Event-Driven Index

NilssonHedge provides an Event-Driven hedge fund index, based on the average return. We do not provide backtracked returns nor do we allow for “instant track-records”. The members of the index will be disclosed for the 2021 version. The Index contains relatively few funds in the early period

We source data from UCITS and 40-act funds, liquid alternative strategies.

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.

Event-Driven managers engage in various types of strategies, including but not limited to, Merger Arbitrage, Distressed Securities, Corporate Events, and other strategies such as Activist strategies. Most of the funds have low beta and are closer to market-neutral, but caries significant idiosyncratic risk.

Index Constituents