beplay体育最新版下载X Index Methodology
beplay体育最新版下载采用符合UCITS的方法来构建beplay体育最新版下载X®对冲基金beplay体育. This methodology includes robust classification, cluster analysis, correlation analysis, advanced optimization and Monte Carlo simulations.
beplay体育最新版下载X方法的产生产生了一个模型输出，该模型选择的基金, when aggregated and weighted, 是否有最高的统计可能性产生最具代表性的参考策略的回报系列. In addition, the beplay体育最新版下载X Methodology defines certain qualitative characteristics, 如:基金是否公开透明的基金投资和满足beplay体育经理的尽职调查要求.
beplay体育最新版下载 offers two beplay体育最新版下载X Index series: the daily-reporting beplay体育最新版下载X Indices (UCITS) which are comprised of liquid alternative UCITS funds and the monthly-reporting beplay体育最新版下载X Indices (Flagship Funds) which are comprised of private hedge funds.
About the Index
beplay体育最新版下载X全球对冲基金beplay体育由代表所有主要对冲基金策略的基金组成. 其基本策略是基于对冲基金业资产分布的资产加权.
The values for the beplay体育最新版下载X EUR, JPY, CHF, 加元和英镑汇率beplay体育是通过将相关货币每月滚动外汇合约的成本应用于美元beplay体育值来计算的. All beplay体育最新版下载X Indices are re-balanced quarterly.
To be included in the beplay体育最新版下载X Indices a hedge fund must:
- Report assets in USD
- 管理至少5,000万美元资产，至少24个月活跃交易(这些标准可能因beplay体育而略有不同)
- Be open to new investment in separately managed accounts
- 符合严格的定量筛选过程确定的入选标准:
- 通过真实战略类别对集团管理者进行聚类和相关性分析，消除离群值
- 蒙特卡罗模拟有助于确定足够的数量和类型的经理，以复制每个战略
- 被选中的管理人员必须提供透明度，并通过广泛的定性筛选
- Funds are then weighted to maximize representation with their group