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
2021 | pdf : 190 KB
July
2021 | pdf : 161 KB
June
2021 | pdf : 170 KB
May
2021 | pdf : 119 KB
April
2021 | pdf : 219 KB
March
2021 | pdf : 243 KB
February
2021 | pdf : 250 KB
January
2021 | pdf : 250 KB
December
2020 | pdf : 240 KB
November
2020 | pdf : 239 KB
October
2020 | pdf : 240 KB
September
2020 | pdf : 234 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
2021 | pdf : 228 KB
June
2021 | pdf : 222 KB
May
2021 | pdf : 253 KB
April
2021 | pdf : 225 KB
March
2021 | pdf : 416 KB
February
2021 | pdf : 433 KB
January
2021 | pdf : 410 KB
December
2020 | pdf : 478 KB
November
2020 | pdf : 478 KB
October
2020 | pdf : 471 KB
September
2020 | pdf : 472 KB
August
2020 | pdf : 471 KB
Previous reports are available upon request.