Greenwich AI Unveils New Investable Hedge Fund Indices

Feb 26 2010 | 2:24pm ET

Greenwich Alternative Investments has added seven new investable hedge fund indices to its existing lineup of actively managed, strategy-based investable indices.

According to the firm, the creation of the new indices is designed to provide greater flexibility to investors who want to capture the performance of more specific hedge fund strategies.

“The new lineup of Greenwich Investable Indices gives investors a greater number of options in terms of both liquidity and hedge fund strategies to aid portfolio construction in the alternative investment space,” said Clint Binkley, senior vice president. “They are specifically designed to capture the beta moves of investment strategies that are unique to the hedge fund asset class.”

The Greenwich Composite Investable Hedge Fund Index outperformed the Greenwich Global Hedge Fund Index (GGHFI) in January, posting returns of -0.27% (monthly liquidity) and -0.41% (quarterly liquidity).  This compares to global equity returns in the S&P 500 Total Return -3.60%, MSCI World Equity -4.19%, and FTSE 100 -4.14% equity indices. 
 

Greenwich Hedge Fund Index

  Jan. 2010

  Exit

 Composite with Monthly Liquidity   -0.27%   Monthly
 Composite with Quarterly Liquidity   -0.41%   Quarterly
Arbitrage   0.73%   Quarterly
Equity Market Neutral   -0.07%   Monthly
Event-Driven   0.62%   Quarterly
Futures   -1.60%   Monthly
Long-Short Credit   0.53%   Quarterly
Long-Short Equity   0.27%   Monthly
Macro   -0.36%   Monthly

Comparative Benchmarks

  MSCI World Equity Index   -4.19%   N/A
  S&P 500   -3.60%   N/A
  Barclays Aggregate Bond Index   1.53%   N/A

(Source: Greenwich Alternative Investments)


In Depth

Malik: The Science of Deal Sourcing 201

Aug 27 2015 | 5:35pm ET

Deal sourcing is understandably a hot topic among private equity firms because it...

Lifestyle

Rolling Art Advisors Marketing Collectible Car Fund As Uncorrelated Alternative

Aug 27 2015 | 6:47pm ET

A new fund is trying to provide investors with greater access to an emerging asset...

Guest Contributor

Agecroft Partners: Hedge Fund Industry Assets to increase $250B by Summer 2016

Aug 11 2015 | 11:29am ET

Assets will continue to flow into the hedge fund industry despite long-standing...

 

Editor's Note