Index Library

PivotalPath Hedge Fund Indices

Every published PivotalPath hedge fund index: 39 indices across 12 strategy families, each with monthly returns net of fees in USD.

Constituents are institutionally relevant funds with a minimum 18-month track record and at least $50mm in assets under management. Returns are monthly, net of all fees, in USD.

PivotalPath Composite Index

• PivotalPath Composite EW Index — 9.84% annualised since January 2000
• PivotalPath Composite Index — 9.27% annualised since January 2000

PivotalPath Credit Index

• PivotalPath Credit Index — 8.89% annualised since January 2000
• PivotalPath Credit:Convertible Bond Arbitrage Index — 9.26% annualised since January 2000
• PivotalPath Credit:Distressed Index — 8.64% annualised since January 2000
• PivotalPath Credit:Long/Short Index — 6.86% annualised since January 2004
• PivotalPath Credit:Multi-Strategy Index — 8.69% annualised since January 2000
• PivotalPath Credit:Relative Value Index — 7.66% annualised since January 2001
• PivotalPath Credit:Structured & MBS Index — 11.39% annualised since January 2000

PivotalPath Equity Diversified Index

• PivotalPath Equity Diversified Index — 9.72% annualised since January 2000
• PivotalPath Equity Diversified:Asia Long/Short Index — 10.58% annualised since January 2003
• PivotalPath Equity Diversified:Europe Long/Short Index — 7.41% annualised since January 2000
• PivotalPath Equity Diversified:Global Long/Short Index — 9.82% annualised since January 2000
• PivotalPath Equity Diversified:U.S. Long/Short Index — 9.70% annualised since January 2000

PivotalPath Equity Market Neutral Index

• PivotalPath Equity Market Neutral Index — 8.50% annualised since January 2001

PivotalPath Equity Quant Index

• PivotalPath Equity Quant Index — 6.21% annualised since January 2003

PivotalPath Equity Sector Index

• PivotalPath Equity Sector Index — 13.00% annualised since January 2000
• PivotalPath Equity Sector:Consumer / Retail Index — 7.61% annualised since January 2001
• PivotalPath Equity Sector:Energy / Utilities / Industrials Index — 12.31% annualised since January 2000
• PivotalPath Equity Sector:Financials Index — 12.04% annualised since January 2000
• PivotalPath Equity Sector:Healthcare Index — 15.33% annualised since January 2000
• PivotalPath Equity Sector:Real Estate Index — 10.01% annualised since January 2010
• PivotalPath Equity Sector:Technology / Media / Telecom Index — 10.39% annualised since January 2002

PivotalPath Event Driven Index

• PivotalPath Event Driven Index — 9.29% annualised since January 2000
• PivotalPath Event Driven:Equity Special Situations Index — 11.59% annualised since January 2000
• PivotalPath Event Driven:Merger Arbitrage Index — 9.57% annualised since January 2000
• PivotalPath Event Driven:Multi-Event Index — 9.22% annualised since January 2000

PivotalPath Global Macro Index

• PivotalPath Global Macro Index — 7.83% annualised since January 2000
• PivotalPath Global Macro:Commodities Index — 12.21% annualised since January 2006
• PivotalPath Global Macro:Discretionary Index — 9.63% annualised since January 2001
• PivotalPath Global Macro:Multi-Manager Index — 9.82% annualised since January 2000
• PivotalPath Global Macro:Quantitative Index — 6.42% annualised since January 2000
• PivotalPath Global Macro:Risk Premia Index — 8.09% annualised since January 2008

PivotalPath Managed Futures Index

• PivotalPath Managed Futures Index — 7.22% annualised since January 2000
• PivotalPath Managed Futures:Non-Trend Index — 6.54% annualised since January 2000
• PivotalPath Managed Futures:Trend Following Index — 7.39% annualised since January 2000

PivotalPath Multi-Strategy Index

• PivotalPath Multi-Strategy Index — 9.12% annualised since January 2000

PivotalPath RV Index

• PivotalPath RV Index — 8.72% annualised since January 2000

PivotalPath Volatility Trading Index

• PivotalPath Volatility Trading Index — 8.50% annualised since January 2000