The FTSE Hedge Index is designed to allow product issuers to cut through the complexity of this alternative asset class. It currently consists of twelve open and investable hedge funds, representing eight hedge fund strategies, three hedge fund styles and an overall global hedge fund. FTSE calculates both daily indicative and monthly actual values for these FTSE Hedge Indices.
The FTSE Hedge Index has strict entry criteria for constituent funds including:
- independently audited financial accounts
- a minimum of US$50 million AUM
- a minimum two-year track record
- open to new investors
The index objective is to reflect the risk and return characteristics of the universe of open and investible hedge funds.
Paul Hoff, Managing Director, FTSE Asia Pacific said, “FTSE Hedge Index is increasingly used by investors worldwide as the basis of investment products. With its transparent structure and rules-driven approach, FTSE Hedge brings clarity to the complex world of hedge investment. FTSE is delighted that SMBC Friend has chosen the FTSE Hedge Strategy Indices to create unique investment funds for the Japanese investment community.”
More information about FTSE Hedge can be accessed at www.ftse.com/hedge
