Hedge Fund Search Criteria

All searchable data points for hedge funds are listed here under their category (or view) heading. (Some data points are listed in more than one category.)

Tip: Use Ctrl + F to find individual data points immediately, without having to scroll through this complete document.

Snapshot

• Name

• Fund Legal Structure

• Inception Date

• Domicile

• Morningstar Category

• Base Currency

• Net Assets Date

• Net Assets - Share Class

• Fund Size

• Fund Size Date

• Firm Total Assets Date

• Firm Total Assets

• Holding of a Fund

• Offshore Vehicle

• Custodian

• Legal Counsel

• Administrator

• Auditor

• Manager Name

• Manager Tenure (Longest)

• Manager Tenure (Average)

• Leverage Ratio

• Firm Name

• Advisor - City

• Advisor - State or Province

• Advisor - Postal Code

• Analysis Date

• Primary Share in GIFS Classification

Firm-level Data

• Name

• Firm Name

• Advisor - City

• Advisor - State or Province

• Advisor - Postal Code

• Domicile

• Registered Investment Adviser (Fed)

• Registered Investment Adviser (State)

• Commodity Pool Operator

• Ontario Securities Commission (OSC)

• Australian Securities & Investments Commission (ASIC)

• National Association of Securities Dealers (NASD)

• Commodity Trading Adviser

• NASD Licensed

• Financial Services Authority (FSA/UK)

• Autorite des marches financiers (AMF/France)

• Hong Kong Securities and Futures Commission

• National Futures Association (NFA)

Portfolio Manager Data

• Name

• Manager Name

• Gender

• Birth Date

• Certification Name

• Career Start Date

• Education Degree

• Start Date for Managed Investment

Fund Operations

• Name

• Inception Date

• Exchange

• Country Available for Sale

• Closed to New Inv

• Closed To New Investors Date

• Closed to All Inv

• Closed To All Investors Date

• Subsequent Investment Frequency

• Minimum Initial

• Lockup Months

• Multiple Share Classes

• Closed-end Investment Trust

• Closed-end Mutual Fund

• Closed-end Unit Trust

• Open-end Unit Trust

• Avg Ann Port Turnover

• Uses Leverage

• Leverage with Futures

• Leverage with Other Derivatives

• Leverage with  Margin Borrowing

• Leverage with Bank Credit

• Maximum Leverage Allowed

• Avg Leverage

• Prime Broker

• Obsolete Date

• Merged into Security

• Legal Name

Potential Asset Allocation

• Name

• Equity Options

• Equity Warrants

• Equity Futures

• Equity Swaps

• US Government

• Corporate

• Mortgage/Asset Backed

• Emerging Market Debt

• High Yield

• Distressed

• Convertibles

• G-7 Government (ex US)

• Interest Rate Options

• Interest Rate Futures

• Interest Rate Swaps

• Currency Contracts

• Interbank

• Interest Rate Contracts

• Stock Index Contracts

• Commodity Contracts

• Options on Futures

• Other Contracts

• Equities

• Large Cap Stocks (>$5 billion)

• Mid-Cap Stocks ($1-$5 billion)

• Small Cap Stocks ($250 million - $1 billion)

• Micro-Cap Stocks (<$250 million)

Hedging Techniques

• Name

• Interest Rate: Futures

• Interest Rate: Options

• Interest Rate: Securities

• Interest Rate: Swaps

• Systematic: Futures

• Systematic: Options

• Systematic: Securities

• Systematic: Swaps

• Currency: Futures

• Currency: Options

• Currency: Securities

• Currency: Swaps

• Beta: Futures

• Beta: Options

• Beta: Securities

• Beta: Swaps

• Delta: Futures

• Delta: Options

• Delta: Securities

• Delta: Swaps

• Gamma: Futures

• Gamma: Options

• Gamma: Securities

• Gamma: Swaps

• Vega: Futures

• Vega: Options

• Vega: Securities

• Vega: Swaps

• Interest Rate Hedge Frequency

• Interest Rate Hedge Extent

• Systematic Hedge Frequency

• Systematic Hedge Extent

• Currency Hedge Frequency

• Currency Hedge Extent

• Beta Hedge Frequency

• Beta Hedge Extent

• Delta Hedge Frequency

• Delta Hedge Extent

• Gamma Hedge Frequency

• Gamma Hedge Extent

• Vega Hedge Frequency

• Vega Hedge Extent

Returns (Month-End)

• Return Date (Mo-End)

• Base Currency

• NAV (Mo-End)

• Total Return - 1 Mo, 3 Mo, 6 Mo, YTD, 1 Yr, Annlzd 3 Yr, Annlzd 5 Yr, Annlzd 10 Yr, Annlzd 15 Yr (Mo-End)

