Greenwich Indices

Greenwich Alternative Investments ("GAI") offers a wide array of indices to meet investors and managers needs. From the traditional monthly hedge fund indices to the daily UCITS and ETF indices, GAI has an indices suited to meet your performance or attribution requirements.

Greenwich Benchmark Indices Info

The Greenwich Benchmark Indices track the overall performance of each alternative asset class. Maximizing the breadth of coverage across all strategies by having fluid constituent lists, each index adjusts over time to reflect the composition of the asset class population.

Measuring the average performance of each asset class universe, the Greenwich Benchmark Indices provide a more accurate performance attribution and benchmarking tool than traditional long only equity or bond benchmarks.

Hedge Fund Index

First published in 1995, the Greenwich Global Hedge Fund Index ("GGHFI") continues to be among the most followed benchmarks for hedge fund performance. Broken out into twenty-four strategies, the GGHFI covers the entire hedge fund universe. Comprised of funds which report to the Greenwich Database, the GGHFI provides an overview of the hedge fund universe and how it changes month to month.

UCITS HF Index

The GAI Benchmark UCITS Hedge Fund Indices ("GAIUTIDX") track the overall performance of the alternative UCITS universe. UCITS, the European Directive for the Undertaking of the Collective Investment in Transferable Securities, provides investors with liquidity and transparency while implementing an alternative investment strategy. In 2011, Greenwich Alternative Investments began tracking nine of the most common alternative UCITS strategies. Providing daily returns, the GAIUTIDX offers performance attribution and benchmarking for alternative UCITS managers and investors.

Mutual Fund HF Index

The GAI Benchmark Mutual Fund Hedge Fund Indices ("GAIMFIDX") track the overall performance of the alternative mutual fund universe. Mutual funds are US, SEC regulated, collective investment schemes which provide investors with liquidity and transparency while implementing an alternative investment strategy. In 2011, Greenwich Alternative Investments began tracking six of the most common alternative mutual fund strategies. Providing daily returns, the GAIMFIDX offers performance attribution and benchmarking for alternative mutual fund managers and investors.

Greenwich Focus Indices Info

The Greenwich Focus Indices are a subset of the Greenwich Benchmark Indices consisting of top ranked, risk adjusted funds. Using the Greenwich Value Score, a quantitative ranking system, funds are chosen based on nine performance and risk measurements balancing high performance with minimized investment risk and low correlation to traditional alternative investments.

This selection method allows the Greenwich Focus Indices to provide access to the performance of each asset class universe using a small, fixed number of constituents.

UCITS HF Indices

Developed in 2011, the GAI Focus UCITS Hedge Fund Indices ("GAIUT") covers nine of the most common alternative UCITS strategies. Consisting of 10 to 50 funds, each index provides managers and investors efficient access to the alternative UCITS universe's performance and replication of specific hedge fund strategies using more liquid and transparent investment products.

Mutual Fund HF Index

Developed in 2011, the GAI Focus Mutual Fund Hedge Fund Indices ("GAIMF") covers five of the most common alternative mutual fund strategies. Consisting of 10 to 30 funds, each index provides managers and investors efficient access to the alternative mutual fund universe's performance and replication of specific hedge fund strategies using more liquid and transparent investment products.