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UMASS Amherst's Isenberg School of Management's CISDM Releases Flash November Hedge Fund Index


Amherst, MA, December 19, 2016 --( UMass Amherst's Isenberg School of Management's Center for International Securities and Derivatives Markets (CISDM) has released its Flash November Equally Weighted Hedge Fund Index. The CISDM Equal Weighted Hedge Fund Index was up 0.63% for the month of November. This brought the year-to-date return to 5.43%. The full version of the index will be released on December 23.

The following displays the performance of CISDM sub-indices.

CISDM Equal Weighted Hedge Fund Index

Nov % Return: 0.63%

YTD % Return: 5.43%

CISDM Distressed Securities Index

Nov % Return: 1.50%

YTD % Return: 9.36%

CISDM Equity Long/Short Index

Nov % Return: 1.15%

YTD % Return: 3.79%

CISDM Equity Market Neutral Index

Nov % Return: 0.21%

YTD % Return: 0.53%

CISDM Event Driven Multi-Strategy Index

Nov % Return: 2.46%

YTD % Return: 7.16%

CISDM Fixed Income Arbitrage Index

Nov % Return: -0.05%

YTD % Return: 4.97%

CISDM Global Macro Index

Nov % Return: 0.61%

YTD % Return: 0.69%

CISDM CTA Equal Weighted Index

Nov % Return: -0.29%

YTD % Return: 3.85%

CISDM Fund of Funds Diversified Index

Nov % Return: 0.40%

YTD % Return: 0.19%

S&P 500

Nov % Return: 3.70%

YTD % Return: 9.79%


Nov % Return: 4.82%

YTD % Return: 7.52%

Barclays US Aggergate

Nov % Return: -2.37%

YTD % Return: 2.50%

The Morningstar CISDM Database (formerly the MAR Database) is the oldest Hedge Fund and CTA database in the market. Tracking qualitative and quantitative information for more than 5000 hedge funds, funds of funds and CTAs since 1994, it is the only database associated with a nonprofit organization. This adds a layer impartiality to their data that other indexes cannot boast. This database is subscribed to by a number of universities and financial institutions.

The CISDM places the Isenberg School in the forefront of academic institutions that conduct research into derivatives, alternative investments and asset and risk management, and promotes interactions between the academic and business communities.

Have any questions about the CISDM or want to know more about the CISDM-Morningstar Hedge Fund Database and the monthly flash indexes? Hossein Kazemi, the Michael and Cheryl Philipp Endowed Professor Finance at the Isenberg School, is available for comments and interviews.

For media inquiries please contact:

Kirk Monroe

About the Isenberg School of Management
Founded in 1947, the Isenberg School of Management on the University of Massachusetts flagship Amherst campus has 42,000 alumni in 86 countries. Isenberg offers its AACSB-accredited courses to 4,800 students on campus, online, and in blended formats. The School's 3,400 undergraduates major in seven business disciplines, including industry specialties such as hospitality & tourism management and sport management. Over 1,400 students are enrolled in the Isenberg MBA and they can focus their studies in Health Care Administration, Entrepreneurship, Finance and Marketing.

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Contact Information:
UMASS Amherst's Isenberg School of Management
Kirk Monroe
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