The CISDM Fund of Fund index and the eight individual CISDM Hedge Fund Strategy Indices reflect the median performance of funds within self-reported fund of fund and hedge fund strategy classifications reporting to the Morningstar CISDM Hedge Fund Database. In addition, the CISDM Equal Weighted Hedge Fund Index and CISDM CTA Equal Weighted Index reflect average performance of all hedge funds and CTAs reporting to the database, respectively.
The calculations of the CISDM Equal Weighted Hedge Fund Index and CISDM CTA Equal Weighted Index average index performance does not include outliers which are at least +/-3 standard deviation away from the average. In the calculations of the eight individual CISDM Hedge Fund Strategy Indices, the CISDM Funds of Funds Diversified Index and the CISDM Equal Weighted CTA Index, duplicate funds (e.g., fund that differ only in currency) have been eliminated.
CONTACT US: CISDM@ISENBERG.UMASS.EDU
