Contribution Dataset for Attribution Analysis
Perform a Brinson type performance attribution analysis with HFR’s new Benchmark Index Contribution Dataset, which includes fund and strategy weights.
Datasets allow for performance attribution for various exposures:
- Manager Selection
- Strategy and Sub-Strategy allocation
- Fund/Manager AUM Tiers
- Regional Exposure
- Liquidity
This dataset is now available to all HFR clients.
Sample Contribution Dataset for Download
This is a small extract from a dataset for the HFRI FWC index. Data fields are available for any date range specified and contribution weights for index performance are calculated for each constituent of the index.
The table shows a random selection of a small subset of constituents of the FWC index. As demonstrated in this cross-section, the dataset contains key data fields by fund, strategy, region, and AUM.
Open Sample Dataset (Full Set)
Open Sample Dataset (Truncated, Anonymized)
Contribution & Attribution Report Sample
Contribution datasets allow clients to render portfolio attribution analysis against their preferred HFR Benchmark Indices.
Attribution is possible across a wide selection of filters including strategy, regional investment focus, and AUM.
Learn More About HFR Indices, Data and Analysis
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