We welcome inquiries from academics regarding release of VAN historical data.
VAN’s electronically stored information began January 1, 1988 and represents one of the longest hedge fund return time series for a large sample. (Hard-copy data contains information for previous years for some funds.)
The VAN Hedge Fund Index contains quarterly returns, by strategy, from the first quarter 1988 to the present and monthly returns from January 1995 to the present, by strategy, for U.S. and offshore funds.
Quarterly sector information, by investing sector, is available beginning 1Q95.
The above information is available for a nominal fee covering VAN’s handling costs.