What are The Absolute UCITS Indices?

Our indices are the most accurate benchmark of absolute return UCITS fund performance.

The indices are based on the data compiled and contained within the Absolute UCITS Database which feeds into the Absolute UCITS League Tables.

All performance figures are inputted and checked individually to maintain an excellent level of accuracy.



How Funds Qualify

Funds regularly submit their details to be listed in the Absolute UCITS Database. A fund can only be added providing it is in a UCITS structure and uses genuine hedge fund techniques such as leverage and hedging.  

At this stage, there is no minimum size for a fund to qualify.



How Funds are Classified

Once a fund fits the submission criteria it must then be classified into one of the existing categories. This is done by the Editor of Absolute UCITS in agreement with the fund managers.

As the market develops so too will the Absolute UCITS classifications over time. Categories may be added or modified to reflect the changes in the market. Notices will be posted on here to make you aware of such changes.



Methodology of Indices Calculation

Key strategies are given their own index so hedge fund managers can see the performance of their peer group as a whole. These figures are calculated using the performance data from the Absolute UCITS Database
In short:

 - All funds are included in the indices regardless of track record
 - All funds are equally weighted
 - Each index is a median value of its peer group
 - All funds live and liquidated are included in the historical figures



Release Date

Index figures are estimated from the 5th working day of each month, and finalized at the end of the month.



Revisions


Every year the track record of all the indices will be reviewed to see if market changes and addition of new funds warrant any updates in their history.



Information & Contact Details

If you require any further information on Absolute UCITS data, research or indices, please contact us here.