Dow Jones expands hedge fund index offerings

The Dow Jones Hedge Fund Strategy Benchmarks measure individual hedge fund strategies. The five existing strategies are Equity Market Neutral, Convertible Arbitrage, Distressed Securities, Merger Arbitrage and Event Driven. DJHFI provides style-pure, hedge fund strategy indexes that exhibit highly correlated component returns.

The methodologies and components underlying the Dow Jones Hedge Fund Strategy Benchmarks are available on the Dow Jones Indexes website.

“The equity long-short strategy uses techniques such as short selling and derivatives, which aren't available to traditional equity-based investment portfolios,” said Ridgely Walters, president of DJHFI. “We think the Dow Jones Hedge Fund Strategy Equity Long/Short Benchmark will be a strong addition to our existing five strategies.”DJHFI has established an index advisory committee to ensure that the Dow Jones Hedge Fund Strategy Benchmarks remain methodologically sound and objectively maintained. The committee members are: John Prestbo, editor, Dow Jones Indexes; Ridgely Walters, president of Dow Jones Hedge Fund Indexes; Garry Crowder, chief executive of Lyra Capital; Nancy Everett, chief investment officer of Virginia Retirement Systems; Philip Halpern, independent adviser; Neil Petroff, senior vice-president of international equities indexes, fixed-income and alternative investments at the Ontario Teachers Pension Plan; Laurence Siegel, director of investment policy research at the Ford Foundation; and Edgar Sullivan, vice-president of investment research and co-portfolio manager, Absolute Return Strategy, General Motors Asset Management.

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