All PerTrac Analytical Platform users receive a complimentary PerTrac Indexes database with monthly performance information on more than 1,600 indices. In addition, traditional and alternative investment databases are available from the following data vendors:
|
Alternative Investments - Hedge Funds |
Traditional Managers/Mutual Funds |
| PSN from Informa Investment Solutions | |
|
Commodity Trading Advisors | |
| CISDM | |
Nelson Information - Nelson Investment Manager
Database
Nelson, the industry’s most used source of
information, is now the first to offer monthly performance for separate
accounts. Also included is the performance data for mutual funds. The database
totals over 23,000 investment products. Over 85 peer group universes are also
provided. www.nelsoninformation.com
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Lipper offers several fund databases specific to various European and Offshore fund markets. Each database includes a range of information on thousands of funds, including years of historical fund prices. In addition, the Lipper TASS Database, one of the oldest global hedge fund databases on the market, is available in a PerTrac compatible datafeed format. More information on all Lipper products is available at www.lipperweb.com.
*Separate PerTrac and Lipper fees apply. Please speak with representatives from each firm to arrange access.
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Dial Data provides data for all United States, Canadian and European exchange-traded equities and related instruments, futures, equity options, futures options, mutual funds, bonds, government issues, money markets, indices and dividends. www.trackdata.com
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Hedge Fund Research, Inc. - HFR
Database
Hedge Fund Research, Inc. (HFR) is a global leader in
the alternative investment industry. Established in 1992, HFR specializes in the
areas of indexation and analysis of hedge funds. HFR Database includes
fund-level detail on historical performance and assets, as well as firm
characteristics on both the broadest and most influential hedge fund managers.
HFR has developed a detailed fund classification system that enables granular
and specific queries for relative performance measurement, peer group analysis
and benchmarking. HFR produces over 100 indices of hedge fund performance
ranging from industry-aggregate levels down to specific niche areas of
sub-strategy and regional investment focus. With performance dating back to
1990, the HFRI Fund Weighted Composite Index is one of the industry’s most
widely used standard benchmarks of hedge fund performance globally. The HFR
suite of Analysis Products leverages the HFR Database to provide detailed,
current, comprehensive and relevant aggregate reference points on all facets of
the hedge fund industry.
www.hedgefundresearch.com
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HedgeFund.net
For more than
a decade, HedgeFund.net (HFN) has provided investors and industry professionals
with essential hedge fund information. Timely hedge fund information is
supported through a firm 2.5 month reporting period. The HedgeFund.net database
provides robust global coverage of 34 strategies and is comprised of over 7,250
Hedge Fund, Funds of Fund and CTA/Managed Future investment products.
Subscribers may also utilize a powerful three-tier strategy classification
system that enables searches through a combination of investment style,
investment market & investment region.
www.hedgefund.net
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CASAM CISDM Database
Established in
1979, the CASAM CISDM Database is the longest standing hedge fund and CTA
database, and currently tracks quantitative and qualitative information for over
6,000 hedge funds, fund of funds and CTAs. The CASAM CISDM Database is widely
used as a research tool by institutional investors, consultants, pension funds,
and hedge fund of fund managers looking to identify the universe of hedge funds
as a basis for investment, as well as by academics in their studies and in
articles related to the hedge fund and CTA industries.
www.casamhedge.com
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CogentHedge
CogentHedge is a comprehensive global database containing a
full range of qualitative and performance information on U.S. and offshore hedge
funds, funds of hedge funds, managed futures funds and CTA managed account
composites. Included in each entity's profile is a statement of investment
objective and policies and biographical information on the principals as well as
identification of all service providers by name and location and more than 150
additional descriptors. www.cogenthedge.com
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Morningstar Altvest Hedge Fund
Data
With over 8,000 active hedge funds, fund of funds, and CTAs
across 36 strategies, Morningstar Altvest has one of the most comprehensive
database in the hedge fund industry. Morningstar has grown its hedge fund
database over the years through strategic acquisitions—InvestorForce’s Altvest
database, S&P’s Micropal, and MSCI’s Hedge Fund & Hedge Fund Index
business. The database also features over 300 qualitative and quantitative data
points including proprietary statistics such as the Morningstar Rating,
portfolio characteristics, portfolio construction methodology, and hedging
techniques.
