Ranking | Sharpe Ratio | Sortino Ratio | Calmar Ratio |
Credit Suisse Dedicated Short Bias Hedge Fund Index | 15 | 15 | 15 |
DJIA | 13 | 12 | 14 |
Credit Suisse Managed Futures Hedge Fund Index | 14 | 14 | 13 |
Credit Suisse Fixed Income Arbitrage Hedge Fund Index | 5 | 9 | 12 |
Credit Suisse Equity Market Neutral Hedge Fund Index | 6 | 2 | 11 |
Credit Suisse Emerging Markets Hedge Fund Index | 11 | 10 | 10 |
Credit Suisse Convertible Arbitrage Hedge Fund Index | 9 | 11 | 9 |
Credit Suisse Event Driven Multi-Strategy Hedge Fund Index | 7 | 6 | 8 |
Credit Suisse Event Driven Hedge Fund Index | 4 | 5 | 7 |
Credit Suisse Event Driven Distressed Hedge Fund Index | 1 | 1 | 6 |
Credit Suisse Global Macro Hedge Fund Index | 3 | 3 | 5 |
Credit Suisse Multi-Strategy Hedge Fund Index | 2 | 4 | 4 |
Credit Suisse Hedge Fund Index | 8 | 7 | 3 |
Credit Suisse Event Driven Risk Arbitrage Hedge Fund Index | 12 | 13 | 2 |
Credit Suisse Long/Short Equity Hedge Fund Index | 10 | 8 | 1 |