NilssonHedge provides a Fixed Income hedge fund index, based on the average return of the underlying funds. 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
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.