GAI BENCHMARK MUTUAL FUND HEDGE FUND INDICES

Accessible Alternative Strategy Styled Investments


The Greenwich Alternative Investment Benchmark Mutual Fund Hedge Fund Indices (“GAIMFI” or “GAI MFI HF”) are designed to track the alternative mutual fund universe using the same principles as the Greenwich Global Hedge Fund Index. These equally weighted mutual fund indices provide alternative mutual fund managers with a more accurate performance attribution tool than long only equity or bond benchmarks.

 

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Strategy Indices
In addition to the broad GAI MFI HF Global Index, Greenwich has created five sub-strategies based on Greenwich’s hedge fund strategy criteria. The five sub-indices provide further insight into the composition and performance of the alternative mutual fund asset class.

MF Bench Composition

Mutual Fund Synopsis
Mutual Funds are a type of collective investment scheme registered with the Securities and Exchange Commission in the United States. Unlike ETFs, mutual funds do not have to be traded on an exchange, but do have to provide daily liquidity. Mutual Funds are typically actively-managed, open-ended funds, meaning they have a professional investment manager who picks which investments to make and can continuously issue new shares for their fund.

Index Calculation
The GAIMFI are calculated daily by averaging an index’s constituent list daily returns together. Returns are net-of-fees and equally weighted within each index to provide equal representation of constituent funds and avoid domination by a few large funds. Index returns are published the following day and all daily returns for the given month are finalized on the third business day of the following month. For more on the creation of the GAIMFI Indices please download our Index Methodology.

Index Licensing and Subscriptions
Greenwich Alternative Investments is pleased to offer licensing agreements for the GAI MFI HF Indices for performance attribution or benchmarking. For more information on licensing agreements please visit the Index Licensing page or 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.