As part of our annual maintenance cycles, our daily indices were fixed at the end of the year, reflecting available funds that we have daily transparency on. These typically reflect “listed” funds, i.e. UCITS/40 Acts formats. We tend to use an average of several share classes to reflect the actual investment experience.
You can view each constituent on the individual index page. We do not rule out that we have misclassified a particular strategy, and please let us know if you believe a fund should belong in a different category.
- CTA/Managed Futures Index
- Equity Long Short
- Equity Market Neutral
- Event Driven Index
- Crypto Strategy Index
As a casual reminder, if you want your fund to be part of our Monthly Indices, we need your (preliminary) December 23 return before the end of January 24.
Our indices are freely available for download (subject to a user account) on this page: https://nilssonhedge.com/my-account/free-data/. We strive to keep our performance indicators public and fully transparent. For advanced users, we can enable API access.