Market Neutral Index Systematic

NilssonHedge provides two subsets for the Market Neutral index, split by decision-making strategy, Systematic and Discretionary strategies. We do not provide backtracked returns nor do we allow for “instant track-records”. Systematic Equity Market Neutral strategies are typically more diversified than their Discretionary peers and are often driven by some type of Factor exposures or other types of anomalies. Risk management also tends to be stricter. 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