Bridge Alternatives Institutional Futures Index

The Bridge Alternatives Institutional Futures Index provides a benchmark for diversified investment strategies that do not charge incentive fees. The index tracks a growing segment of the alternatives industry and was constructed in direct response to institutional investor demand. Constituents are the five largest managers (ranked by strategy assets under management) who are both open for investment and able to provide daily data. Performance is reported net of fees on a daily basis. The index is equally weighted and is rebalanced and reconstituted on an annual basis. The most recent performance may be estimated and subject to revision.

2018 Constituents

  • AlphaSimplex Group, LLC (Managed Futures Strategy)
  • Crabel Capital Management, LLC (Advanced Trend)
  • Graham Capital Management (Tactical Trend)
  • GSA Capital Partners LLP (Trend Fund)
  • PIMCO (TRENDS Managed Futures Strategy Fund)

Index Methodology

  • Inclusion criteria:
    1. Must trade a diversified portfolio of futures and/or foreign exchange
    2. Must offer a management-fee-only share class
    3. Must be open to new investment
    4. Must report daily estimated performance
  • Largest five (5) managers by strategy assets under management (USD) who meet the style definition (index committee’s discretion)
  • Index performance is reported on a daily basis
  • The index is equally weighted
  • Rebalanced annually (January 1; using AUM as of 10/31)
  • Reconstituted annually (January 1; using AUM as of 10/31)

Index Committee

  • Galen Burghardt (Bridge Alternatives)
  • Ryan Duncan (Bridge Alternatives)
  • Chris Kennedy (Bridge Alternatives)
  • Daniel MacDonald
  • John Rowsell (Canyon Road Capital)
  • Sol Waksman (Barclay Hedge)
  • Brian Walls (Bridge Alternatives)