Hedge Fund Index

Market indices have long been accepted in the conventional investment world, but continue to develop in the hedge fund world.

Hedge fund strategies are so diverse that the development of a generally accepted hedge fund index is difficult.  New funds are constantly being launched and others are closing or shutting down.  Some funds use leverage, and some use shorting strategies.

Hedge Fund Index – A Moving Target

A moving target is hard to hit accurately, but a number of organizations are trying. Each has its own method for index construction, and may have different sub-categories.  As organizations collect more data, rest assured that we will see more indices and some of these will be “investable”.

The list of hedge fund indexes seems to never stop changing.  It is interesting to note that some firms will tell you in great  detail how their indexes are constructed.  Others omit to keep their methods close to the vest.

Here is our list of active hedge fund indexes. Please be sure to contact us if you have an index to add.

Center for International Securities and Derivatives Markets (CISDM)
Credit Suisse/Tremont

Dow Jones
Edhec Alternative Indices
Eurekahedge Indices

FTSE Hedge HedgeFund.Net
Hedge Fund Intelligence
Hedge Fund News (Bernheim)

Hedge Fund Research
Hennessee Group
MondoHedge (Italy)

MSCI Hedge Fund Indices
Standard & Poor’s
Van Hedge Fund Indexes