Indices

Bridge Alternatives Commodity Hedge Fund Indices

Equal Weight

October 2024 2024 YTD
0.26% 2.83%

Asset Weight

October 2024 2024 YTD
1.85% 4.97%

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 BCOM Value SP500 TR Value
Dec 2013 1000 1000 1000
Jan 2014 1033.127 1035.483 965.4239225771605
Feb 2014 1043.604974 1041.43185 1009.5879765113305
Mar 2014 1030.773850878252 1025.1199027710345 1018.0721676060016
Apr 2014 1041.6072840509823 1030.7959916726777 1025.5972232514503
May 2014 1042.564521145025 1032.7709967927226 1049.674385
Jun 2014 1043.5184676818728 1042.430503925725 1071.3567699457171
Jul 2014 1044.1821454273186 1047.8907549052878 1056.5811196022082
Aug 2014 1059.8177288729473 1059.1031859827744 1098.848165821221
Sep 2014 1067.5257832150403 1067.1597839185454 1083.4421299544836
Oct 2014 1060.9519594420021 1057.718621310218 1109.9049909697821
Nov 2014 1077.6608918512543 1066.3199891387126 1139.7548810391254
Dec 2014 1116.6819150842962 1089.945375 1136.8835671212803
Jan 2015 1141.6364058406848 1106.714184409646 1102.7539260658311
Feb 2015 1141.4172116507634 1094.5314746676645 1166.1332623716064
Mar 2015 1132.7995117028001 1089.553545520876 1147.6901200784746
Apr 2015 1118.0946412413862 1084.418479660836 1158.7017345720756
May 2015 1120.8798149927186 1086.0342631955307 1173.6010129840836
Jun 2015 1110.062203898224 1081.5304791060587 1150.8811357592112
Jul 2015 1120.9963166066213 1079.9590153199176 1174.994460262141
Aug 2015 1109.4309976081909 1078.4503125755157 1104.1021023678402
Sep 2015 1107.9898467422977 1086.6929083145303 1076.7826517517942
Oct 2015 1118.4636747635525 1095.056096936919 1167.6142053868464
Nov 2015 1138.640759456287 1110.6705018231426 1171.0856839631638
Dec 2015 1137.8835633512485 1111.94222 1152.6153670201857
Jan 2016 1114.9290382277638 1093.2538066637912 1095.4188818454957
Feb 2016 1121.7936563161322 1099.8668989403004 1093.9410453662522
Mar 2016 1132.1422027956487 1103.2203931151694 1168.1510630641571
Apr 2016 1147.5608474555227 1114.4765507861234 1172.6811164021744
May 2016 1142.9728991873956 1110.587028 1193.7392381525076
Jun 2016 1158.8910827543784 1138.2350916765763 1196.8337099329608
Jul 2016 1156.5790950442836 1126.2893143894305 1240.958524999817
Aug 2016 1168.5369663079466 1137.0160938196755 1242.701864744981
Sep 2016 1177.1140276406468 1141.275356107124 1242.9341310917766
Oct 2016 1179.5836128706367 1141.9863706539788 1220.262390094601
Nov 2016 1185.095807093581 1150.7522580351188 1265.454978888975
Dec 2016 1201.2000740161757 1163.4807287612452 1290.4671780748758
Jan 2017 1201.3922660280182 1155.0571282850137 1314.9424291018345
Feb 2017 1180.3042275824284 1133.258890160019 1367.1563924623833
Mar 2017 1187.491100024178 1139.4680156192057 1368.7488088470263
Apr 2017 1155.7803376891325 1108.705797601534 1382.8065779301226
May 2017 1140.430419024283 1092.7725865842024 1402.266160705448
Jun 2017 1143.9509277278112 1100.4405718242638 1411.0187806387744
Jul 2017 1167.0621683206962 1126.627756111966 1440.0332839695684
Aug 2017 1174.6317335444242 1136.7088212736558 1444.442786
Sep 2017 1177.030331544322 1143.4460944573448 1474.238386705278
Oct 2017 1181.3041286781595 1154.9708876433804 1508.6393821721183
Nov 2017 1181.7530242470573 1158.0315604956354 1554.9087023754812
Dec 2017 1196.29804 1182.8875499101136 1572.1966958460857
Jan 2018 1214.0032514684383 1197.7883843763314 1662.2108987477047
Feb 2018 1198.9884592542767 1160.9264468471497 1600.9487421258716
Mar 2018 1207.345408815279 1177.8562372215217 1560.262198876754
Apr 2018 1223.2727094483703 1200.9139509213703 1566.2490969556213
May 2018 1238.5648415891844 1222.2746073664086 1603.9679030287837
Jun 2018 1223.9225280319172 1218.9842441233782 1613.839448971692
Jul 2018 1212.9365994203026 1197.1046959256078 1673.8981094194953
Aug 2018 1205.082834939056 1194.1849575722451 1728.4403762696707
Sep 2018 1221.8889201551162 1230.0105062994126 1738.278775775085
Oct 2018 1208.7487267077681 1189.7534924387392 1619.4674365808949
Nov 2018 1168.1661969572815 1129.4425084000347 1652.4691034636621
Dec 2018 1194.4102187381238 1143.8293470720344 1454.7002721753329
Jan 2019 1186.889018 1136.5134145681616 1571.272449162912
Feb 2019 1182.7752602557605 1143.6200329494563 1621.7236562460794
Mar 2019 1184.946836 1147.6890330266904 1653.2358469487924
Apr 2019 1194.6005975034966 1162.592922809575 1720.1742323944122
