Credit Suisse Hedge Fund Index

The Credit Suisse Hedge Fund Index is compiled by Manteio IndexCo LLC. It is an asset-weighted hedge fund index and includes only funds, as opposed to separate accounts. The index uses the Manteio Hedge Fund Database, which tracks approximately 9,000 funds and consists only of funds with a minimum of US$50 million under management, a 12-month track record, and audited financial statements. The index is calculated and rebalanced on a monthly basis, and reflects performance net of all hedge fund component performance fees and expenses.