Indices

Bridge Alternatives Commodity Hedge Fund Indices

Equal Weight

November 2024 2024 YTD
1.38% 4.00%

Asset Weight

November 2024 2024 YTD
2.01% 6.90%

The Bridge Alternatives Commodity Hedge Fund Index is designed as a benchmark to track the performance of the largest commodity-focused hedge funds.

It is the first commodity hedge fund index to be transparent and to give an accurate representation of where assets are allocated within the commodity hedge fund space. Index performance is reported on a monthly basis and includes the largest 15 hedge fund managers by strategy assets under management. The index is rebalanced and reconstituted on an annual basis. The most recent month’s performance may be estimated and subject to revision.

Date Equal Weight Value Asset Weight Value GSCI Value SP500 TR Value
Dec 2013 1000 1000 1000 1000
Jan 2014 1033.126667 1035.483102 984.1369204 965.4239226
Feb 2014 1043.604377 1041.431781 1027.453724 1009.587977
Mar 2014 1030.773377 1025.120016 1026.208401 1018.072168
Apr 2014 1041.607021 1030.795701 1031.987592 1025.597223
May 2014 1042.564572 1032.770343 1027.434745 1049.674385
Jun 2014 1043.518042 1042.430237 1041.573763 1071.35677
Jul 2014 1044.181345 1047.890811 983.2619996 1056.58112
Aug 2014 1059.816961 1059.103426 966.204207 1098.848166
Sep 2014 1067.524771 1067.160534 908.2821408 1083.44213
Oct 2014 1060.950991 1057.719122 853.3993647 1109.904991
Nov 2014 1077.660268 1066.320836 762.4912658 1139.754881
Dec 2014 1116.681374 1089.945867 661.2871901 1136.883567
Jan 2015 1141.635481 1106.714333 616.3065816 1102.753926
Feb 2015 1141.416203 1094.53121 666.2207185 1166.133262
Mar 2015 1132.798406 1089.552969 627.3258074 1147.69012
Apr 2015 1118.093787 1084.417435 704.7205552 1158.701735
May 2015 1120.878864 1086.033642 694.4544698 1173.601013
Jun 2015 1110.061323 1081.530136 696.9832313 1150.881136
Jul 2015 1120.995021 1079.958714 598.4387124 1174.99446
Aug 2015 1109.429831 1078.449607 602.3352098 1104.102102
Sep 2015 1107.988613 1086.692031 568.3140441 1076.782652
Oct 2015 1118.462918 1095.05481 574.8098407 1167.614205
Nov 2015 1138.640511 1110.669593 531.641862 1171.085684
Dec 2015 1137.883224 1111.941585 492.8979901 1152.615367
Jan 2016 1114.928327 1093.252681 475.5253083 1095.418882
Feb 2016 1121.793464 1099.865588 480.2097406 1093.941045
Mar 2016 1132.142427 1103.219403 511.5068218 1168.151063
Apr 2016 1147.561456 1114.475256 570.0064749 1172.681116
May 2016 1142.973594 1110.58625 586.6739376 1193.739238
Jun 2016 1158.891605 1138.234681 591.555749 1196.83371
Jul 2016 1156.579478 1126.288827 536.7749837 1240.958525
Aug 2016 1168.537908 1137.015507 550.7126682 1242.701865
Sep 2016 1177.114499 1141.275027 576.4341062 1242.934131
Oct 2016 1179.584332 1141.985927 571.9296559 1220.26239
Nov 2016 1185.096748 1150.752075 596.5991961 1265.454979
Dec 2016 1201.200751 1163.480655 629.7846638 1290.467178
Jan 2017 1201.392944 1155.057553 626.0305071 1314.942429
Feb 2017 1180.305187 1133.259451 636.1362219 1367.156392
Mar 2017 1187.492633 1139.468681 614.0016113 1368.748809
Apr 2017 1155.781328 1108.70679 605.3683319 1382.806578
May 2017 1140.431503 1092.773162 597.5996931 1402.266161
Jun 2017 1143.952209 1100.441677 588.9385781 1411.018781
Jul 2017 1167.063659 1126.628359 613.7498264 1440.033284
Aug 2017 1174.633565 1136.709694 610.4899082 1444.442786
Sep 2017 1177.031659 1143.446852 631.5311842 1474.238387
Oct 2017 1181.305185 1154.971996 656.5731826 1508.639382
Nov 2017 1181.754375 1158.032149 670.9899226 1554.908702
