IndexIQ’s Rules-Based Alpha™ index solutions take indexing to the next level by combining the benefits of traditional index investing — rules-based methodologies, low turnover, tax efficiency, low cost, systematic rebalancing and no manager selection risk — with the alpha potential sought by active managers. The result is an expansive range of innovative index solutions designed to translate sophisticated investment strategies into products that can be more easily understood and accessed by all investors.
The IQ Hedge Multi-Strategy Index attempts to replicate the risk-adjusted return characteristics of hedge funds using various hedge fund investment styles, including long/short equity, global macro, market neutral, event-driven, fixed income arbitrage and emerging markets. The Index objective is to replicate the return characteristics of the Hedge Fund universe.
For this data source, RIMES hosts the IQ Hedge Multi-Strategy Index.
Top holdings include:
Some of the data items available include:
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