The Center for International Securities and Derivatives Markets (CISDM) seeks to enhance the understanding of the field of alternative investments through research, education, and networking opportunities for our member donors, industry professionals and academics.

CISDM Hedge Fund/CTA Indices

Hedge Fund Indices
	Dec 2007	YTD
CASAM CISDM Equal Weighted Hedge Fund Index	0.55%	10.50%
CASAM CISDM Convertible Arbitrage Index	-0.47%	3.96%
CASAM CISDM Distressed Securities Index	-0.10%	5.28%
CASAM CISDM Emerging Markets Index	1.24%	17.10%
CASAM CISDM Equity Market Neutral Index	0.41%	6.49%
CASAM CISDM Equity Long/Short Index	0.32%	8.48%
CASAM CISDM Equity Long/Short Asia Index	0.00%	3.95%
CASAM CISDM Equity Long/Short Europe Index	0.35%	5.44%
CASAM CISDM Event Driven Multi-Strategy Index	0.23%	6.56%
CASAM CISDM Fixed Income Arbitrage Index	0.20%	5.68%
CASAM CISDM Global Macro Index	0.92%	12.00%
CASAM CISDM Merger Arbitrage Index	-0.46%	3.73%
CASAM CISDM Mortgage-Backed Securities Index	0.38%	7.56%
CASAM CISDM Sector Index	0.96%	7.48%
CASAM CISDM Sector Technology Index	0.39%	10.25%
Fund of Funds Indices
CASAM CISDM Fund of Funds Index	0.34%	8.69%
CASAM CISDM Fund of Funds Diversified Index	0.34%	9.52%
CTA Indices
CASAM CISDM CTA Equal Weighted Index	2.04%	11.57%
CASAM CISDM CTA Equal Weighted Currency Index	-0.06%	7.13%
CASAM CISDM CTA Equal Weighted Diversified Index	2.32%	13.20%
CASAM CISDM CTA Equal Weighted Equity Index	4.68%	23.58%
CASAM CISDM CTA Equal Weighted Financials Index	0.97%	9.12%
CASAM CISDM CTA Equal Weighted Physicals Index	4.70%	-1.38%
CASAM CISDM CTA Equal Weighted Discretionary Index	4.66%	21.03%
CASAM CISDM CTA Equal Weighted Systematic Index	1.55%	10.56%
CPO Indices
CASAM CISDM CPO Equal Weighted Index	1.19%	8.45%
CASAM CISDM Public CPO Equal Weighted Index	0.33%	6.24%
Please click on the index in order to get the description and historical data

To view old index names. click here.

Hedge Fund/CTA Database

Hedge Fund/CTA Indices

CAIA
The Chartered Alternative Investment Analyst Program

The Journal of Alternative Investments