Sign up for free newsletter

 

Down arrow

Credit Suisse LAB index down 0.24 per cent in November


The Credit Suisse Liquid Alternative Beta Index was down 0.24 per cent in November, according to Jordan Drachman, head of alternative beta strategies at Credit Suisse.

The merger arbitrage strategy was the most significant contributor to performance, finishing up 0.85 per cent for the month.

Event driven strategy is the second most significant contributor, finishing up 0.41 per cent, and continues to be the highest performing strategy year-to-date, up 9.57 per cent thus far in 2012.

The managed futures strategy was the most significant detractor from performance, finishing down 0.65 per cent for the month.

events
1 week 4 days from now - Ulaanbaatar
1 week 6 days from now - New York
2 weeks 12 hours from now - San Francisco
2 weeks 6 days from now - Los Angeles
listingsdirectory
Edelman
Thu, 18/08/2016 - 10:14
Eden Rock Capital Management
Wed, 15/06/2016 - 17:30
UBS Global Asset Management
Fri, 06/05/2016 - 14:19
training
Wed, 21/09/2016   - London
Wed, 28/09/2016   - London
Thu, 29/09/2016   - London
specialreports
other gfm publications