HedgeCo™ (HCN) Hedge Fund Indices

The HedgeCo.Net (HCN) Hedge Fund Indices are a group of equally weighted performance indices utilized by numerous hedge fund managers as a benchmark for their own hedge funds. Unlike asset-weighting utilized by some other indices, the equal-weighting of the HCN presents a more general picture of performance of the hedge fund industry. By weighting all funds equally, this helps to reduce any bias toward the larger funds potentially created by alternative weightings, especially for strategies that encompass a small number of funds.

Funds included in the HCN Monthly Indices must:
  • Report monthly returns
  • Report Returns Net of All Fees
  • Report assets in USD

Indices Notes:
  • All HCN Indices are equally weighted (not based on AUM size).
  • "Bad Assets" (ie. Funds which do not report their AUM) are not included in the HCN.
  • The HCN Indices are made "official" on the fifteenth of the month.
  • Both domestic and offshore funds are included in the HCN Indices.

Index Name November YTD Prior 12 Months Prior 36 Months
 HCN Hedge Fund Aggregate Index 0.431742348 1.949029125 9.47 25.94
 HCN Aggressive Growth Index 2.4421 1.935318182 11.64 21.85
 HCN CTA/Managed Futures Index 2.149575714 -0.398180645 7.63 1.42
 HCN Emerging Markets Index -0.31875 2.693692857 4.10 .82
 HCN Fixed Income Index -0.254812766 1.021996552 8.66 30.25
 HCN Fund of Funds - Multi-Strategy Index 0.506955357 1.714280488 6.02 15.66
 HCN Fund of Funds Index 0.017901923 1.409151282 7.04 15.25
 HCN Long Only Index -1.160285714 5.276761905 6.16 47.97
 HCN Long/Short Index 0.27831573 2.724029012 8.32 41.20
 HCN Market Neutral Index 0.4277 0.221917857 8.65 11.49
 HCN Multi-Strategy Index 0.724477419 1.095378571 10.10 11.76

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