NilssonHedge Indices are used to compare, contrast, and benchmark a variety of hedge fund strategies. The indices are compiled based on our underlying database, using strict criteria for inclusion, but also full transparency. The indices are constructed using more than one million daily data points, and more than a quarter-million monthly observations. We are currently calculating more than fifteen indices across strategies and styles.
Our daily and monthly indices are bundled into our “Index Data” subset. An accessible and quick way to benchmark your strategy against a diversified peer group. We do not back-track performance, allow for instant track-records, and clearly display out-of-sample performance. Inclusion is based on timely reporting, and the indices are reweighted at the end of each year.
NilssonHedge features several interesting resources when it comes to our Indices: Daily Indicative Performance, coupled with Monthly Index data, Correlation Trackers, and much more.