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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

Adaptive Hedge Fund ManagementParadigm Alpha
American CenturyMarket Neutral Val
AphilionAphilion SIF
AQR Capital ManagementEquity Market Neutral
BNP TheamQuant Dispersion US
Candriam Investors GroupIndex Arbitrage
EraamLong Short Equity
GothamGotham Neutral
GothamGotham Neutral 500
GuggenheimGuggenheim Market Neutral
InvescoInvesco All Cap Market Neutral
John Locke InvestmentsEquity Market Neutral
JPMorganJPMorgan Research Market Neutral
LGT Capital PartnersLGT Sustainable Equity Market
MarshallWaceMW Liquid
MarshallWaceMW Tops
MarshallWaceMW Tops Market Neutral
MaverickQM Neutral (GS)
MerianGlobal Equity Absolute
Nordea Asset ManagementNordea 1 Global Equity
OsmosisMore World Sustainable
OysterEquity Premia Global
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
SevenFortress Fund
UBPEurope Market Neutral
VanguardVanguard Market Neutral
VictoryVictory Market Neutral Income
Adaptive Hedge Fund ManagementParadigm Alpha
American CenturyMarket Neutral Val
AQR Capital ManagementEquity Market Neutral
BNP TheamQuant Dispersion US
Candriam Investors GroupIndex Arbitrage
EraamLong Short Equity
Fort LPGlobal Equity
GothamGotham Master Neutral
GothamGotham Neutral
GothamGotham Neutral 500
GuggenheimGuggenheim Market Neutral
H2OFidelio
InvescoGlobal Absolute Return
InvescoGlobal Equity Market
InvescoInvesco All Cap Market Neutral
John Locke InvestmentsEquity Market Neutral
JPMorganJPMorgan Research Market Neutral
LGT Capital PartnersLGT Sustainable Equity Market
MarshallWaceMW Liquid
MarshallWaceMW Tops
MarshallWaceMW Tops Market Neutral
MaverickQM Neutral (GS)
MerianGlobal Equity Absolute
OsmosisMore World Sustainable
OysterEquity Premia Global
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
SchrodersGlobal Equity Market Neutral
SevenFortress Fund
TriumEuropean Equity Market
VanguardVanguard Market Neutral
VictoryVictory Market Neutral Income