Sharpe Ratio | Full Sample (Jan 94 to Dec 17) |
Credit Suisse Hedge Fund Index | 0.214 |
DJIA | 0.139 |
Convertible Arbitrage Hedge Fund Index | 0.194 |
Dedicated Short Bias Hedge Fund Index | −0.176 |
Long/Short Equity Hedge Fund Index | 0.193 |
Emerging Markets Hedge Fund Index | 0.172 |
Equity Market Neutral Hedge Fund Index | 0.229 |
Event Driven Hedge Fund Index | 0.271 |
Event Driven Distressed Hedge Fund Index | 0.345 |
Event Driven Multi-Strategy Hedge Fund Index | 0.214 |
Event Driven Risk Arbitrage Hedge Fund Index | 0.171 |
Fixed Income Arbitrage Hedge Fund Index | 0.263 |
Global Macro Hedge Fund Index | 0.279 |
Managed Futures Hedge Fund Index | 0.039 |
Multi-Strategy Hedge Fund Index | 0.340 |