Indices › Data
Hedge fund 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.
| 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 |
| 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 monthly return history for the 29 further indices listed below is available free with a sign-in.
The licence permits commercial reuse, redistribution and adaptation, with attribution. A citation of the form:
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.