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