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Custom Index Development

Institutional Benchmarking is complex.  Institutional Benchmarking in Alternatives is even more complex.

Mismatched or inappropriate benchmarking creates difficult reporting, accounting, attribution, compensation, evaluation and exposure management challenges.

While HFR publishes 11 families of indices & over 300+ indices daily and monthly, HFR also produces hundreds of custom indices for leading Institutional client which are specifically and meticulously engineered to suit these increasing complex requirements.

The scope of basis for custom indexation is virtually unlimited; informed by the most comprehensive resource of information on hedge funds and with historical data dating back to January 1990. In this way, HFR is uniquely positioned to deliver exceptional, institutional custom indices.

Custom Indices examples:

  • Threshold asset filters
  • Currency hedging & conversions
  • Accounting requirements
  • Exposure based exclusions and blends
  • Correlation modeling & simulations, variations
  • Sample size preferences

Custom indices include historical archives of non-current funds, indices are fully suitable for investment via tracking products or derivatives structuring and conform to established industry best practices and regulatory requirements. Contact HFR for a free consultation on a custom index which will meet all of your specific institutional requirements.

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