Indices › Data
Hedge fund data
Where can I get free hedge fund index data?
PivotalPath publishes its headline hedge fund index return history free, under a Creative Commons Attribution licence. Monthly returns from January 2000 to August 2026, net of all fees, in USD — together with computed statistics and the full construction methodology. No registration, no subscription.
Published free under CC BY 4.0, as of August 2026.
What is published
| File | Contents |
|---|---|
index_return.csv |
Monthly returns, one row per index-month, from January 2000 |
index_statistics.csv |
Annualised and cumulative returns, volatility, Sharpe, drawdown, alpha, beta, R-squared, correlation and capture ratios |
cy_returns.csv |
Calendar-year returns per index, plus an S&P 500 total return reference |
benchmark_reference.csv |
S&P 500 reference statistics over matching windows |
index_catalog.csv |
Index names, codes and descriptions |
metadata.json |
Data currency and refresh cadence |
Which indices
| Index | From | Months | Ann. return | Volatility |
|---|---|---|---|---|
| Equity Sector | 2000-01 | 320 | 13.0% | 8.4% |
| Equity Diversified | 2000-01 | 320 | 9.7% | 7.0% |
| Composite | 2000-01 | 320 | 9.3% | 4.8% |
| Event Driven | 2000-01 | 320 | 9.3% | 6.9% |
| Multi-Strategy | 2000-01 | 320 | 9.1% | 4.2% |
| Credit | 2000-01 | 320 | 8.9% | 4.9% |
| Volatility Trading | 2000-01 | 320 | 8.4% | 5.0% |
| Global Macro | 2000-01 | 320 | 7.9% | 5.9% |
| Managed Futures | 2000-01 | 320 | 7.3% | 9.3% |
| Equity Quant | 2003-01 | 284 | 6.2% | 4.5% |
The gated series
The monthly return history for the 29 further indices listed below is available free with a sign-in.
- Composite EW — sign in to view
- Credit:Convertible Bond Arbitrage — sign in to view
- Credit:Distressed — sign in to view
- Credit:Long/Short — sign in to view
- Credit:Multi-Strategy — sign in to view
- Credit:Relative Value — sign in to view
- Credit:Structured & MBS — sign in to view
- Equity Diversified:Asia Long/Short — sign in to view
- Equity Diversified:Europe Long/Short — sign in to view
- Equity Diversified:Global Long/Short — sign in to view
- Equity Diversified:U.S. Long/Short — sign in to view
- Equity Market Neutral — sign in to view
- Equity Sector:Consumer / Retail — sign in to view
- Equity Sector:Energy / Utilities / Industrials — sign in to view
- Equity Sector:Financials — sign in to view
- Equity Sector:Healthcare — sign in to view
- Equity Sector:Real Estate — sign in to view
- Equity Sector:Technology / Media / Telecom — sign in to view
- Event Driven:Equity Special Situations — sign in to view
- Event Driven:Merger Arbitrage — sign in to view
- Event Driven:Multi-Event — sign in to view
- Global Macro:Commodities — sign in to view
- Global Macro:Discretionary — sign in to view
- Global Macro:Multi-Manager — sign in to view
- Global Macro:Quantitative — sign in to view
- Global Macro:Risk Premia — sign in to view
- Managed Futures:Non-Trend — sign in to view
- Managed Futures:Trend Following — sign in to view
- RV — sign in to view
How to cite it
The licence permits commercial reuse, redistribution and adaptation, with attribution. A citation of the form:
What is not published
Constituent identities are never disclosed. Only distributional statistics — constituent counts, aggregate assets and year-on-year overlap — are made available. This applies without exception, including to the constituent funds themselves.
Strategy sub-indices are available with a free sign-in rather than in the open dataset.