Barclay equity market neutral index
Our team of world-class client management analysts will introduce you to our product, tailoring the conversation to your specific needs and interests. Novus maintains a proprietary aggregate data index called the Novus Hedge Fund Universe that is based on public disclosures from approximately 1, hedge fund managers, and weighted on reported market value. Novus divides this data index into seven portfolio categories, shown to the right. The Fundamental Equity category includes long-short, long-only, market-neutral, and event-driven strategies.
Equity Long Short Index
For the month, the hedge fund industry posted a 1. With positive returns in five of the past six months, hedge funds have gained 7. Only two sectors were in the red for the year-to-date. The Volatility Trading Index was down 1. Backstop's mission is to help the institutional investment industry use time to its fullest potential. We develop technology to simplify and streamline otherwise time-consuming tasks and processes, enabling our clients to quickly and easily access, share, and manage the knowledge that's critical to their day-to-day business success.
Backstop provides its industry-leading cloud-based productivity suite to investment consultants, pensions, funds of funds, family offices, endowments, foundations, private equity, hedge funds and real estate investment firms. BarclayHedge, a division of Backstop, currently maintains data on more than 6, hedge funds, funds of funds and CTAs. The BarclayHedge Indices are utilized by institutional investors, brokerage firms and private banks worldwide as performance benchmarks for the hedge fund and managed futures industries.
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Equity Market Neutral investing seeks to profit by exploiting pricing Another variation is investing long stocks and selling short index futures. The objective is not to be market neutral. The Barclay Equity Long/Short Index is recalculated and updated real-time on this page BarclayHedge ProAccess.
Absolute Return Absolute return is the gain or loss of an investment over a period of time. Barclays U. Universal Index The Barclays U. Universal Index represents the union of the U. Aggregate Index, U.
Distressed Securities were up 2.
Broadly constructed indices designed to capture the breadth of hedge fund performance trends across all strategies and regions. Indices utilizing a rigorous quantitative selection process to represent the broader hedge fund universe.
Barclay Hedge Fund Index Up 0.65% in August (+3.37% YTD)
The hedge fund industry tracked the fates of other markets and broader economies roiled by the novel coronavirus pandemic in March, posting an 8. Year-to-date, the hedge fund industry was down All but four hedge fund sectors were in the red for March, as government-imposed shutdowns, stay-at-home orders and frightened consumers slammed the brakes on business activity around the world. Not surprisingly, among the four sectors in the black in March the leading gainer was the Volatility Trading Index, up The Option Strategies Index gained 7. Emerging markets were hit especially hard.
Index Definitions and Trademark Language
This investment strategy is designed to exploit equity market inefficiencies and usually involves being simultaneously long and short matched equity portfolios of the same size within a country. Market neutral portfolios are designed to be either beta or currency neutral, or both. Well-designed portfolios typically control for industry, sector, market capitalization, and other exposures. Leverage is often applied to enhance returns. The Barclay Equity Market Neutral Index is recalculated and updated real-time on this page as soon as the monthly returns for the underlying funds are recorded. Only funds that provide us with net returns are included in the index calculation. The number of funds that are currently included in the calculations for the most recent months can be found in the footnotes above. Please note that the calculation for the number of funds is time-stamped and that the number of funds will continue to increase until all funds categorized within the sector have reported monthly returns.
This index family, designed jointly by Novus and Barclays, is a new addition to the Barclays range of Quantitative Investment Strategies. The new indices aim to provide an alternative to market capitalisation weighted indices with a distinctive way to identify the key investment ideas of hedge funds.
Jump to navigation. The Day Treasury Bill Index is an unmanaged index of a one-Treasury bill portfolio updated each month using the shortest-term bill of not less than one month to maturity. There are currently programs included in the calculation of the Barclay CTA Index for the year , which is unweighted and rebalanced at the beginning of each year.
Public Ownership Hedge Fund Conviction Index Family
For the month, the hedge fund industry posted a 1. With positive returns in five of the past six months, hedge funds have gained 7. Only two sectors were in the red for the year-to-date. The Volatility Trading Index was down 1. Backstop's mission is to help the institutional investment industry use time to its fullest potential. We develop technology to simplify and streamline otherwise time-consuming tasks and processes, enabling our clients to quickly and easily access, share, and manage the knowledge that's critical to their day-to-day business success. Backstop provides its industry-leading cloud-based productivity suite to investment consultants, pensions, funds of funds, family offices, endowments, foundations, private equity, hedge funds and real estate investment firms. BarclayHedge, a division of Backstop, currently maintains data on more than 6, hedge funds, funds of funds and CTAs. The BarclayHedge Indices are utilized by institutional investors, brokerage firms and private banks worldwide as performance benchmarks for the hedge fund and managed futures industries. Find News.
