Rank Ordered Calmar Ratio | Full Sample |
Credit Suisse Dedicated Short Bias Hedge Fund Index | −0.011579 |
DJIA | 0.017794 |
Credit Suisse Managed Futures Hedge Fund Index | 0.020541 |
Credit Suisse Fixed Income Arbitrage Hedge Fund Index | 0.020732 |
Credit Suisse Equity Market Neutral Hedge Fund Index | 0.020735 |
Credit Suisse Emerging Markets Hedge Fund Index | 0.024810 |
Credit Suisse Convertible Arbitrage Hedge Fund Index | 0.025030 |
Credit Suisse Event Driven Multi-Strategy Hedge Fund Index | 0.025754 |
Credit Suisse Event Driven Hedge Fund Index | 0.026027 |
Credit Suisse Event Driven Distressed Hedge Fund Index | 0.026283 |
Credit Suisse Global Macro Hedge Fund Index | 0.027349 |
Credit Suisse Multi-Strategy Hedge Fund Index | 0.027391 |
Credit Suisse Hedge Fund Index | 0.027806 |
Credit Suisse Event Driven Risk Arbitrage Hedge Fund Index | 0.029537 |
Credit Suisse Long/Short Equity Hedge Fund Index | 0.031346 |