PerTrac Analytics users can subscribe to any of the world’s leading alternative and traditional investment databases from the broadest array of Data Providers available.
All Analytics users can access PerTrac’s complimentary index database, which contains monthly return histories for over 1,600 benchmarks spanning all traditional and alternative asset classes.
Index contributors include:
Amex – The Amex Indexes reflect the aggregate market value of various groupings of common stocks and other equity securities listed on the American Stock Exchange. The Amex Composite Index is composed of securities representing a broad range of industries while other Amex Indexes focus on specific sectors. These include the Airlines, Biotechnology, Computer Technology, Disk Drive, Financial, Gold BUGS, Natural Gas, Networking, North American Telecommunications, Oil, Pharmaceutical, Regional Bank, and Securities Broker/Dealer Indexes. www.amex.com
Bernheim Index – This index, produced by the publisher of the U.S. Offshore Funds Directory and Hedge Fund News®, serves as a benchmark for monthly hedge fund performance, net of fees, from January 1999 forward. The index is comprised of 18 leading hedge funds which employ a variety of management styles and have aggregate assets in excess of $50 billion. www.hedgefundnews.com
Bureau of Labor Statistics – This U.S. federal government agency produces several monthly indexes detailing changes in the nation’s labor market as well as consumer prices and producer prices. Indexes include BLS Employment: Average Hourly Earnings, BLS Employment: Civilian Employment, BLS Employment: Unemployment Rate (Seasonally Adjusted), BLS Price Index: CPI for All Urban Consumers, BLS Price Index: PPI Finished Goods, etc. www.bls.gov
BMO Nesbitt Burns Small Cap Index – This index is a measure of 400 small-capitalization Canadian stocks and is available in four versions: unweighted and weighted, each based on either simple price appreciation or total return (dividends reinvested). www.nesbittburns.com
CAC-40 – The most widely quoted French stock market index, the CAC-40 is a cap-weighted benchmark based on 40 of the highest capitalization stocks listed on the Paris Bourse. www.euronext.com
Citigroup – Citigroup provides a number of indices which track fixed income securities of various maturities in the U.S., plus other world regions such as Europe, Africa/Middle East, and Latin America. The more than fifty included indices focus on government, corporate, and mortgage bonds, as well as certificates of deposit. www.citigroup.com
DAX – This index is the main German stock market benchmark, comprised of the 30 largest companies on the Frankfurt Stock Exchange. deutsche-boerse.com
Dow Jones – This leading index provider is best known for the Dow Jones Industrial Average, a blue-chip benchmark based on 30 large capitalization U.S. stocks in a broad range of industries. The PerTrac Indexes database also includes Dow Jones benchmarks focusing on the U.S. Transportation, Utilities, and Healthcare sectors, as well as the Dow Jones Global Indexes that measure equities in over 40 different countries and geographic areas around the world. Global Indexes are provided in price and total return versions, often both in local currency and USD. www.djindexes.com
Dow Jones Credit Suisse Blue Chip Hedge Fund Indexes – Formerly the Credit Suisse/Tremont Hedge Fund Blue Chip Indexes, this set of asset-weighted hedge fund benchmarks includes an overall index as well as ten style-specific indexes. These indexes are based on funds with at least $10 million in assets under management, a minimum one-year track record, and current audited financial statements. These indices are rebalanced monthly. www.hedgeindex.com
FTSE 100 – The index most often used as the measure of the UK stock market, the FTSE 100 comprises the 100 most highly capitalized blue chip companies on the London Stock Exchange. This index is capitalization-weighted and represents approximately 80% of the UK market. www.ftse.com
Greenwich Hedge Fund Indices – These indices, calculated from net returns reported to Greenwich-Van, are designed to represent the average monthly performance of the hedge fund universe. The Greenwich-Van Global Hedge Fund Index is the firm’s overall composite index, while the Greenwich-Van International Hedge Fund Index and Greenwich-Van U.S. Hedge Fund Index are defined by fund domicile, outside the U.S. and inside the U.S., respectively. Numerous indices tracking specific strategies (e.g. Aggressive Growth, Distressed Securities, Macro, Convertible Arbitrage, Short Selling, Value, etc.) are also available in Global, International, and U.S. versions. Funds are equally weighted in each index. www.greenwichai.com
Hang Seng Index – The HSI is the most widely-quoted indicator of the performance of the Hong Kong stock market. The index currently has 33 constituent stocks, accounting for about 70% of the market capitalization of all eligible stocks listed on the Main Board of the Hong Kong Stock Exchange. www.hsi.com.hk
Hedge Fund Intelligence – This hedge fund industry news and data provider produces the InvestHedge Indices, a set of benchmarks that measure average monthly performance of funds of funds. The overall InvestHedge Composite Index includes more than 1,000 funds of funds of all types while more specific indices focus on specific types of funds of funds defined by strategy and geography. www.hedgefundintelligence.com
HFN Indices – HedgeFund.net produces the HFN Indices, a set of over 40 equal-weighted average performance indexes based on funds participating in the HFN database that compose various strategies and groupings. www.hedgefund.net
Hennessee Hedge Fund Indices – Hennessee Group LLC produces this set of monthly hedge fund performance benchmarks. Each index is an equally-weighted average of constituent funds that meet various eligibility criteria: at least $10 million in assets, a 12 month track record, and Hennessee’s reporting requirements. Index rebalancing takes place annually. The indices are based on investment style, with the exception of the composite Hennessee Hedge Fund Index, which includes all funds in the other indices and is believed to represent over half of the capital in the hedge fund industry. www.hennesseegroup.com