Dec 2017 1196.298971 1182.888611 699.7400543 1572.196696
Jan 2018 1214.004195 1197.789204 722.0358262 1662.210899
Feb 2018 1198.98955 1160.927334 701.2346316 1600.948742
Mar 2018 1207.346083 1177.856738 711.7498131 1560.262199
Apr 2018 1223.272842 1200.914122 752.4470738 1566.249097
May 2018 1238.565269 1222.275141 761.4077368 1603.967903
Jun 2018 1223.92325 1218.985354 770.9127739 1613.839449
Jul 2018 1212.937439 1197.106088 735.1618524 1673.898109
Aug 2018 1205.083897 1194.186245 741.259886 1728.440376
Sep 2018 1221.890515 1230.012284 769.08164 1738.278776
Oct 2018 1208.749948 1189.754963 721.6938922 1619.467437
Nov 2018 1168.167336 1129.444398 642.9366277 1652.469103
Dec 2018 1194.411752 1143.831484 592.0237336 1503.26791
Jan 2019 1186.890864 1136.515309 645.104951 1623.732047
Feb 2019 1182.777239 1143.621536 674.2941246 1675.867653
Mar 2019 1184.948461 1147.691017 686.5966308 1708.431932
Apr 2019 1194.602598 1162.594378 706.0917705 1777.605169
May 2019 1195.679753 1150.192707 644.9042506 1664.641839
Jun 2019 1199.374741 1152.49469 672.7307493 1781.960321
Jul 2019 1199.052313 1163.050839 668.1141661 1807.572625
Aug 2019 1178.828733 1143.261881 627.9725086 1778.938235
Sep 2019 1189.977531 1149.08364 638.3388651 1812.223351
Oct 2019 1184.736449 1145.198148 644.5034824 1851.474342
Nov 2019 1200.010095 1162.527714 647.1619322 1918.681112
Dec 2019 1218.36391 1180.129804 689.9077917 1976.592281
Jan 2020 1212.735069 1171.533615 614.9146478 1975.817216
Feb 2020 1207.568325 1165.948499 566.9017081 1813.170452
Mar 2020 1284.161703 1193.915362 404.1552096 1589.219427
Apr 2020 1368.984331 1276.325801 406.5322992 1792.947868
May 2020 1372.682378 1296.755459 485.6594913 1878.341385
Jun 2020 1383.710902 1311.657687 514.7719591 1915.698174
Jul 2020 1434.49446 1343.050853 537.4484134 2023.715205
Aug 2020 1462.668722 1360.041654 566.5332038 2169.179447
Sep 2020 1473.943881 1367.86874 553.8286642 2086.756774
Oct 2020 1478.254929 1370.685546 538.9649744 2031.264299
Nov 2020 1501.284106 1399.599681 609.8413091 2253.613949
Dec 2020 1527.255356 1425.310554 647.5837351 2340.262175
Jan 2021 1535.329446 1419.319362 681.6453888 2316.634315
Feb 2021 1596.869616 1472.8395 754.3849633 2380.514437
Mar 2021 1603.926704 1469.422636 739.2448162 2484.770509
Apr 2021 1635.06291 1496.534292 800.0404248 2617.380297
May 2021 1655.128109 1515.325524 821.1916194 2635.660391
Jun 2021 1664.607293 1537.023905 847.6791666 2697.191158
Jul 2021 1678.454914 1553.320758 855.8297529 2761.26111
Aug 2021 1691.418432 1563.681149 834.0653863 2845.219046
Sep 2021 1726.0096 1588.872636 882.0468529 2712.88966
Oct 2021 1773.901957 1656.54554 930.2903845 2902.958209
Nov 2021 1802.054743 1700.923343 826.2787176 2882.844324
Dec 2021 1823.383848 1726.944427 898.2808091 3012.043075
Jan 2022 1850.600891 1746.323759 986.5543398 2856.179327
Feb 2022 1860.706058 1734.905483 1064.469106 2770.659166
Mar 2022 1903.16219 1778.62662 1145.346298 2873.533734
Apr 2022 1988.191588 1875.665066 1196.851487 2622.957042
May 2022 2016.492743 1911.86298 1243.828028 2627.767407
Jun 2022 2030.774074 1915.159946 1121.691488 2410.862006
Jul 2022 2019.723537 1884.885939 1095.449558 2633.154201
Aug 2022 1997.130971 1839.222262 1053.206794 2525.770571
Sep 2022 2004.573349 1859.469153 961.2108955 2293.14839
Oct 2022 2056.407606 1908.216744 1007.202755 2478.804663
Nov 2022 2028.461642 1880.428452 982.3247652 2617.33198
Dec 2022 2087.355696 1954.071502 964.8643066 2466.535293
Jan 2023 2116.105542 2011.933781 958.5222379 2621.518233
