Credit Suisse Long/Short Equity Hedge Fund Index

Min T36

Max T36

Maximum Drawdown

Monthly Return

Calmar Ratio

Average Calmar Ratio

29/12/17

643.37

741.83

13.273%

0.83%

0.06

0.0313

30/11/17

643.37

735.70

12.550%

0.36%

0.03

31/10/17

643.37

733.03

12.231%

2.05%

0.17

29/09/17

639.71

718.31

10.942%

0.24%

0.02

31/08/17

639.67

716.56

10.730%

0.83%

0.08

Calculation Continued till 31/12/1996

30/04/97

91.22

137.04

33.435%

0.01%

0.00

31/03/97

91.22

137.04

33.435%

−2.27%

−0.07

28/02/97

91.22

137.04

33.435%

−1.58%

−0.05

31/01/97

91.22

137.04

33.435%

3.49%

0.10

31/12/96

91.22

132.42

31.113%

0.82%

0.03