GREENWICH GLOBAL HEDGE FUND INDEX

The Beta of the Alpha.


The Greenwich Global Hedge Fund Indices are among the most-followed benchmarks of hedge fund performance and have been published since 1995. Given full index replication of the hedge fund market is impossible (hedge funds are generally unregulated investment vehicles and are not required to report to any one entity), the Greenwich Global Hedge Fund Indices maximize breadth of coverage across all strategies and include one of the largest monthly samples of fund performance (approximately 2,000). The indices are constructed to automatically reflect changes in hedge fund universe composition in order to properly reflect and measure the underlying population.

License The Indices
Greenwich Alternative Investments is pleased to offer licensing agreements for the Greenwich Global and Regional Hedge Fund Indices. For more information on licensing agreements please contact Greenwich Alternative Investments via This email address is being protected from spambots. You need JavaScript enabled to view it. or +1.203.487.6180, or visit our Index Licensing section.

Strategy Indices
Eighteen individual hedge fund strategies and four major strategy group indices are provided in addition to the broad Greenwich Global Hedge Fund Index for further insight into the composition and performance of the hedge fund asset class.

GGHFI Structure

Index Calculation
Each month, managers from all over the world report net-of-fee returns to our research team who, in turn, individually categorize each fund according to the GAI strict hedge fund strategy definitions. Each of the funds that make up the index is ‘equally weighted’. This means equal representation of the Index’s component funds and avoids domination by a few large funds. Strategies are then proportionately weighted based on number of funds rather than assets to ensure accurate representation. The Indices are updated three times a month: Early indicator (3rd business day), Mid-month (15th business day) and Final (end of month).

Index Subscribers
The Greenwich Global Hedge Fund Indices are published as a service for financial professionals, consultants, plan sponsors, investors, academics and the press as a gauge of the hedge fund universe and a benchmark for comparing individual hedge funds to their peers.