What are the Global Indices?
Our indices are the Global Hedge Fund Industry's most accurate benchmark of hedge fund performance.
The Global Indices are based on the data compiled and contained within all of HedgeFund Intelligence's database products which feeds into our indiviudal league tables on a monthly basis.
All performance figures are inputted and checked individually to maintain an excellent level of accuracy.
Once a fund has a track record of three months it will appear in the league tables, but if submitted before the press date, it will be included before this period in the construction of its peer group index.
How Funds Qualify
Hedge Funds and Managed Futures regularly submit their details to be listed in Hedgefund Intelligence's database products.
At this stage, there is no minimum size for a hedge 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 our editorial and research team in agreement with the fund managers.
As the market develops so too will our 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.
Methodolgy of Indices Calculations
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 HedgeFund Intelligence's database products as it stands when they go to press. In short:
-All funds are included in the indices regardless of track record
-All funds are equally weighed
-Each Index is a median value of its peer group
-All funds live and liquidated are included in the historical figures
Estimated Indices figures are typically released on the 5th working day of each month with finals released in the last week.
Every December 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 data, research or indices, please contact us here.