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The AlphaClone Hedge Fund Downside Hedged Index tracks the performance of US-traded 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. Equities are selected from those managers with the highest ranking, or "Clone Score". The index is risk managed in that it can vary between being long only and market hedged based on certain rules-driven relative price targets tied to a broad market index.
as of 01/19/2018
as of 01/19/2018
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The AlphaClone Hedge Fund Downside Hedged Index (ALPHACLN) is an index of high conviction equity holdings derived from hedge fund public disclosures and selected by AlphaClone. ALPHACLN was launched in October 11, 2011 and is calculated by Solactive. The AlphaClone International Downside Hedged Index (ALFIIX) is an index of high conviction ADR holdings derived from hedge fund public disclosures and selected by AlphaClone. ALFIIX was launched on November 5, 2015 and is calculated by Solactive. Both indexes' calculation methodology can be obtained by downloading the respective index's guidelines document. Index performance is presented for general information purposes only. Index performance that is prior to the date each index was launched relates only to a hypothetical model of past performance. Performance does not relate to any asset management products based on any index. No allowance has been made for trading costs or management fees which would reduce investment performance. Actual results may differ. The S&P 500 is an index of large capitalization US companies. The BNY ADR Composite is an index of American Depository Receipts. It is not possible to invest in an index.
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