Credit Suisse Event Driven Distressed Hedge Fund Index | StDev (T36M) | Average Return (T36M) | Rf | Rf (1M) | Sharpe Ratio |
12/29/2017 | 0.920% | 0.220% | 2.405% | 0.198% | 0.0238037 |
12/31/2014 | 1.105% | 0.800% | 2.170% | 0.179% | 0.5622163 |
12/31/2011 | 1.828% | 0.698% | 1.876% | 0.155% | 0.2969403 |
12/31/2008 | 2.082% | 0.010% | 2.220% | 0.183% | −0.0831394 |
12/31/2005 | 0.854% | 1.346% | 4.399% | 0.359% | 1.1558409 |
12/31/2002 | 1.642% | 0.555% | 3.818% | 0.313% | 0.1478796 |
12/31/1999 | 2.696% | 1.076% | 6.435% | 0.521% | 0.2056929 |
12/31/1996 | 1.760% | 1.319% | 6.430% | 0.521% | 0.4532915 |
12/31/1993 | |||||
Average | 0.753% | 0.3453157 |