http://hedgefunds.datamanager.morningstar.com/hfsecure/
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eVestment Alliance
eVestment
Alliance ("EA"), founded in 2000, aggregates and refines data for the
institutional investment industry. They provide comprehensive information
on approximately 11,000 distinct products, with in-depth details on
performance and qualitative measures. eA's state of the art aggregation and
dissemination platform delivers improved information more timely and makes data
more useful for key industry participants, including money managers,investment
consultants and plan sponsors. www.evestmentalliance.com
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Morningstar, Inc. is a global investment research firm, offering an extensive
line of print, software, and Internet-based products and services for
individuals, financial advisors, and institutions. The company is a trusted
source for investment information and fund ratings. Morningstar offers a U.S.
mutual funds database with information on more than 18,000 investments, as well
as additional U.S. databases featuring separate accounts,
variable annuities, and exchange traded funds. In additional,
Morningstar offers several international databases featuring investments in the
following countries: Australia, Austria, Belgium, Canada, China, Denmark,
Finland, France, Germany, Hong Kong, Italy, Malaysia, Netherlands, Norway,
Offshore, Portugal, Singapore, Spain, Sweden, Switzerland, Taiwan, UK.
http://corporate.morningstar.com/US/asp/subject.aspx?xmlfile=18.xml
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Barclay offers one of the fastest growing, most accurate and up-to-date hedge fund/fund of funds/CTA databases available. On a monthly basis, they strive to provide subscribers with the previous month's performance for at least 90% of the funds that they follow. For more than 18 years, Barclay has maintained rigorous procedures for collecting and verifying data to insure a high standard of accuracy. In addition, Barclay is committed to increasing the size of the database, adding new managers to their Barclay Global Database on a daily basis. In addition, the company offers individual databases focusing solely on funds of funds and CTAs. www.barclayhedge.com
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The Eurekahedge Absolute Return Fund Database
provides investors with winning choices. Absolute Return Funds pursue 'alpha'
strategies that profit under all market conditions. http://www.eurekahedge.com/database/
Eurekahedge
Asian Hedge Fund Database
The Eurekahedge Asian Hedge Fund Database is a definitive guide to Asia-Pacific hedge funds and has consistently tracked around 95% of the managers across this dynamic universe. http://www.eurekahedge.com/database/
Eurekahedge European Hedge Fund Database
The Eurekahedge European Hedge Fund Database was
launched in 2003 and now tracks over 90% of the managers within the universe. http://www.eurekahedge.com/database/
Eurekahedge Global Fund of Funds
Database
The Eurekahedge Global Fund of Funds Database
provides all pertinent information on funds of hedge funds and covers over 85%
of the management companies within this rapidly proliferating asset class. http://www.eurekahedge.com/database/
Eurekahedge Latin American Hedge Fund
Database
The Eurekahedge Latin American Hedge Fund Database contains market leading breadth and depth of coverage, maintaining data on over 90% of the Latin American hedge fund market. http://www.eurekahedge.com/database/
The Eurekahedge North American Hedge Fund Database
tracks all alternative investment vehicles and will continue to grow and will
cover more than 90% of the universe. http://www.eurekahedge.com/database/
Eurekahedge Islamic Fund
Database
The Eurekahedge Islamic Fund Database launched in 2005 to address the need for quality information on this dynamic space. Compliant with Shariah law, these unique funds will be comprehensively covered by this Eurekahedge product. http://www.eurekahedge.com/specialfunds/
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HedgeFund Intelligence provides the following descriptions for their databases:
EuroHedge Database
The EuroHedge Database is the ultimate
source of contact information and performance details of European hedge
funds. It is the most extensive of its kind, listing over 90% of all
funds. With a subscription you will receive contact information of every hedge
fund listed, key fund information, and monthly performance results and
summarised statistics for each fund since inception. www.hedgefundintelligence.com
InvestHedge Database
The InvestHedge Database is an
unrivalled database of global funds of hedge funds. Assess and plan your
investment strategy, compare performance and track portfolios. The InvestHedge
Database includes both contact information and performance data, making it the
largest and most comprehensive database of global funds of hedge funds on the
market today. www.hedgefundintelligence.com
AsiaHedge Database
The AsiaHedge Database contains both
contact information and performance data on hedge funds based in the
Asia-Pacific or investing exclusively in Asian-Pacific assets. Our research
teams verify all performance figures at source and conduct extensive asset
surveys through out the year. The database includes contact information, key
fund information and monthly performance results. www.hedgefundintelligence.com
Absolute Return Database
The Absolute Return Database
includes contact and performance information on U.S. hedge funds. With a
subscription you will receive contact information of every fund listed, key fund
information, and monthly performance results. Search for funds by
strategy, asset size, location, manager, and many other variables. Containing
information on over 86% of billion-dollar funds. www.hedgefundintelligence.com
South AfricaHedge Database
The South AfricaHedge
Database is the ultimate source of contact and performance information of South
AfricaHedge hedge funds. With a subscription, customers receive contact
information of every fund listed, key fund information including inception /
investment strategy, AUM and fee structure. The database also includes monthly
performance results and summarized statistic for each fund since inception. www.hedgefundintelligence.com
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Morningstar MSCI Hedge Fund Indexes and Database
Introduced in 2002, the Morningstar MSCI Hedge Fund Indexes offer transparency in index construction and maintenance for qualified investors, a comprehensive hedge fund classification framework, and an extensive, growing and reliable database. The Morningstar MSCI Hedge Fund Indexes and fund database contain more than 190 indices and over 2,900 hedge funds and CTA composites. www.msci.com/hedge
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Recognized as the only information provider on the Italian hedge fund market, MondoHedge offers qualitative and quantitative information covering the entire universe of the Italian alternative industry. www.mondohedge.com
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Stark & Company - CTA & Futures Fund
Manager Database
Founded in 1987, Stark & Company is one of
the oldest and most established managed futures research firms collecting
information on commodity trading advisors & futures funds. Stark &
Company’s STAR CTA Database includes 450+ CTA trading programs, 150+ futures
funds, and 12 CTA indices, plus a complimentary 2-week free trial subscription
to the STAR CTA Database. www.starkresearch.com
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International Traders
Research, Inc.
