Opalesque Industry Update - The Scotiabank Canadian Hedge Fund Index ended May 2022 down -1.73% MOM on an asset-weighted basis and down -2.03% MOM on an equal-weighted basis.
The comparable benchmark indices were both up slightly for the month, with the S&P TSX 60 Total Return Index and S&P 500 Total Return Index posting increases of 0.15% and 0.18% respectively.
The Scotiabank Canadian Hedge Fund Index provides a comprehensive overview of the Canadian Hedge Fund universe. Returns are calculated using an equal-weighting and an asset-based weighting of the funds. The index includes open and closed funds with a minimum AUM of C$15 million and a 12-month track record, that are managed by Canadian-domiciled managers. Please be advised that we have discontinued publication of the Global Macro Sub-Index as there was only a single fund remaining in that category which was skewing the performance metrics. Our indices are also available for analysis on Bloomberg with tickers SBAISBHF (Scotiabank Canadian Hedge Fund Index) and SBAISBAF (Scotiabank Alternative Mutual Fund Index).
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Industry Updates
Scotiabank Canadian Hedge Fund Index ends May -1.73% on asset-weighted basis, -2% YTD
Thursday, June 30, 2022
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