Rank Ordered Calmar Ratio

Full Sample

Credit Suisse Dedicated Short Bias Hedge Fund Index

−0.011579

DJIA

0.017794

Credit Suisse Managed Futures Hedge Fund Index

0.020541

Credit Suisse Fixed Income Arbitrage Hedge Fund Index

0.020732

Credit Suisse Equity Market Neutral Hedge Fund Index

0.020735

Credit Suisse Emerging Markets Hedge Fund Index

0.024810

Credit Suisse Convertible Arbitrage Hedge Fund Index

0.025030

Credit Suisse Event Driven Multi-Strategy Hedge Fund Index

0.025754

Credit Suisse Event Driven Hedge Fund Index

0.026027

Credit Suisse Event Driven Distressed Hedge Fund Index

0.026283

Credit Suisse Global Macro Hedge Fund Index

0.027349

Credit Suisse Multi-Strategy Hedge Fund Index

0.027391

Credit Suisse Hedge Fund Index

0.027806

Credit Suisse Event Driven Risk Arbitrage Hedge Fund Index

0.029537

Credit Suisse Long/Short Equity Hedge Fund Index

0.031346