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Liquid Alternative Beta (LAB)
Liquid Alternative Beta Indices
Overview
Liquid Alternative Beta (LAB) is a series of indices that aim to replicate the aggregate return profiles of alternative investments strategies using liquid, tradable instruments. LAB benefits directly from Credit Suisse’s experience in the alternative investment space, and is supported by a comprehensive quantitative platform with a focus on delivering alternative returns with liquidity and transparency.
LAB strategies utilize quantitative processes in order to provide similar risk/return characteristics to alternative indices and strategies by identifying and sizing exposure to proxy factors and/or systematically implementing trades typically used by alternative investment managers.
Highlights
  • Experience
  • Credit Suisse’s hedge fund expertise stems from 10 years of building the market leading Dow Jones Credit Suisse hedge fund index platform, managing funds of hedge funds and running quantitative investment programs.
  • Quantitative skill set
  • LAB’s extensive quantitative research platform is supported by a team of analysts with diverse experiences and educational backgrounds in Statistics, Economics, Computer Science and Finance, to name a few, as well as leading academics within the alternative investment space.
  • Liquidity and transparency
  • Through the use of listed instruments and indices, LAB has created indices that are both more liquid and more transparent than what is usually associated with alternative investments.
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    Dr. Jordan Drachman, Head of Research and Peter Little, Head of Portfolio Management for Credit Suisse Alternative Beta Strategies discuss how hedge fund replication strategies may be used as portfolio management tools given increasing volatility and low yield in today's market. Please click the graphic below to learn more.
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    Unless otherwise noted, returns are gross of all fees. Net returns are net of a 0.50% index calculation fee per annum.

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