Credit Suisse Liquid Alternative Beta Index Gains 0.13% in February

Mar 2 2016 | 8:00pm ET

The Credit Suisse Liquid Alternative Beta Index, which aims to reflect the performance of the overall hedge fund industry using liquid securities, gained 0.13% in February, according to the company. The positive result is the first in three months for the measure, which lost -1.42% in January, -1.47% in December and -0.63% in November.

The Managed Futures strategy was the again the strongest performer for the month, gaining 3.03% in February and now up 6.44%. 

The Long/Short Liquid Index was the sole negative performer among CS’s five sub-strategy measures, down -0.77%. For the year to date, it is down -3.12%.

Performance of the index family is listed below: 

 

February 2016

January 2016

YTD 2016

Credit Suisse Liquid Alternative Beta Index

0.13%

-1.42%

-1.29%

Credit Suisse Event Driven Liquid Index

0.26%

-2.24%

-1.99%

Credit Suisse Global Strategies Liquid Index

0.34%

-0.73%

-0.39%

Credit Suisse Long/Short Liquid Index

-0.77%

-2.37%

-3.12%

Credit Suisse Merger Arbitrage Liquid Index

0.28%

0.37%

0.65%

Credit Suisse Managed Futures Liquid Index

3.03%

3.31%

6.44%

  

Credit Suisse's LAB family of six indices aims to provide exposure to the aggregate risk and return characteristics of hedge fund strategies using liquid, tradable instruments that are distinguishable in terms of their level of granularity.

They are calculated by Alternative Liquid Trading Strategies, a specialized investment boutique within Credit Suisse Asset Management. The series is priced daily and constructed using an objective and transparent rules-based methodology, making them suitable for index-linked products.


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