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Market Neutral Index

NilssonHedge provides an (Equity) Market Neutral 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

The purpose of the index is to track funds 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.

Index Constituents

Adaptive Hedge Fund ManagementParadigm Alpha
AegonGlobal Equity Narket Neutral
AllianceBernsteinArya European Market Neutral
American CenturyMarket Neutral Val
AphilionAphilion SIF
AQR Capital ManagementEquity Market Neutral
BlackrockAsia-Pacific Diversified
BlackrockEuropean Absolute Return
BMOReal Estate Equity
BNP TheamQuant Dispersion US
BNY Mellon Asset ManagementAbsolute Return
BPIAlternative Iberian Equities
Candriam Investors GroupAbsolute Return Equity Market Neutral
Candriam Investors GroupIndex Arbitrage
CogniosCognios Market Neutral Large Cap
Dalton Strategic PartnershipVelox
DNCA InvestMiuri
ECO AdvisorsESG Absolute Return
EraamLong Short Equity
ExaneCeres
ExaneOverdrive
ExanePleiade
Fulcrum Asset ManagementThematic Equity Market
GothamGotham Neutral
GothamGotham Neutral 500
GuggenheimGuggenheim Market Neutral
InsightAbsolute Return Equity
InvescoInvesco All Cap Market Neutral
John Locke InvestmentsEquity Market Neutral
JPMorganEurope Equity Absolute
JPMorganJPMorgan Research Market Neutral
KLP Kapitalforvaltning ASKLP Alfa Global Energi
LGT Capital PartnersLGT Sustainable Equity Market
Man GLGGLG Alpha Select
Man GLGGLG Innovation Equity
Man GLGGLG UK Absolute Value
MarshallWaceMW Liquid
MarshallWaceMW Tops
MarshallWaceMW Tops Market Neutral
MaverickQM Neutral (GS)
MemnonMarket Neutral
MerianGlobal Equity Absolute
NuveenNuveen Equity Market Neutral
OsmosisMore World Sustainable
OysterEquity Premia Global
PerduranceMarket Neutral (Rotschild)
PictetAtlas
Pictet Asset ManagementAgora
PIMCOPIMCO RAE Fundamental Advantage PLUS
QQM Fund ManagementQQM Equity Hedge
QSQS Global Market Neutral
RAMLong Short Emerging
RAMLong Short European
RAMLong Short Global
RG Tactical Market Neutral InstitutionalRG Tactical Market Neutral Institutional
SandbarGlobal Equity Market Neutral (Lumyna)
SevenFortress Fund
Seven SeasAlpha Japan Neutral (Permal)
TellworthEuropean Market Neutral
VanguardVanguard Market Neutral
VictoryVictory Market Neutral Income
WestwoodWestwood Market Neutral Income Instl
ZestNorth America Pairs Trading
Pictet Asset ManagementMarket Neutral
BlackrockTactical Opportunities
Nordea Asset ManagementNordea 1 Global Equity
UBPEurope Market Neutral
JanusHendersonGlobal Equity Market Neutral
Gondor CapitalGondor Partners LP
Gondor CapitalGondor Partners Ltd
Adaptive Hedge Fund ManagementParadigm Alpha
AegonGlobal Equity Narket Neutral
AegonUK Equity Absolute Return
AllianceBernsteinArya European Market Neutral
Allianz Global InvestorsJapan Equity Long Short
American CenturyMarket Neutral Val
AQR Capital ManagementEquity Market Neutral
BlackrockAsia-Pacific Diversified
BlackrockEuropean Absolute Return
BMOReal Estate Equity
BNP TheamQuant Dispersion US
BNY Mellon Asset ManagementAbsolute Return
BPIAlternative Iberian Equities
Candriam Investors GroupAbsolute Return Equity Market Neutral
Candriam Investors GroupIndex Arbitrage
CogniosCognios Market Neutral Large Cap
Dalton Strategic PartnershipVelox
DNCA InvestMiuri
