MSCI erhöht Zahl der HF-Index-Komponenten

MSCI, ein führender Anbieter von Equity, Fixed Income und Hedge Fund Indices, gibt in der Quarterly Index Review der MSCI(R) Hedge Invest Index Produkte für den Monat Juli einen Anstieg der in den Indices gelisteten Fonds von 88 auf 97 bekannt. Die Zahl der Hedge Fonds werde sich auf 31 erhöhen. Die Änderungen seien ab dem 6. Juli wirksam.

Gewichtungen:

Strategie Index-Gewichtung Zahl der Fonds

Process Target Weight Number of Constituents

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Discretionary Trading 5.91% 8
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Multi-Process (DT) 1.14% 1
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Systematic Trading 13.12% 19
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Arbitrage 20.12% 14
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Merger Arbitrage 3.22% 7
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Multi-Process (RV) 2.18% 2
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Statistical Arbitrage 4.19% 4
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Long Bias 22.91% 12
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No Bias 9.46% 15
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Short Bias 1.01% 2
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Variable Bias 7.64% 8
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Event-Driven 4.80% 3
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Multi-Process (MPG) 2.63% 1
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Multi-Process (SC) 1.68% 1
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Total 100% 97
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