• Total Return % Rank Category - 1 Mo, 3 Mo, 6 Mo, YTD, 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr (Mo-End)

• Inception Date

• Total Return Inception (Mo-End)

• Total Return Inception - Cumulative (Mo-End)

• # of Investments - 1 Yr, 3 Yr, 5 Yr, 10 Yr

Returns (Quarter-End)

• Return Date (Qtr-End)

• Base Currency

• Total Return (Qtr-End) - 1 Mo, 3 Mo, 6 Mo, YTD, 1 Yr, Annlzd 3 Yr, Annlzd 5 Yr, Annlzd 10 Yr, Annlzd 15 Yr

• Total Return % Rank Category (Qtr-End) - 1 Mo, 3 Mo, 6 Mo, YTD, 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Inception Date

• Total Return Inception (Qtr-End)

• Total Return Inception - Cumulative (Qtr-End)

Returns (Calendar Year)

• Annual Return - 2008, 2004, 2003, 2002, 2001, 2000, 1999, 1998

• Annual Return % Rank Category - 2008, 2004, 2003, 2002, 2001, 2000, 1999, 1998

• Base Currency

Risk (Month-End)

• Risk Date (Mo-End)

• Risk Currency

• Arithmetic Mean (Mo-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Standard Deviation (Mo-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Skewness (Mo-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Kurtosis (Mo-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Sharpe Ratio (Mo-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Sortino Ratio (Mo-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Best 3 Mo Return Inception (Mo-End)

• Best 3 Mo As of Date (Mo-End)

• Worst 3 Mo Return Inception (Mo-End)

• Worst 3 Mo As of Date (Mo-End)

• Volatility Rank (Mo-End)

• MPT Benchmark

• Alpha (Mo-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Beta (Mo-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• R-Squared (Mo-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Treynor Ratio (Mo-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Tracking Error (Mo-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Information Ratio (Mo-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Upside Capture Ratio (Mo-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Downside Capture Ratio (Mo-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Batting Average (Mo-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Best Fit Index 3 Yr (Mo-End)

• Best Fit Alpha 3 Yr (Mo-End)

• Best Fit Beta 3 Yr (Mo-End)

• Best Fit R-Squared 3 Yr (Mo-End)

Risk (Quarter-End)

• Risk Date (Qtr-End)

• Risk Currency

• Arithmetic Mean (Qtr-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Standard Deviation (Qtr-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Skewness (Qtr-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Kurtosis (Qtr-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Sharpe Ratio (Qtr-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Sortino Ratio (Qtr-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Best 3 Mo Return Inception (Qtr-End)

• Best 3 Mo As of Date (Qtr-End)

• Worst 3 Mo Return Inception (Qtr-End)

• Worst 3 Mo As of Date (Qtr-End)

• Volatility Rank (Qtr-End)

• MPT Benchmark

• Alpha (Qtr-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Beta (Qtr-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• R-Squared (Qtr-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Treynor Ratio (Qtr-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Tracking Error (Qtr-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Information Ratio (Qtr-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Upside Capture Ratio (Qtr-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Downside Capture Ratio (Qtr-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Batting Average (Qtr-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Best Fit Index 3 Yr (Qtr-End)

• Best Fit Alpha 3 Yr (Qtr-End)

• Best Fit Beta 3 Yr (Qtr-End)

• Best Fit R-Squared 3 Yr (Qtr-End)

Morningstar Ratings

• Broad Category Group

• Global Category

• Morningstar Category

• Inception Date

• Rating Date

• Morningstar Rating - Overall, 3 Yr, 5 Yr, 10 Yr

• Morningstar Ret Rating - 3 Yr, 5 Yr, 10 Yr

• Morningstar Risk Rating - 3 Yr, 5 Yr, 10 Yr

• # of Investments - 3 Yr, 5 Yr, 10 Yr

• Morningstar Risk-Adj Ret - 3 Yr, 5 Yr, 10 Yr

• Morningstar Risk-Adj Ret % Rank Cat- 3 Yr, 5 Yr, 10 Yr

• Morningstar Return - 3 Yr, 5 Yr, 10 Yr

• Morningstar Return % Rank Cat - 3 Yr, 5 Yr, 10 Yr

• Morningstar Risk - 3 Yr, 5 Yr, 10 Yr

• Morningstar Risk % Rank Cat - 3 Yr, 5 Yr, 10 Yr

Equity Sectors (GICS)

• Portfolio Date

• GICS Sector Energy % (Long Rescaled)

• GICS Sector Materials % (Long Rescaled)

