Bridge Alternatives Commodity Hedge Fund Indices

The Bridge Alternatives Commodity Hedge Fund Index was designed as a benchmark to track the performance of the largest commodity focused hedge funds.  It is the first commodity hedge fund index to be transparent and representative of where assets are allocated within the commodity hedge fund space.  Index performance is reported on a monthly basis and includes the largest 15 hedge fund managers by strategy assets under management.  The index will be rebalanced and reconstituted on an annual basis.

The most recent month’s performance may be estimated and subject to revision.

Equally Weighted

June 2017

0.03%

Year to Date

-4.92%

Asset Weighted

June 2017

0.58%

Year to Date

-5.23%

  • Andurand Capital
  • Edesia Asset Management (Alpha Fund)
  • PIMCO Commodity Alpha Master Fund
  • Madava Energy Commodity Master Fund
  • Frere Hall Capital Management (Master Fund)
  • BBL Commodities *
  • Armajaro Asset Management (CC+ Fund)
  • Lubben Capital Management
  • Duet Asset Management (Commodity Fund)
  • Aventis Asset Management (Diversified Commodity Strategy)
  • Blenheim Commodities Only Program
  • Ospraie Commodity Fund LP *
  • RCMA Asset Management (Merchant Commodity Fund)
  • Saugatuck Energy (Natural Resources Strategy) *
  • Orion Commodities Fund LP *

 

* New constituent in 2017

  • Style Definition: Hedge funds that chiefly employ a commodity focused, long/short trading approach using commodity derivative instruments and/or physical products.
  • Largest fifteen (15) managers by strategy assets under management (USD) who meet the style definition (index committee’s discretion)
  • Index performance will be reported on a monthly basis
  • Equally and asset weighted return series
  • Rebalanced annually (January 1; using AUM as of 10/31)
  • Reconstituted annually (January 1; using AUM as of 10/31)
  • Caroline Abramo (Bloomberg)
  • Galen Burghardt (Bridge Alternatives)
  • Ryan Duncan (Bridge Alternatives)
  • Isabelle Lixi (Bridge Alternatives)
  • Nick Mitsiou (LGT Capital Partners)
  • Ermenio Schettino (Falcon Money Management)
  • Arvin Soh (GAM)
  • Chris Solarz (Cliffwater)
  • Sol Waksman (Barclay Hedge)
  • Brian Walls (Bridge Alternatives)

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