Feb 2023 2095.151314 2000.240069 920.2642223 2557.553722
Mar 2023 2110.845795 2005.198532 907.8489506 2651.452572
Apr 2023 2119.773851 2013.869494 889.4474619 2692.83878
May 2023 2089.430424 1977.843638 835.4133526 2704.544268
Jun 2023 2055.776624 1941.002673 854.7716871 2883.248415
Jul 2023 2119.365193 2018.142381 938.4996468 2975.871324
Aug 2023 2114.97084 2001.672748 934.9885764 2928.492186
Sep 2023 2136.016785 2018.29236 964.2316813 2788.867116
Oct 2023 2115.147843 2005.052073 912.5145622 2730.22579
Nov 2023 2136.632795 2020.804776 878.9854208 2979.56599
Dec 2023 2152.404105 2015.575824 847.1485521 3114.929707
Jan 2024 2158.072102 2025.955943 877.8783265 3167.273271
Feb 2024 2179.771936 2055.171781 882.4015975 3336.392638
Mar 2024 2206.321763 2084.374713 920.4597035 3443.740015
Apr 2024 2255.992456 2123.955075 927.0649444 3303.080257
May 2024 2219.189101 2069.733419 906.6785938 3466.864073
Jun 2024 2196.839491 2050.028654 915.6243901 3591.261296
Jul 2024 2207.388452 2070.516045 872.1372519 3634.975807
Aug 2024 2211.813499 2081.545633 848.9040874 3723.14711
Sep 2024 2203.583623 2074.597178 842.7834375 3802.662549
Oct 2024 2208.1566 2112.094836 844.871101 3768.179969
Nov 2024 2238.551821 2154.601067 847.2592616 3989.37429
Date High Low AW EW
Dec 2021 0.0355 -0.0167 0.0153 0.0118
Jan 2022 0.1576 -0.0407 0.0112 0.0149
Feb 2022 0.0718 -0.093 -0.0065 0.0055
Mar 2022 0.151 -0.1205 0.0252 0.0228
Apr 2022 0.208 -0.0061 0.0546 0.0447
May 2022 0.0483 -0.0488 0.0193 0.0142
Jun 2022 0.0859 -0.0385 0.0017 0.0071
Jul 2022 0.042 -0.1 -0.0158 -0.0054
Aug 2022 0.0806 -0.125 -0.0242 -0.0112
Sep 2022 0.121 -0.0397 0.01 0.0037
Oct 2022 0.0564 -0.0216 0.0262 0.0259
Nov 2022 0.051 -0.0847 -0.0146 -0.0136
Dec 2022 0.1595 -0.0012 0.0392 0.029
Jan 2023 0.125 -0.1443 0.0297 0.0138
Feb 2023 0.0303 -0.0519 -0.006 -0.0101
Mar 2023 0.125 -0.036 0.0025 0.0074
Apr 2023 0.03 -0.014 0.0044 0.0043
May 2023 0.036 -0.077 -0.0178 -0.0142
Jun 2023 0.0308 -0.08 -0.0186 -0.016
Jul 2023 0.1285 -0.0226 0.0398 0.031
Aug 2023 0.0642 -0.066 -0.0081 -0.002
Sep 2023 0.0372 -0.023 0.0084 0.01
Oct 2023 0.027 -0.0583 -0.0065 -0.0096
Nov 2023 0.2029 -0.0513 0.0079 0.0102
Dec 2023 0.0867 -0.0648 -0.0024 0.0076
Jan 2024 0.067 -0.032 0.0052 0.0027
Feb 2024 0.037 -0.0334 0.0145 0.0102
Mar 2024 0.089 -0.027 0.0146 0.0128
Apr 2024 0.131 -0.0195 0.0194 0.0231
May 2024 0.018 -0.1175 -0.0252 -0.0156
Jun 2024 0.062 -0.144 -0.0099 -0.0106
Jul 2024 0.073 -0.0503 0.0101 0.0049
Aug 2024 0.046 -0.047 0.0055 0.0022
Sep 2024 0.0275 -0.058 -0.0031 -0.0035
Oct 2024 0.1215 -0.04 0.0184 0.0026
Nov 2024 0.111 -0.028 0.020125 0.013765
Past performance is not necessarily indicative of future results

Index Methodology

Style Definition:

Style Definition: The index is comprised of hedge funds that chiefly employ a commodity-focused, long/short trading approach using commodity derivative instruments and/or physical products.

Largest fifteen (15) managers by strategy assets under management (USD) who meet the style definition (index committee’s discretion)

Index
Performance

reported on a monthly basis

 

Equally & Asset Weighted Return Series

 

Rebalanced Annually

(January 1; using AUM as of 10/31)

 

Reconstituted Annually

(January 1; using AUM as of 10/31)

Index Constituents

Constituents are available to subscribers only. Complete the form to request constituency and monthly performance reports. Please use your corporate email address. For suitability reasons, personal email addresses will be ignored.