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Credit Suisse LAB Index up 0.53 per cent in August

Thu, 06/09/2012 - 14:36

The Credit Suisse Liquid Alternative Beta Index was up 0.53 per cent in August, according to Jordan Drachman, head of research for alternative beta strategies at Credit Suisse.

The long/short strategy was the most significant contributor to performance, finishing up 2.05 per cent for the month.

The event driven strategy was the second-highest contributor to performance, finishing up 1.38 per cent for the month. It has the highest performance year-to-date, up 7.10 per cent.


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