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Credit Suisse LAB index down 0.24 per cent in November

Wed, 05/12/2012 - 16:09

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.


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