Convertible Arbitrage 1.16% 10.97%
Dedicated Short Bias -5.86% -22.45%
Emerging Markets 1.50% 11.33%
Equity Market Neutral 1.74% -0.84%
Event Driven 3.93% 12.64%
     Distressed 2.73% 10.26%
     Event Driven Multi-Strat 4.78% 14.36%
     Risk Arbitrage 1.14% 3.15%
Fixed Income Arbitrage 0.61% 12.48%
Global Macro 2.67% 13.45%
Long/Short Equity 3.42% 9.27%
Managed Futures 5.42% 12.20%
Multi-Strategy 1.70% 9.28%
Dow Jones Industrial Average* 5.33% 14.06%
Dow Jones World Index 7.38% 11.89%

No funds were added to the Broad Index in December. The Broad Index is constructed using the Credit Suisse database of more than 8,000 hedge funds.  It includes both open and closed funds located in the U.S. and offshore, but does not include fund of funds.

In Depth

Related-Company Fees: Normal Industry Practice or Conflicted Compensation?

Nov 11 2015 | 4:23pm ET

Regulatory agencies as well as investors are increasingly exploring whether certain...


Ferrari Roars in Wall Street Debut

Oct 21 2015 | 4:28pm ET

Shares of supercar maker Ferrari jumped as much as 15 percent to a high of nearly...

Guest Contributor

Private Debt - What is the Opportunity?

Nov 11 2015 | 3:28pm ET

In this contributed article, Rob Allard, founding partner of Firebreak Capital...


Editor's Note

    Oct 21 2015 | 10:41am ET

    One of the most unique charity benefits in the hedge fund industry, A Leg To Stand On's (ALTSO's) Hedge Fund Rocktoberfest - NYC, raised nearly $500,000 last Thursday thanks to the generous support of major sponsors and nearly 1,400 attendees from the Tri-State finance, business and hedge fund communities. Read more…