Credit Suisse Hedge Fund Index Falls 1.41% in January

Feb 17 2016 | 7:17pm ET

The Credit Suisse Hedge Fund Index lost -1.41% for the month of January, following a -0.85% drop in December.

Among the index’s ten substrategies, standouts include a whopping 9.48% gain for Dedicated Short Bias strategies and a 4% bump for Managed Futures strategies, while Emerging Markets lost -3.45% and Event Driven dropped just over -3%. Risk Arbitrage, Global Macro and Fixed Income were essentially flat, while Convertible Arbitrage lost nearly 2%. Interestingly, Multi-strat funds were down -0.48% in January.

Results are summarized below.  


Jan 2016

Dec 2015

Broad Index



Convertible Arbitrage



Dedicated Short Bias



Emerging Markets



Equity Market Neutral



Event Driven






   Risk Arbitrage



   Event Driven Multi-Strategy



Fixed Income Arbitrage



Global Macro



Long/Short Equity



Managed Futures






Credit Suisse also announced changes to the index composition. The firm added Glazer Capital, Danske Invest SICAV Europe Long-Short Dynamic, Parus Fund, and ISAM Systematic Trend.

Dropped from the index were Waterstone Market Neutral Master Fund, Martin Group, Definitive Guardian Partners, Monarch Opportunities Master Fund, Seneca Capital LP, Candlewood Structured Credit Fund, Fortress Macro Fund, Boston Provident Partners and Okumus Opportunistic Value Fund.

Additional information about the Credit Suisse Hedge Fund Indexes - including research, fund performance and constituent fund information - can be found at 

Credit Suisse AG is one of the world's leading financial services providers and is part of the Credit Suisse group of companies.

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