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Center for International Securities and Derivatives Markets

 

Hedge Fund and Fund of Funds Indices

The CASAM CISDM Hedge Fund indices are median performance indexes of strategies in the CASAM CISDM Hedge Fund/CTA Database. There are currently 16 hedge fund strategy indices, as well as a broad-based equal-weighted hedge fund index that reflects the performance of all hedge funds reporting to the database.

 

Current Hedge Fund Indices Values

Current Fund of Fund Indices Values

 

Commodity Trading Advisor (CTA)/Commodity Pool Operator (CPO) Indices

The CASAM CISDM CTA/CPO indices represent a series of both asset-weighted and equal-weighted performance indices of commodity trading advisors and commodity pool operators in the CASAM CISDM Hedge Fund/CTA Database. Currently there are 20 indices.

 

Current CTA Indices Values

Current CPO Indices Values

 

CASAM Hedge Monthl Index Commentary 

The CASAM CISDM Hedge Fund/CTA Indices Methodology

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