Press release – The Dow Jones Credit Suisse Hedge Fund Index (the “Broad Index”) finished down 0.40% for the month of June.
| Index | Jun-12 | May-12 | 2012 YTD |
| Broad Index | -0.40% | -1.33% | 2.20% |
| Convertible Arbitrage | 0.33% | -0.84% | 4.08% |
| Dedicated Short Bias | -2.72% | 9.03% | -10.13% |
| Emerging Markets | -0.13% | -3.79% | 2.02% |
| Equity Market Neutral | 0.93% | -3.18% | -1.37% |
| Event Driven | -0.18% | -1.32% | 3.44% |
| Distressed | -0.23% | -1.24% | 4.47% |
| Event Driven Multi-Strategy | -0.16% | -1.36% | 2.95% |
| Risk Arbitrage | 0.53% | -1.53% | 0.59% |
| Fixed Income Arbitrage | 0.76% | 0.24% | 4.69% |
| Global Macro | -1.37% | 0.19% | 0.14% |
| Long/Short Equity | 0.35% | -4.53% | 2.21% |
| Managed Futures | -3.56% | 2.38% | -1.50% |
| Multi-Strategy | 0.48% | -1.17% | 4.59% |
The following funds have been dropped from the Dow Jones Credit Suisse Hedge Fund Index in June: Cura Fixed Income Arbitrage Master Fund Ltd, Restoration Holdings Ltd., SuttonBrook Capital Portfolio L.P., and Teleos Master Fund Ltd.
There have not been any funds added to the Dow Jones Credit Suisse Hedge Fund Index in June.
Performance for the Broad Index and its 10 sub-strategies is calculated monthly. June, May and YTD 2012 performance numbers are listed below and are available at www.hedgeindex.com.
