Opalesque Solutions

Methodology of the A SQUARE Index

 

The A SQUARE Index and the A SQUARE FoF Index are the first indices tracking the performance of niche investment strategies only. Both indices are equally weighting the performance of all funds and FoFs listed in our database, based on the methodology descibed below:


FUND SELECTION

- All funds must report monthly returns net of fees

- Funds must be unique. We do not include duplicate share classes, both onshore and offshore version of the same fund, currency denominations, etc.


INDEX CALCULATION

- One month's index performance will be calculated on the 27th of the following month, including only funds that have reported estimated results at that time.

- At the same time, results of the preceding 2 months will be updated. All earlier index results will be locked.


NEW AND SHUT DOWN FUNDS

To ensure that the A SQUARE indices are reliable benchmarks,

- Performances of new funds will be included starting the month of their addition

- Track records of shut down funds or funds that stop reporting will remain in the index permanently

 

A SQUARE Index Performance:


Index_Chart

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2014 -0.33% 1.88% 1.16% 1.15% 1.92% 2.02% -0.95% 1.26% -0.39% - - - 7.94%
2013 0.94% -0.86% 2.01% -0.3% -1.07% -1.31% 0.23% 0.17% -0.47% 1.97% 0.36% 1.98% 3.63%
2012 2.25% 1.51% -1.51% -0.42% -1.41% -0.51% 2.09% 0.88% 0.62% -1.07% 0.02% 0.58% 2.98%
2011 -0.19% 0.99% -0.34% 1.86% -1.83% -1.98% 1.01% -2.49% -2.87% 0.56% -1.11% -0.87% -7.14%
2010 -0.19% 0.77% 1.37% 0.64% -1.97% -0.38% 0.97% 0.53% 3.12% 2.41% 0.79% 2.88% 11.38%
2009 0.46% -0.85% 0.8% 1.84% 4.65% -0.03% 1.33% 1.08% 1.79% 0.25% 1.66% 0.42% 14.14%
2008 -0.39% 4.6% -0.98% 1.11% 1.74% 1.29% -3.16% -0.96% -4.38% -3.52% -1.17% -0.05% -6.04%
2007 0.91% 0.4% 0.45% 1.68% 1.65% 1.3% 0.19% -1.69% 3.8% 3.08% -0.19% 1.21% 13.44%
2006 3.48% -0.21% 2.29% 3.6% -0.42% 0.22% -0.11% 0.77% -1% 1.66% 3.11% 1.05% 15.28%
2005 0.09% 1.48% 0.1% -1.02% 1.32% 2.64% 1.3% 2.33% 2.94% -0.75% 3.11% 1.31% 15.78%
2004 0.66% 3.34% 0.43% -1.78% -0.28% 0.1% 0.82% -0.91% 3.29% 2.74% 4.53% 0.66% 14.26%

 

A SQUARE Index Commentary:

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A SQUARE FOF Index Performance:


Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2013 1.1% -0.26% -0.6% -1% -0.43% -0.5% -0.21% -0.81% -2.21% 1.3% - - -3.61%
2012 1.02% 0.62% -0.27% -0.29% -0.99% -2.63% 1.66% 0.82% -0.18% -0.31% -0.93% -0.14% -1.68%
2011 -0.61% 1.55% -0.08% 0.99% -2.03% -2.63% 0.63% -1.72% -1.77% 0.49% -0.56% 0.87% -4.86%
2010 -1.05% -0.13% 0.19% 0.35% -2.05% -1.07% 0.61% 0.13% 2.29% 2.25% -0.15% 3.03% 4.36%
2009 0.82% 0.17% -0.13% 0.14% 2.43% -0.74% 0.57% 0.92% 0.57% -0.06% 0.94% 0.14% 5.89%
2008 -0.27% 3.29% -2.46% 0.83% 1.59% 1.99% -3.25% -0.69% -2.85% -1.13% -0.09% -0.13% -3.34%
2007 -0.3% 1.44% 0.83% 1.17% 1.37% 0.47% 0.31% -1.32% 1.93% 1.78% -1.19% 1.57% 8.29%
2006 4.07% -0.19% 2.83% 2.9% -0.29% 0.28% 0.42% -0.1% -0.36% 2.28% 2.99% 1.8% 17.8%
2005 0.18% -0.05% -0.11% -1.72% -0.12% 1.98% 2.09% 1.18% 2.16% -0.71% 1.93% 2.15% 9.23%
2004 0.35% 0.42% 0.08% -0.79% -0.04% 0.96% -0.85% -0.35% 2.22% 0.17% 2.97% 4.55% 9.98%