HedgePole > UCITS Index

The HedgePole UCITS Indices were launched in May 2011 and track the performance of all UCITS III hedge funds qualified for the inclusion in the UCITS index based on the criteria defined in the HedgePole UCITS Index Methodology white paper. The constituent funds will be equally weighted and the UCITS index performances will be published on a monthly basis.

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Main characteristics of HedgePole's UCITS Indices

Description	HedgePole UCITS Indices
Index provider	HedgePole AG
Inception date	May 2011
Weighting	Equal-weighted
Reporting Style	Net of all fees
NAV's available	Yes
Index calculated	Monthly
Index performance finalized	Last business day of the following month
Index rebalanced	Monthly
Criteria for fund inclusion	UCITS III (or higher) compliant fund Hedge Fund Strategy as defined by the use of significant short positions and implied or explicit leverage Fund is classified with a Macro (HedgePole UCITS Alternative Macro Index) or Managed Futures (CTA) strategy (HedgePole UCITS Alternative CTA Index) The applicability of a combination of Management and Performance Fees similar to the standards in the Hedge Fund industry
Minimum Assets under Management	$10 Million
Reporting requirement	Reporting net performance on at least monthly basis
Minimum length of track record	No minimum required
Index Denomination	EUR, hedged versions in USD and CHF
Investable Index	No
Constituents Details	Available to HedgePole's clients
Number of Constituent Funds	Approx. 30-50 initial constituents (depending on the strategy), expected to grow over time