NilssonHedge provides a Crypto Market Neutral hedge fund index, based on the average return. We do not provide backtracked returns nor allow for “instant track records”. This index largely consists of managers trying to reduce the directional exposure to Crypto Markets. The Database contains additional Crypto Market Neutral managers, but due to our cutoff, the number of managers in the early days of the index is limited.
The purpose of the index is to track funds that are reporting data publically and will thus exclude certain managers that have chosen not to do
The index is based on managers that are part of the database as of the end of the prior year. We do not impose minimum requirements on track records or aum for this subset. Managers that drop out of the index are replaced with the average return of the index.
The index is base weighted at 100 on December 2018, there are no duplicated return streams and the currency of the index is in USD.
