All 10 sub strategies finished the month in the positive and are in the black for the year, with the exception of dedicated short bias, which lost 3.45 per cent in April and is down 11.72 per cent for the year.
Equity market neutral and fixed income arbitrage had the largest inflows by percentage of assets and both strategies had positive performance for the month, the index found.
Dedicated short bias and convertible arbitrage saw the most significant outflows by percentage of assets.
Managed futures was the best-performed sub-strategy of the month, up 3.5 per cent in April and 7.29 per cent for the year.
“Equities continued to lead the gains, followed by most other sectors, with the exception of commodities,” the Credit Suisse commentary stated.
“Among equity indices, long Japanese equity indices were the biggest gainers, as the Japanese government’s continued reassurance on higher inflation target policies and economic recovery provided support to the markets.
“Long US markets also made positive contributions. In fixed income, most managers profited from both short-term rates and longer-term bond trading.”
The index overall was in front 2.86 per over three months, 7.23 per cent over six months and 8.79 per cent over one year.
