The Morningstar CISDM Database provides information for hedge funds, funds of funds and CTAs in Excel format of three separate clusters:
1. Fund Information Cluster: This cluster provides qualitative firm and/or fund details including manager name and history, fund category, fund domicile, registrations, firm total assets, inception date, base currency, management fee, performance fee and minimum purchase.
2. Fund Returns Cluster: This cluster provides monthly returns of active funds since their inception date. Each monthly return data is in fund's base currency and net of all fees.
Missing Return Flag: Users have the ability to flag or filter out the funds with unreported/missing returns between their inception dates and December 2011.
For the Return Cluster, returns will be set as 9999.9999 and highlighted yellow if it is unreported till December 2011 and missing in the Database.
Flag Description is as follows:
0 - No missing return between inception date and December 2011
1 - At least one unreported return between inception date and December 2011
3. Fund Assets Cluster: This cluster provides monthly net AUM of active funds since 1994. Each monthly net AUM data is in fund's base currency.