Credit Suisse Dedicated Short Bias Hedge Fund Index

StDev (T36M)

Average Return (T36M)

Rf

Rf (1M)

Sharpe Ratio

12/29/2017

4.463%

−0.669%

2.405%

0.198%

−0.1942306

12/31/2014

3.196%

−1.529%

2.170%

0.179%

−0.5343669

12/31/2011

4.853%

−1.276%

1.876%

0.155%

−0.2949307

12/31/2008

4.489%

0.455%

2.220%

0.183%

0.0604990

12/31/2005

3.904%

−0.805%

4.399%

0.359%

−0.2981581

12/31/2002

5.534%

0.919%

3.818%

0.313%

0.1095096

12/31/1999

6.144%

−0.410%

6.435%

0.521%

−0.1515864

12/31/1996

4.113%

0.099%

6.430%

0.521%

−0.1024462

12/31/1993

Average

−0.402%

−0.1757137