Credit Suisse Alternative Index Replication represents performance figures for November with (Net) up 1.27% at Credit Suisse Inverse Long/Short Equity Replication Index and (Net) down 1.60% at Credit Suisse Long/Short Equity Replication Index.
The AIR LOSHO Indices are calculated daily and shown net of a 1.15% calculation fee. The first column indicates the name of Index, the second November results, the third October and the fourth 2008 year-to-date as of November returns.
The Credit Suisse Long/Short Equity Replication Index -1.60% -7.36% -19.00%
The Credit Suisse Inverse Long/Short Equity Replication Index 1.27% 6.69% 21.00%
S&P 500 TRI Index*
-7.18%
-16.79%
-37.66%
Dow Jones World Index*
-6.82%
-19.96%
-44.97%
*Total Return Indices
The Credit Suisse Long/Short Equity Replication Index (AIR LOSHO Index) reflects the return of a dynamic basket of liquid, investable market factors selected and weighted in accordance with an algorithm that aims to approximate the aggregate returns of the universe of long/short equity hedge fund managers.
The Credit Suisse Inverse Long/Short Equity Replication Index (Inverse AIR LOSHO Index) reflects the return of a dynamic basket of liquid, investable market factors selected and weighted in accordance with an algorithm that aims to approximate the aggregate returns of short exposure to the universe of long/short equity hedge fund managers.
L.D.