PT - JOURNAL ARTICLE AU - Manu Sharma AU - Rajnish Aggarwal TI - Dow Jones Credit Suisse Hedge Fund Broad Indexes:<br/> <em>Returns Analysis and Maximizing the Coefficient</em> <br/> <em>of Determination</em> AID - 10.3905/jii.2011.2.3.064 DP - 2011 Nov 30 TA - The Journal of Index Investing PG - 64--80 VI - 2 IP - 3 4099 - https://pm-research.com/content/2/3/64.short 4100 - https://pm-research.com/content/2/3/64.full AB - This article examines the returns of 14 Dow Jones Credit Suisse hedge fund broad indexes in comparison with the returns of the S&amp;P 500 large-cap company index, S&amp;P 600 small-cap company index, the NASDAQ Composite, and the Dow Jones Industrial Average for the 15 years from December 1995 to December 2010. It uses multiplicative regression equations to find the coefficient of determination and the autoregressive integrated moving average to analyze forecasts. The authors find that returns from most of the Dow Jones Credit Suisse hedge fund broad indexes dwindled less than market indexes during the 2008–2009 period of recession in the U.S., but the rebound by the market was better. The future forecasts on the basis of these four market indexes suggests that the Dow Jones Credit Suisse hedge fund broad indexes will make continuous recovery in the future for investors.TOPICS: Mutual fund performance, volatility measures, portfolio construction