Rank Ordered Sortino Ratio

Full Sample

Credit Suisse Dedicated Short Bias Hedge Fund Index

−1.158568

Credit Suisse Managed Futures Hedge Fund Index

0.442917

Credit Suisse Event Driven Risk Arbitrage Hedge Fund Index

1.028543

DJIA

1.057055

Credit Suisse Convertible Arbitrage Hedge Fund Index

1.556642

Credit Suisse Emerging Markets Hedge Fund Index

1.673219

Credit Suisse Fixed Income Arbitrage Hedge Fund Index

2.157023

Credit Suisse Long/Short Equity Hedge Fund Index

2.186166

Credit Suisse Hedge Fund Index

2.306078

Credit Suisse Event Driven Multi-Strategy Hedge Fund Index

2.450133

Credit Suisse Event Driven Hedge Fund Index

3.249322

Credit Suisse Multi-Strategy Hedge Fund Index

3.792850

Credit Suisse Global Macro Hedge Fund Index

4.154314

Credit Suisse Equity Market Neutral Hedge Fund Index

4.380551

Credit Suisse Event Driven Distressed Hedge Fund Index

5.252875