Index Library

PivotalPath Hedge Fund Indices

Every published PivotalPath hedge fund index, grouped by strategy family, each with monthly returns net of fees in USD.

Constituents are institutionally relevant funds with a minimum 18-month track record and at least $50mm in assets under management. Returns are monthly, net of all fees, in USD.

PivotalPath Composite Index

• PivotalPath Composite EW Index — 9.9% annualised since January 2000
• PivotalPath Composite Index — 9.3% annualised since January 2000

PivotalPath Credit Index

• PivotalPath Credit Index — 8.9% annualised since January 2000
• PivotalPath Credit:Convertible Bond Arbitrage Index — 9.2% annualised since January 2000
• PivotalPath Credit:Distressed Index — 8.6% annualised since January 2000
• PivotalPath Credit:Long/Short Index — 6.8% annualised since January 2004
• PivotalPath Credit:Multi-Strategy Index — 8.7% annualised since January 2000
• PivotalPath Credit:Relative Value Index — 7.7% annualised since January 2001
• PivotalPath Credit:Structured & MBS Index — 11.4% annualised since January 2000

PivotalPath Equity Diversified Index

• PivotalPath Equity Diversified Index — 9.7% annualised since January 2000
• PivotalPath Equity Diversified:Asia Long/Short Index — 10.6% annualised since January 2003
• PivotalPath Equity Diversified:Europe Long/Short Index — 7.4% annualised since January 2000
• PivotalPath Equity Diversified:Global Long/Short Index — 9.9% annualised since January 2000
• PivotalPath Equity Diversified:U.S. Long/Short Index — 9.7% annualised since January 2000

PivotalPath Equity Market Neutral Index

• PivotalPath Equity Market Neutral Index — 8.5% annualised since January 2001

PivotalPath Equity Quant Index

• PivotalPath Equity Quant Index — 6.2% annualised since January 2003

PivotalPath Equity Sector Index

• PivotalPath Equity Sector Index — 13.0% annualised since January 2000
• PivotalPath Equity Sector:Consumer / Retail Index — 7.6% annualised since January 2001
• PivotalPath Equity Sector:Energy / Utilities / Industrials Index — 12.4% annualised since January 2000
• PivotalPath Equity Sector:Financials Index — 12.0% annualised since January 2000
• PivotalPath Equity Sector:Healthcare Index — 15.4% annualised since January 2000
• PivotalPath Equity Sector:Real Estate Index — 9.9% annualised since January 2010
• PivotalPath Equity Sector:Technology / Media / Telecom Index — 10.5% annualised since January 2002

PivotalPath Event Driven Index

• PivotalPath Event Driven Index — 9.3% annualised since January 2000
• PivotalPath Event Driven:Equity Special Situations Index — 11.6% annualised since January 2000
• PivotalPath Event Driven:Merger Arbitrage Index — 9.6% annualised since January 2000
• PivotalPath Event Driven:Multi-Event Index — 9.2% annualised since January 2000

PivotalPath Global Macro Index

• PivotalPath Global Macro Index — 7.9% annualised since January 2000
• PivotalPath Global Macro:Commodities Index — 12.3% annualised since January 2006
• PivotalPath Global Macro:Discretionary Index — 9.6% annualised since January 2001
• PivotalPath Global Macro:Multi-Manager Index — 9.9% annualised since January 2000
• PivotalPath Global Macro:Quantitative Index — 6.5% annualised since January 2000
• PivotalPath Global Macro:Risk Premia Index — 8.1% annualised since January 2008

PivotalPath Managed Futures Index

• PivotalPath Managed Futures Index — 7.3% annualised since January 2000
• PivotalPath Managed Futures:Non-Trend Index — 6.7% annualised since January 2000
• PivotalPath Managed Futures:Trend Following Index — 7.5% annualised since January 2000

PivotalPath Multi-Strategy Index

• PivotalPath Multi-Strategy Index — 9.1% annualised since January 2000

PivotalPath RV Index

• PivotalPath RV Index — 8.7% annualised since January 2000

PivotalPath Volatility Trading Index

• PivotalPath Volatility Trading Index — 8.4% annualised since January 2000