Now providing real-time access to CTA data
through ITR's interactive website. Subscribers receive a free viewing tool for
basic information or can download the database in PerTrac format for more
comprehensive analytical needs. www.managedfutures.com
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PSN from Informa Investment Solutions
In 2006, Informa Investment Solutions merged two of the industry's most
comprehensive investment manager databases to form the new PSN database,
featuring data from over 2,000 investment management firms on over 10,000
separately managed account products. With more than 20 years experience in
collecting and validating data, you can trust Informa to deliver high-quality
investment information.
www.informais.com
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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
Barra – Risk management firm Barra has teamed with Standard & Poors to produce Growth and Value subsets of S&P’s industry-leading equity indexes. Available indexes include Barra S&P 500 (S&P’s standard large-cap equity index, with dividends reinvested), Barra MidCap 400, Barra SmallCap 600, as well as Growth and Value versions of each. Stocks in the three indexes are sorted into either the Growth or Value version of the respective index based on book-to-price ratio. Stocks with lower ratios are assigned to the Growth index while stocks with higher ratios are assigned to the Value index. www.barra.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
CSFB-Tremont Hedge Fund Indices – CSFB-Tremont produces two sets of hedge fund benchmarks each month, their original asset-weighted indices as well as their newer investable hedge fund indices. The original CSFB-Tremont Hedge Fund Index and its 13 investment style-specific indices 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. The CSFB-Tremont Investable Hedge Fund Index and its 10 investment style-specific investable indices are designed to be transparent, rules-based benchmarks which serve as the underlying investments in various hedge fund products. They include the largest hedge funds from the corresponding original indices which meet various criteria such as minimum investment, frequency of subscriptions and redemptions, and domicile. The investable indices are rebalanced semi-annually. www.hedgeindex.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
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-Van 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.vanhedge.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 HSBC AsiaHedge Indices and the InvestHedge Indices. The HSBC AsiaHedge Indices measure average monthly performance of hedge funds investing in the Asia Pacific region, both overall and in various areas (e.g. Japan, Asia ex Japan, Australia, etc.). The InvestHedge Indices measure fund of funds performance. 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 Averages – HedgeFund.net produces the HFN Averages, 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 1,600 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 more than 190 indices in the 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
Salomon Smith Barney – SSB 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.smithbarney.com
Stark – The Stark Trader Indexes reflect the performance of managed futures/CTA programs and funds in the Daniel B. Stark & Company database. The indexes are compiled monthly using an equity weighed formula to determine performance. Among the 13 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.starkonline.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
Wilshire – Wilshire was the first consulting firm to introduce equity style
indices in 1986. Their original set of style indices, now called the Wilshire
Target Indices, are comprised of small, mid, and large cap stocks with
concentrated growth or value characteristics. The Wilshire Style Indices,
created in 1996, are a more exhaustive set of benchmarks, as they divide the
stocks in the Wilshire 5000 Total Market Index among four cap size groups
(micro, small, mid, and large) which are then divided equally into growth and
value indices. Also available to PerTrac Analytical Platform users are the
Wilshire 4500 Completion Index, the Wilshire Internet Index, the Wilshire REIT
Index, and the Wilshire Real Estate Securities Index. www.wilshire.com
