Absolute Return Indices
An Absolute Return fund is a type of investment vehicle that attempts to generate steady, positive returns in all market environments by using a variety of investment strategies such as derivatives, arbitrage, short selling, leverage, and more.
The goal of Absolute Return investing is to provide slow and steady annual growth over long periods of time with limited volatility. This can be achieved by encompassing a wide range of strategies such as the ones previously mentioned in order to navigate the market and generate growth with little to no correlation to traditional market returns.
Investors especially like Absolute Return strategies because they operate independently of market direction, are good in times of market downturns, and help to diversify down the risk of other portfolio investments.
For more information on Trend Following strategies please contact INDICES@HFR.COM
Examples of HFR Indices that employ Absolute Return strategies are listed below:
| Monthly Performance for Nov 2024 | |||||||
|---|---|---|---|---|---|---|---|
| Favorites Status | Index Name | ROR (%) | Index Value | YTD (%) | Last 12M (%) | Last 36M (ann %) | Last 60M (ann %) |
| HFRX Absolute Return Index | 0.77 | Value blurred out. | 4.78 | 5.43 | Value blurred out. | Value blurred out. | |
| HFRI 500 EH: Equity Market Neutral Index | 1.60 | Value blurred out. | 5.99 | 7.03 | Value blurred out. | Value blurred out. | |
| HFRI FOF: Conservative Index | 0.45 | Value blurred out. | 5.62 | 7.03 | Value blurred out. | Value blurred out. | |
Want to Learn More About HFR Indices, Data and Analysis?
Get in touch with the team that helps you understand the past, present, and future of the hedge fund industry.