Is the Dow Jones Credit Suisse Blue Chip Hedge Fund IndexSM affected by survivorship bias?
Most indexes are affected by some form of survivorship bias. In order to seek to reduce this effect, the Dow Jones Credit Suisse Blue Chip Hedge Fund IndexSM does not remove funds in the process of liquidation, and therefore captures most of the potential negative performance before a fund ceases to operate. If a fund enters liquidation, its performance remains in the Dow Jones Credit Suisse Blue Chip Index SM until it fully liquidates, at which time it is removed because it no longer meets investability requirements. Please see the Methodology section of this site or the Dow Jones Credit Suisse Blue Chip IndexSM Rules Document for additional information.
