AlphaClone Small Cap Index

ALFSIX 69.05 -0.11 -0.16%
Ticker Index Value Change % Change

The AlphaClone Small Cap Index tracks the performance of US-traded small capitalization equity securities to which hedge funds and institutional investors have disclosed significant exposure. The proprietary index methodology developed by AlphaClone ranks hedge funds and institutional investors based on the efficacy of replicating their publicity disclosed positions. Small capitalization equities are selected from those managers with the highest ranking, or "Clone Score".

Sector Diversification

Performance: Growth of $10,000 DisclaimerFrom Inception

Risk Metrics

as of 10/17/2019

  Annualized Volatility Sharpe Ratio Max Drawdown

Yearly Returns