HFR Hedge Fund Indices –The HFRI Indices, Hedge Fund Research’s original set of hedge fund benchmarks, are equally weighted performance indices based on more than 30 different investment strategies. The HFRI Fund Weighted Composite accounts for over 2,000 hedge funds from all the strategy-specific indices, with the exception of the HFRI Fund of Funds Index. There are no minimum size or track record requirements for inclusion in the HFRI Indices. www.hedgefundresearch.com
Merrill Lynch – PerTrac offers over 30 bond indices from this global financial management and advisory company, including indexes of corporate, mortgage, agency, Treasury, and municipal instruments of various maturities. www.merrilllynch.com
MSCI – Morgan Stanley Capital International is a well-established worldwide equity index provider which now also produces hedge fund indices. PerTrac Analytical Platform users have access to MSCI equity indices focusing on over 70 different geographical areas and countries in both USD and local currency. Also available are 18 of the Morningstar MSCI Hedge Fund Indices. These hedge fund benchmarks are organized according to MSCI’s comprehensive classification framework with indices defined by investment process, asset class, and geography. The indices are equal weighted, although the overall MSCI Hedge Fund Composite Index is calculated in an asset weighted version as well. www.msci.com
Nasdaq – The Nasdaq Composite Index includes all of the domestic and international based common type stocks listed on the Nasdaq, the largest U.S. electronic stock market. Currently over 3,000 companies are included in the Index, which is one of the most commonly used barometers of U.S. equity performance. Also available are the Nasdaq 100 Index, based on 100 of the largest (by market capitalization) non-financial companies listed on the Nasdaq, as well as three industry sector-specific indices: the Nasdaq Bank Index, the Nasdaq Biotech Index, and the Nasdaq Financials Index. www.nasdaq.com
Nikkei 225 – The Nikkei 225 Stock Average is Japan’s most widely watched index of stock market activity. The index reflects the ex-rights-adjusted average stock price of 225 of the most actively traded issues on the first section of the Tokyo Stock Exchange and is designed to be representative of Japan’s overall industrial structure and economic conditions. www.nni.nikkei.co.jp
NYSE Composite Index – This index measures the change in aggregate market value of all common stocks listed on the New York Stock Exchange. Over 2,000 U.S. and non-U.S. stocks are included in this capitalization-weighted index. www.nyse.com
PHLX – Three industry sector focused indices are available to PerTrac Analytical Platform users from the Philadelphia Stock Exchange. The PHLX Semiconductor Index is a price-weighted index of 19 semiconductor companies. The PHLX Utility Sector Index is a capitalization-weighted index of 20 geographically diverse public utility stocks listed on the NYSE. The PHLX Oil Service Sector Index is a price-weighted index of 15 oil service industry companies. www.phlx.com
Russell – Designed as a family of benchmarks for evaluation of investment manager performance, the Russell indices measure various segments of the U.S. stock market according to market capitalization and investment style (value/growth). The indices are market cap-weighted and include only common stocks incorporated in the U.S. and its territories. All are available on both a simple price and a dividends reinvested basis. The Russell 3000 is the broadest of the indices, representing the 3,000 largest U.S. companies, which account for about 98% of the investable U.S. equity market. Most famous of the Russell indices is the Russell 2000, which includes the 2,000 smallest stocks from those in the Russell 3000. Also available are the Russell Top 200 Index, Russell 1000 Index, Russell Midcap Index, and Russell 2500 Index. Growth and Value versions of each index are also available, based on price-to-book ratios and forecasted growth values (higher for Growth, lower for Value). www.russell.com
S&P – Market research firm Standard & Poors produces several broadly used stock market indices, including the S&P 500, regarded by many as the best single gauge of U.S. equity performance. The index includes a representative sample of 500 leading large-cap companies, accounting for over 80% of U.S. equity capitalization. Also available are ten industry sector-specific subsets of the S&P 500, measuring stocks in areas such as Consumer Staples, Energy, Health Care, Industrials, and Telecommunications. The S&P 100 Index, S&P Midcap 400 Index, and S&P Small Cap 600 complement the S&P 500 by focusing on other segments of the U.S. stock market while the S&P/TSX and the S&P ASX 200 measure performance of stocks listed on the Toronto Stock Exchange (Canada) and the Australian Stock Exchange, respectively. www.standardandpoors.com
Stark – The Stark Trader Indexes reflect the performance of managed futures/CTA programs and funds in the Stark & Company database. The indexes are compiled monthly using an equity weighed formula to determine performance. Among the 12 indexes are the Stark 300 Trader Index, based on the top 300 traders in the database, as well as other indexes focusing on currency, financial, agricultural, stock index, and systematic traders. www.starkresearch.com
Surz – Investment consultant PPCA produces the Surz family of equity style indices which track U.S. and non-U.S. stocks based on capitalization size (large, mid, and mini) and orientation (growth, core, and value). This set of investment manager benchmarks was designed to be used as components in customized blended benchmarks; each of the Surz indices is mutually exclusive (no stock is included in more than one index) and the indices are exhaustive (all stocks are classified). Indices are rebalanced quarterly. www.ppca-inc.com
UCITS Alternative Index – This series represents the industry's leading benchmark for the UCITS hedge funds universe. The series of indices track the performance of both global and strategy-specific UCITS hedge funds. Alix Capital is the exclusive Index Provider to the UCITS Alternative Index. Index rules and statistics are accessible on the UCITS Alternative Index website. www.ucits-alternative.com