ECO AdvisorsESG Absolute Return
EraamLong Short Equity
ExaneCeres
ExaneOverdrive
ExanePleiade
Fort LPGlobal Equity
FS InvestmentsMarket Neutral
Fulcrum Asset ManagementThematic Equity Market
GAM International ManagementMultistock Absolute Return
GAM International ManagementStar Lux European
GothamGotham Master Neutral
GothamGotham Neutral
GothamGotham Neutral 500
GuggenheimGuggenheim Market Neutral
H2OFidelio
InsightAbsolute Return Equity
InvescoGlobal Absolute Return
InvescoGlobal Equity Market
InvescoInvesco All Cap Market Neutral
John Locke InvestmentsEquity Market Neutral
JPMorganJPMorgan Research Market Neutral
KLP Kapitalforvaltning ASKLP Alfa Global Energi
LGT Capital PartnersLGT Sustainable Equity Market
Man GLGGLG Alpha Select
Man GLGGLG Innovation Equity
Man GLGGLG UK Absolute Value
MarshallWaceMW Liquid
MarshallWaceMW Tops
MarshallWaceMW Tops Market Neutral
MaverickQM Neutral (GS)
MemnonMarket Neutral
MerianGlobal Equity Absolute
NorronNorron Alpha
NuveenNuveen Equity Market Neutral
OsmosisMore World Sustainable
OysterEquity Premia Global
PerduranceMarket Neutral (Rotschild)
PictetAkari
PictetAtlas
Pictet Asset ManagementAgora
PIMCOPIMCO RAE Fundamental Advantage PLUS
PlatoGlobal Market Neutral
Putnam PanAgoraPutnam PanAgora Market Neutral
QQM Fund ManagementQQM Equity Hedge
QSQS Global Market Neutral
QuantologyAbsolute Return
RAMLong Short Emerging
RAMLong Short European
RAMLong Short Global
RG Tactical Market Neutral InstitutionalRG Tactical Market Neutral Institutional
SandbarGlobal Equity Market Neutral (Lumyna)
SchrodersGlobal Equity Market Neutral
SevenFortress Fund
Seven SeasAlpha Japan Neutral (Permal)
TellworthEuropean Market Neutral
TriumEuropean Equity Market
VanguardVanguard Market Neutral
VictoryVictory Market Neutral Income
WestwoodWestwood Market Neutral Income Instl
ZestNorth America Pairs Trading
American CenturyCore Market Neutral
American CenturyEquity Market Netr
American CenturyMarket Neutral Val
AphilionAphilion SIF
AQR Capital ManagementEquity Market Neutral
Candriam Investors GroupAbsolute Return Equity Market Neutral
CogniosCognios Market Neutral Large Cap
ConvergenceConvergence Market Neutral
FS InvestmentsMarket Neutral
GMOGMO Alpha Only
GothamGotham Master Neutral
GothamGotham Neutral
GothamGotham Neutral 500
GuggenheimGuggenheim Market Neutral
InvescoInvesco All Cap Market Neutral
InvescoInvesco Global Market Neutral
JPMorganJPMorgan Research Market Neutral
KLP Kapitalforvaltning ASKLP Alfa Global Energi
NorronNorron Alpha
NuveenNuveen Equity Market Neutral
Peak Asset ManagementPeak Equity Alpha
PIMCOPIMCO RAE Fundamental Advantage PLUS
Putnam PanAgoraPutnam PanAgora Market Neutral
QQM Fund ManagementQQM Equity Hedge
QSQS Global Market Neutral
RG Tactical Market Neutral InstitutionalRG Tactical Market Neutral Institutional
VanguardVanguard Market Neutral
VictoryVictory Market Neutral Income
WestwoodWestwood Market Neutral Income Instl
ZacksZacks Market Neutral
Amplitude Capital InternationalVivace Strategy
Handelsbanken FonderHandelsbanken Global Selektiv Hedge
Handelsbanken FonderHandelsbanken Hsllbarhet Hedge Criteria
KLP Kapitalforvaltning ASKLP Alfa Global Energi
Peak Asset ManagementPeak Equity Alpha
QQM Fund ManagementQQM Equity Hedge
Zmartic FonderZmart Alfa