GAI BENCHMARK UCITS HEDGE FUND INDICES

Accessible Alternative Strategy Styled Investments


The Greenwich Alternative Investment Benchmark UCITS Hedge Fund Indices (“GAIUTI” or “GAI UTI HF”) are designed to track the alternative UCITS universe using the same principles as the Greenwich Global Hedge Fund Index. These equally weighted UCITS indices provide alternative UCITS 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 UTI HF Global Index, Greenwich has created eight sub-strategies based on Greenwich’s hedge fund strategy criteria. The eight sub-indices provide further insight into the composition and performance of the alternative UCITS asset class.

UCITS Bench Composition

UCITS Synopsis
UCITS, the European Directive for the Undertaking of Collective Investment in Transferable Securities, is a popular fund structure for investors and managers alike. Mixing regulatory oversight and exchange tradability, UCITS allow managers to meet investor's desires for a traditional alternative investment product without the illiquidity and opacity common with traditional alternative investment products.

Index Calculation
The GAIUTI 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 GAIUTI Indices please download our Index Methodology.

Index Licensing and Subscriptions
Greenwich Alternative Investments is pleased to offer licensing agreements for the GAI UTI 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.