• GICS Sector Materials: Prec Metals/Minerals % (Long Rescaled)

• GICS Sector Industrials % (Long Rescaled)

• GICS Sector Consumer Discretionary % (Long Rescaled)

• GICS Sector Consumer Staples % (Long Rescaled)

• GICS Sector Healthcare % (Long Rescaled)

• GICS Sector Financials % (Long Rescaled)

• GICS Sector Financials - REITs % (Long Rescaled)

• GICS Sector Financials ex REITs % (Long Rescaled)

• GICS Sector Information Technology % (Long Rescaled)

• GICS Sector Telecom Services % (Long Rescaled)

• GICS Sector Utilities % (Long Rescaled)

• GICS Equity Sector Rescaling Factor (Long)

Equity Regional Exposure

• Portfolio Date

• Equity Region Africa/Middle East % (Long Rescaled)

• Equity Region Americas % (Long Rescaled)

• Equity Region Australasia % (Long Rescaled)

• Equity Region Greater Asia % (Long Rescaled)

• Equity Region Asia dev % (Long Rescaled)

• Equity Region Asia emrg % (Long Rescaled)

• Equity Region Greater Europe % (Long Rescaled)

• Equity Region Europe dev % (Long Rescaled)

• Equity Region Europe emrg % (Long Rescaled)

• Equity Region Japan % (Long Rescaled)

• Equity Region Latin America % (Long Rescaled)

• Equity Region North America % (Long Rescaled)

• Equity Region United Kingdom % (Long Rescaled)

• Equity Region Rescaling Factor (Long)

• Equity Region Developed % (Long Rescaled)

• Equity Region Emerging % (Long Rescaled)

• Equity Region Not Classified % (Long Rescaled)

• Equity Region Dev Status Rescaling Factor (Long)

Strategy Allocation

• Strategy Allocation Date

• Directional %

• Relative Value %

• Event Driven %

• Directional Equity Long/Short %

• Directional Equity L/S Growth %

• Directional Equity L/S Value %

• Directional Equity L/S Opportunistic %

• Directional Equity L/S Short selling %

• Directional Equity L/S Pipes  %

• Directional Equity L/S Other %

• Directional Fixed Income %

• Directional Fixed-Inc High Yield %

• Directional Fixed-Inc Mortgage Backed Securities(agencies) %

• Directional Fixed-Inc Mortgage Backed Securities(commercial) %

• Directional Fixed-Inc Corporate %

• Directional Fixed-Inc Sovereign ( non-US) %

• Directional Fixed-Inc Treasuries %

• Directional Global Macro %

• Directional Currency %

• Directional Tactical Asset Allocation %

• Directional Volatility Trading %

• Directional Other %

• Relative Value Capital Structure Arbitrage %

• Relative Value Capital Structure Arbitrage Convertible Arbitrage %

• Relative Value Capital Structure Arbitrage Other %

• Relative Value Equities L/S Equal Weighted %

• Relative Value Equities Pair Trading %

• Relative Value Fixed-inc Arbitrage %

• Relative Value Index/Basis Trade Arbitrage %

• Relative Value Volatility Arbitrage %

• Relative Value Closed End Fund Arbitrage %

• Relative Value Other  %

• Event Driven Merger Arbitrage %

• Event Driven Corporate Re-org %

• Event Driven Distressed Securities %

• Event Driven Special Situations %

• Event Driven Trade Claims %

• Event Driven Strategic Block/Activist Trading %

• Event Driven Other %

Fees and Expenses

• Prospectus Date

• Management Fee

• Max Management Fee

• Performance Fee

• Hurdle Rate

• High Watermark

• Deferred Load

• Redemption Fee

• Redemption Frequency

• Advanced Notice Days

• Max Front Load

• Initial Payout %

• Final Payout %

• Redemption - Securities in Kind

• Claw Back

• Curr Cap Constraint (millions)

• Future Cap Constraint (millions)

• Starting On

Ownership Statistics

• Name

• Total # Owners

• # Owners (Separate Accounts)

• # Owners (Mutual Funds)

• # Owners (Institutions)

• Total # Buyers

• # Buyers (Separate Accounts)

• # Buyers (Mutual Funds)

• # Buyers (Institutions)

• Total # Sellers

• # Sellers (Separate Accounts)

• # Sellers (Mutual Funds)

• # Sellers (Institutions)

• Total # New Buyers

• # New Buyers (Separate Accounts)

• # New Buyers (Mutual Funds)

• # New Buyers (Institutions)

• Total # Completely Sold

• # Completely Sold (Separate Accounts)

• # Completely Sold (Mutual Funds)

• # Completely Sold (Institutions)