Rank ordered Sharpe ratio | Full Sample |
Credit Suisse Dedicated Short Bias Hedge Fund Index | −0.175714 |
Credit Suisse Managed Futures Hedge Fund Index | 0.039158 |
DJIA | 0.138895 |
Credit Suisse Event Driven Risk Arbitrage Hedge Fund Index | 0.170850 |
Credit Suisse Emerging Markets Hedge Fund Index | 0.171598 |
Credit Suisse Long/Short Equity Hedge Fund Index | 0.193017 |
Credit Suisse Convertible Arbitrage Hedge Fund Index | 0.193849 |
Credit Suisse Hedge Fund Index | 0.213587 |
Credit Suisse Event Driven Multi-Strategy Hedge Fund Index | 0.214183 |
Credit Suisse Equity Market Neutral Hedge Fund Index | 0.229475 |
Credit Suisse Fixed Income Arbitrage Hedge Fund Index | 0.263084 |
Credit Suisse Event Driven Hedge Fund Index | 0.271359 |
Credit Suisse Global Macro Hedge Fund Index | 0.279161 |
Credit Suisse Multi-Strategy Hedge Fund Index | 0.339626 |
Credit Suisse Event Driven Distressed Hedge Fund Index | 0.345316 |