PRNewswire – The Dow Jones Credit Suisse Hedge Fund Index (the “Broad Index”) finished up 1.04% for the month of September.
Performance for the Broad Index and its 10 sub-strategies is calculated monthly. September, August and YTD 2012 performance numbers are listed below and are available at www.hedgeindex.com.
| Index | Sep-12 | Aug-12 | 2012 YTD |
| Broad Index | 1.04% | 0.84% | 5.61% |
| Convertible Arbitrage | 0.40% | 0.44% | 5.86% |
| Dedicated Short Bias | -3.78% | -4.25% | -17.56% |
| Emerging Markets | 2.21% | 0.84% | 6.17% |
| Equity Market Neutral | 0.56% | 1.25% | 0.02% |
| Event Driven | 1.67% | 1.18% | 7.19% |
| Distressed | 1.78% | 0.88% | 8.28% |
| Event Driven Multi-Strategy | 1.62% | 1.32% | 6.70% |
| Risk Arbitrage | 0.41% | 0.52% | 1.01% |
| Fixed Income Arbitrage | 1.26% | 1.02% | 8.82% |
| Global Macro | 0.60% | 0.38% | 3.28% |
| Long/Short Equity | 1.57% | 1.51% | 5.97% |
| Managed Futures | -1.37% | -1.55% | 0.12% |
| Multi-Strategy | 0.80% | 1.36% | 8.23% |
The following fund was dropped from the Dow Jones Credit Suisse Hedge Fund Index in September: Hermitage Fund.