May 2019 1195.6781272424448 1150.1915441019653 1610.8605256262852
Jun 2019 1199.372772655624 1152.4930773817132 1724.3886783091768
Jul 2019 1199.0501413797797 1163.0487614774522 1749.1734985390503
Aug 2019 1178.8269616952682 1143.2594868009135 1721.4642295203373
Sep 2019 1189.976307098982 1149.0809641077037 1753.6739683872545
Oct 2019 1184.7356514425182 1145.1959213680557 1791.6568376756045
Nov 2019 1200.009263460915 1162.525026050197 1856.6922883803825
Dec 2019 1218.3634051455497 1180.1268174696231 1912.732461495187
Jan 2020 1212.7345662137773 1171.5307737311743 1911.9824366950318
Feb 2020 1207.5683169617066 1165.9460865327978 1754.590470791119
Mar 2020 1284.1619601699538 1193.9124693643737 1537.8748645748656
Apr 2020 1368.9847101250596 1276.3222775622494 1735.021238615281
May 2020 1372.6823378271074 1296.7523682591884 1817.6558586890437
Jun 2020 1383.7104677292104 1311.654646475223 1853.805723169666
Jul 2020 1434.4940256053403 1343.0477887839609 1958.3329361561475
Aug 2020 1462.6689227622549 1360.0386863598667 2099.097513597994
Sep 2020 1473.944637487829 1367.8657089998676 2019.3377551025694
Oct 2020 1478.255925552481 1370.6821444946984 1965.6381333467689
Nov 2020 1501.285674616663 1399.5966843328142 2180.804103
Dec 2020 1527.2564155018567 1425.307275424008 2264.6528944234224
Jan 2021 1535.3310201706151 1419.316708945401 2241.7884038593215
Feb 2021 1596.871693452114 1472.8363034063143 2303.604684379355
Mar 2021 1603.9282694654787 1469.4193231824117 2404.492447115632
Apr 2021 1635.0637250323425 1496.5315791144503 2532.8178728783155
May 2021 1655.1292270659396 1515.3220296218115 2550.507373275259
Jun 2021 1664.6081521493463 1537.019925763966 2610.050201316184
Jul 2021 1678.4560273670768 1553.3169480368413 2672.0501792481637
Aug 2021 1691.4187432664326 1563.6775720802468 2753.295598588881
Sep 2021 1726.0099479849744 1588.8684177664597 2625.2415161434615
Oct 2021 1773.9015460117134 1656.5415014159687 2809.1693232860925
Nov 2021 1802.0551374484653 1700.918591697401 2789.7052778710827
Dec 2021 1823.3842620553053 1726.939244313188 2914.729870697414
Jan 2022 1850.6019189350047 1746.3189565128707 2763.901774646432
Feb 2022 1860.7062054123899 1734.9015231751896 2681.144602073025
Mar 2022 1903.1619389012844 1778.6227764607277 2780.695494781628
Apr 2022 1988.191408007516 1875.6608778988723 2538.2144440355414
May 2022 2016.4933127005029 1911.8592571814424 2542.8693959939183
Jun 2022 2030.7741183410478 1915.1553025408234 2332.971783
Jul 2022 2019.722645589036 1884.880527518258 2548.082152994733
Aug 2022 1997.130028075477 1839.2174118586008 2444.167877623166
Sep 2022 2004.5733316901144 1859.463517 2219.061263155503
Oct 2022 2056.4075889009573 1908.2112126933766 2398.7193458803144
Nov 2022 2028.4610097677933 1880.4238410141359 2532.771116721032
Dec 2022 2087.3553467253914 1954.0668798997726 2386.846375658785
Jan 2023 2116.2589562114977 2012.0499064270386 2536.8221203881185
Feb 2023 2094.855113128375 2000.0037636372601 2474.924177116478
Mar 2023 2110.407317 2004.9137728769897 2565.789340177768
Apr 2023 2119.376548587565 2013.647177271642 2605.8384405240613
May 2023 2089.268685 1977.798216574675 2617.165747127267
Jun 2023 2055.8069580739516 1941.080392683966 2790.0963134486606
Jul 2023 2119.4547414959216 2018.2635723382584 2879.726757887077
Aug 2023 2115.378383349126 2001.9911633897866 2833.878347173608
Sep 2023 2136.551205588067 2018.7097915952547 2698.764289281319
Oct 2023 2115.950578863787 2005.6790198905073 2642.0175494925725
Nov 2023 2137.4317091404123 2021.4276115546875 2883.3020570550693
Dec 2023 2153.618479473733 2016.5236281690557 3014.2924378522835
Jan 2024 2159.418174038956 2026.9974518937656 3064.9448832029075
Feb 2024 2181.5198190502447 2056.4963458111756 3228.600335457407
Mar 2024 2209.334196743135 2086.6055088101966 3332.4795291179576
Apr 2024 2260.202628 2126.9890729471826 3196.364212341939
May 2024 2224.3422528313304 2073.410218199643 3354.8564948061226
Jun 2024 2200.744205871043 2052.8399154248846 3475.2346872059647
Jul 2024 2211.519049502988 2073.4894321341435 3634.9758071723013
Aug 2024 2216.466217616726 2084.8853300531528 3723.1471103741032
Sep 2024 2208.797244503772 2078.3262808048057 3802.6625486666694
Sep 2024 2214.573249 2116.673479 3768.179969
Date High Low AW EW
Nov 2021 0.168 -0.1119 0.0268 0.0159
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
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.