GREENWICH INVESTABLE HEDGE FUND INDEX
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Our Investable Index construction is unique. Strategy allocations periodically adjust in proportion to the weighting of each strategy in the Greenwich Global Hedge Fund Index while constituent funds are equally weighted in order to maintain representation of the broad hedge fund universe. Our active manager selection combines quantitative ranking with ongoing personal knowledge of the constituent managers. Only managers ranked in the top quartile by the Greenwich Value™ Score and who pass our rigorous due diligence are considered for inclusion. A minimum of 45 underlying managers in the Composite Investable Index ensures maximum diversification.
Transparency
All Investable Indices provide a high degree of transparency that meets the needs of institutional investors who require well defined, objective methodology for index construction, rebalancing and composition.
Tracking
The Greenwich Investable Indices are specifically designed to track their respective Greenwich Global Hedge Fund Indices which are among the oldest and most representative benchmarks of the hedge fund universe. This is important for investors looking to achieve hedge fund asset class performance.
Sophisticated Risk Management
The Greenwich Investable indices are actively managed using the same preemptive detection and time series analysis of manager and portfolio risk metrics that are used across all GAI portfolios. This allows us to monitor a broader and deeper set of risk factors for each Investable Index constituent manager.
Download:
Greenwich Investable Hedge Fund Index Methodology
Greenwich Investable Hedge Fund Index Historical Data
Benefits:
Active Management Diversification Transparency Efficiency
Highly correlated with the Greenwich Global Hedge Fund Index, the Greenwich Investable Hedge Fund Index closely tracks the performance of the entire hedge fund investment class.