Liquid Alternative Beta

Using exclusively liquid and transparently priced instruments, our Credit Suisse Liquid Alternative Beta (LAB) program tracks the performance of the hedge fund industry, as represented by our wellknown Credit Suisse Hedge Fund Index.  LAB comprises the aggregate performance of its three individually investible LAB strategy indices – Long/Short Equity, Event Driven, and Global Strategies – weighted to mirror the asset composition of the Credit Suisse Hedge Fund Index.

Investment methodology


Portfolio Team

Yung-Shin Kung

Managing Director, is Head and Chief Investment Officer of CSAM QIS


Important Information About Lipper Awards:

Criteria for the ranking:
The merit of the winners for Lipper Fund Awards is based on entirely objective, quantitative criteria. There is no nomination process. There is no fee paid to participate.  If the fund/s are eligible for Lipper Fund Awards, are in Lipper database and meets all criteria as per methodology, it will be considered. IF the fund has official sales registration in one of our award universes and is within an eligible classification with at least 3 years track record, it will be taken into consideration in our awards calculations.  For funds to be considered, they need to be on the Lipper Database. There is a short video explaining the methodology and full PDF available here The Refinitiv Lipper Fund Awards, granted annually, highlight funds and fund companies that have excelled in delivering consistently strong risk-adjusted performance relative to their peers. The Refinitiv Lipper Fund Awards are based on the Lipper Leader for Consistent Return rating, which is a risk-adjusted performance measure calculated over 36, 60 and 120 months. The fund with the highest Lipper Leader for Consistent Return (Effective Return) value in each eligible classification wins the Refinitiv Lipper Fund Award.

Category name (if applicable): Naming requirements are set for disclosing winning funds. These guidelines were provided in media guides sent, but can also be found on page 3 of methodology under naming, i.e. [Country] 2021 Winner, [Fund Name], Best [Classification] Fund Over [Period] Years e.g. Switzerland 2021 Winner, CS (Lux) Liquid Alternative Beta BUSD, Best Alternative Multi Strategies Fund Over 3 years.

Number of funds considered for the award: CS (Lux) Liquid Alternative Beta BUSD fund won for the 3 year period, and was competing against 51 other funds in Europe, 45 other funds in Switzerland and 55 other funds in Germany.