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 |