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Market Neutral Index Discretionary

NilssonHedge provides two subsets for the Market Neutral index, split by decision-making strategy, Systematic and Discretionary strategies. Discretionary managers are typically managing portfolios that are more concentrated, driven by company-specific analysis, and views are often subject to deeper fundamental analysis. 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. This index started in January 2021.

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

AegonGlobal Equity Market Neutral
AllianceBernsteinArya European Market Neutral
BlackrockAsia-Pacific Diversified
BlackrockEuropean Absolute Return
BlackrockTactical Opportunities
BMOReal Estate Equity
BNY Mellon Asset ManagementAbsolute Return
BPIAlternative Iberian Equities
Candriam Investors GroupAbsolute Return Equity Market Neutral
CogniosCognios Market Neutral Large Cap
Dalton Strategic PartnershipVelox
DNCA InvestMiuri
ECO AdvisorsESG Absolute Return
ExaneCeres
ExaneOverdrive
ExanePleiade
Fulcrum Asset ManagementThematic Equity Market
Gondor CapitalGondor Partners LP
Gondor CapitalGondor Partners Ltd
InsightAbsolute Return Equity
JanusHendersonGlobal Equity Market Neutral
JPMorganEurope Equity Absolute
KLP Kapitalforvaltning ASKLP Alfa Global Energi
Man GLGGLG Alpha Select
Man GLGGLG Innovation Equity
Man GLGGLG UK Absolute Value
MemnonMarket Neutral
NuveenNuveen Equity Market Neutral
PerduranceMarket Neutral (Rotschild)
PictetAtlas
Pictet Asset ManagementAgora
Pictet Asset ManagementMarket Neutral
SandbarGlobal Equity Market Neutral (Lumyna)
Seven SeasAlpha Japan Neutral (Permal)
TellworthEuropean Market Neutral
WestwoodWestwood Market Neutral Income Instl
ZestNorth America Pairs Trading
AegonGlobal Equity Market Neutral
AegonUK Equity Absolute Return
AllianceBernsteinArya European Market Neutral
Allianz Global InvestorsJapan Equity Long Short
BlackrockAsia-Pacific Diversified
BlackrockEuropean Absolute Return
BMOReal Estate Equity
BNY Mellon Asset ManagementAbsolute Return
BPIAlternative Iberian Equities
Candriam Investors GroupAbsolute Return Equity Market Neutral
CogniosCognios Market Neutral Large Cap
Dalton Strategic PartnershipVelox
DNCA InvestMiuri
ECO AdvisorsESG Absolute Return
ExaneCeres
ExaneOverdrive
ExanePleiade
FS InvestmentsMarket Neutral
FulcrumThematic Equity Market
GAM International ManagementMultistock Absolute Return
GAM International ManagementStar Lux European
InsightAbsolute Return Equity
KLP Kapitalforvaltning ASKLP Alfa Global Energi
Man GLGGLG Alpha Select
Man GLGGLG Innovation Equity
Man GLGGLG UK Absolute Value
MemnonMarket Neutral
NorronNorron Alpha
NuveenNuveen Equity Market Neutral
PerduranceMarket Neutral (Rotschild)
PictetAkari
PictetAtlas
Pictet Asset ManagementAgora
SandbarGlobal Equity Market Neutral (Lumyna)
Seven SeasAlpha Japan Neutral (Permal)
TellworthEuropean Market Neutral
WestwoodWestwood Market Neutral Income Instl
ZestNorth America Pairs Trading