Credit Suisse Long/Short Replication Index Up Last Month

Mar 4 2009 | 11:41am ET

The Credit Suisse Inverse Long/Short Equity Replication Index was up 1.06% net in February, according to Jordan Drachman, head of research for alternative beta strategies at Credit Suisse.

Drachman noted that hedge funds showed relative decorrelation to the Standard & Poor’s 500 Index, which was down about 11% in February.

“In this challenging market environment, the Inverse AIR LOSHO Index was up 1.06%,” Drachman said. “By providing inverse hedge fund-like returns, the Inverse AIR LOSHO Index is able to offer investors insight into the performance of short exposure to the common factors driving the long/short equity sector of the hedge fund universe,” he said.

The AIR LOSHO Index tracks the long/short equity sector of the benchmark Credit Suisse/Tremont Hedge Fund Index.


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