NilssonHedge provides a Crypto hedge fund index, based on the average return. We do not provide backtracked returns nor do we allow for “instant track-records”. We expect to close the index when the number of managers declines below 10. We alert the viewers to the volatile nature of Crypto Investments.
The purpose of the index is to track fund that are reporting data publically and may thus exclude certain managers that have chosen not to do so.
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 unweighted and represent an eclectic mix of different strategies. It is currently dominated by Digital Asset Allocators, seeking to earn returns from various types of coins – Bitcoins, Ethereum, and various assets relating to DeFi. The purpose of the index is to provide a broad overview of the returns available to Crypto Hedge Fund Allocators. Having a scope of more than 100 managers, this may be the broadest Crypto Hedge Fund index available to investors.
The index is base weighted at 100 on December 2018, there are no duplicated return streams and the currency of the index is USD.
For a list of the 2019 index constituents click here.
For a list of the 2020 index constituents click here.
For a list of the 2021 index constituents click here.