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