AlphaClone Hedge Fund Downside Hedged Index

ALPHACLN 166.95 -0.15 -0.09%
Ticker Index Value Change % Change

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.

Sector Diversification

Performance: Growth of $10,000 DisclaimerFrom Inception

Risk Metrics

as of 05/27/2017

  Annualized Volatility Sharpe Ratio Max Drawdown

Yearly Returns

 
 
ALPHACLN
 

Drawdowns From Inception