Prime Services: Indexes
We are key partners to alternative asset managers. As part of our services, we publish monthly indexes to help investors track the performance of Canadian Hedge Funds and Alternative Mutual Funds.
Scotiabank Alternative Mutual Fund Index
This Index tracks the performance of the Canadian Alternative Mutual Fund universe. Returns are calculated monthly on an equal-weighted basis. Index constituents are limited to funds that are classified as Alternative Mutual Funds, as defined in National Instrument 81-102. Given the emerging nature of liquid alternatives, there is no minimum track record, or AUM, required for inclusion in the Index at this time.
August
2023 | pdf : 252
KB
July
2023 | pdf : 160
KB
June
2023 | pdf : 161
KB
May
2023 | pdf : 180
KB
April
2023 | pdf : 180
KB
March
2023 | pdf : 177
KB
February
2023 | pdf : 178
KB
January
2023 | pdf : 178
KB
December
2022 | pdf : 159
KB
November
2022 | pdf : 207
KB
October
2022 | pdf : 202
KB
September
2022 | pdf : 170
KB
August
2022 | pdf : 229
KB
July
2022 | pdf : 202
KB
June
2022 | pdf : 169
KB
May
2022 | pdf : 169
KB
April
2022 | pdf : 169
KB
Scotiabank Canadian Hedge Fund Index
A comprehensive overview of the Canadian Hedge Fund universe. To achieve this, Index returns are calculated using both an equal weighting and an asset-based weighting of the funds. The Index includes both open and closed funds with a minimum AUM of C$15 million and at least a 12 month track record of returns, managed by Canadian-domiciled hedge fund managers.
July
2023 | pdf : 660
KB
June
2023 | pdf : 390
KB
May
2023 | pdf : 380
KB
April
2023 | pdf : 378
KB
March
2023 | pdf : 274
KB
February
2023 | pdf : 272
KB
January
2023 | pdf : 273
KB
December
2022 | pdf : 272
KB
November
2022 | pdf : 640
KB
October
2022 | pdf : 652
KB
September
2022 | pdf : 272
KB
August
2022 | pdf : 273
KB
July
2022 | pdf : 236
KB
June
2022 | pdf : 290
KB
May
2022 | pdf : 239
KB
April
2022 | pdf : 233
KB
Previous reports are available upon request.