Hedge Funds

Indices & Analysis

A number of different indices are available to measure hedge fund performance. Below are some of the most often listed indices. Due to the wide variety of hedge fund strategies and players, these indices follow a diverse range of methodologies in the way they track the market.

Bloomberg Academic and Bloomberg Professional

For Hedge Fund information type "HFND", then press the green GO key
For further instructions see Hedge Funds on Bloomberg

EDHEC-Risk
A site that is aimed at asset management practitioners, contains research on hedge funds and data on hedge fund indices. Free registration is required to see much of the site.

Hennessee Hedge Fund Indices
Includes data going back ten years. The Hennessee Group, a hedge fund consulting firm, generates this data.

Greenwich Alternative Investments
The firm provides research, indexing, investment management and advisory services. Hedge fund performance indices for various markets are available on the web site. Free registration is required for historical index returns and news releases.