Credit Suisse Event Driven Distressed Hedge Fund Index | Rf | Rf (1M) | Monthly Return |
|
| Semi Deviation | Sortino Ratio | Average Sortino Ratio |
29/12/17 | 2.405% | 0.198% | 1.52% | 0.00% | 0.000% | 0.111% | 11.89718105 | 5.25 |
30/11/17 | 2.415% | 0.199% | −0.38% | 0.58% | 0.003% | 0.112% | −5.168997777 | |
31/10/17 | 2.377% | 0.196% | 0.53% | 0.00% | 0.000% | 0.111% | 3.010091334 | |
29/09/17 | 2.339% | 0.193% | 0.69% | 0.00% | 0.000% | 0.126% | 3.953804913 | |
Calculation Continued Till 31/12/96 | ||||||||
30/04/97 | 6.720% | 0.543% | 0.52% | 0.02% | 0.000% | 0.125% | −0.190608225 | |
31/03/97 | 6.907% | 0.558% | 0.38% | 0.18% | 0.000% | 0.130% | −1.389514811 | |
28/02/97 | 6.556% | 0.531% | 2.16% | 0.00% | 0.000% | 0.146% | 11.1633067 | |
31/01/97 | 6.500% | 0.526% | 2.42% | 0.00% | 0.000% | 0.147% | 12.85528782 | |
31/12/96 | 6.430% | 0.521% | 2.19% | 0.00% | 0.000% | 0.147% | 11.3395009 |