The FTSE Hedge Index, which was launched in June 2004, cuts through the complexity of this alternative asset class. It currently consists of 40 open and investable hedge funds, representing a cross-section of hedge fund strategies. FTSE calculates both daily and monthly values for the index.
As with all FTSE indices the FTSE Hedge Index is transparent and rules driven. The FTSE Hedge Index has strict constituent entry requirements, including independently audited financial accounts, monthly reporting, a minimum of US$50 million AUM and a minimum two-year track record.
More information about FTSE Hedge including methodology, daily index values and information about FTSE Hedge constituents can be found at www.ftse.com/hedge.
