HFR: ESMA Registered Benchmark Administrator
HFR (Hedge Fund Research) ESMA Registered Benchmark Administrator ID#: IEC449613 For more information contact: Indices@hfr.com |
View HFR BMR Benchmark Statement |
In compliance with EU Benchmark Regulation (BMR) for the purposes of establishing common standards for the calculation and reporting of financial benchmarks, the HFR Indices listed below are identified on the register maintained by the European Securities and Markets Association (ESMA). In addition, the Indices listed adhere to the standards of the IOSCO (International Organization of Securities Commissions) Principles for Financial Benchmarks.
HFR Indices currently listed in the ESMA Register:
HFR Index Family | Reporting Interval | ESMA ID | Ticker | Name | Main Strategy | Substrategy | Regional Investment Focus | Currency | Weighting Style |
HFRI 500 | Monthly | IEH500EAI | HFRI5EDA | HFRI 500 ED: Activist Index | Event Driven | Activist | Global | USD | Equal-Weighted |
HFRI 500 | Monthly | IEH500ECAI | HFRI5EDC | HFRI 500 ED: Credit Arbitrage Index | Event Driven | Credit Arbitrage | Global | USD | Equal-Weighted |
HFRI 500 | Monthly | IEH500EDDI | HFRI5EDD | HFRI 500 ED: Distressed/Restructuring Index | Event Driven | Distressed/Restructuring | Global | USD | Equal-Weighted |
HFRI 500 | Monthly | IEH500EMAI | HFRI5EDB | HFRI 500 ED: Merger Arbitrage Index | Event Driven | Merger Arbitrage | Global | USD | Equal-Weighted |
HFRI 500 | Monthly | IEH500EMSI | HFRI5EDM | HFRI 500 ED: Multi-Strategy Index | Event Driven | Multi-Strategy | Global | USD | Equal-Weighted |
HFRI 500 | Monthly | IEH500ESSI | HFRI5EDS | HFRI 500 ED: Special Situations Index | Event Driven | Special Situations | Global | USD | Equal-Weighted |
HFRI 500 | Monthly | IEH500EEBMI | HFRI5EEB | HFRI 500 EH: Energy/Basic Materials Index | Equity Hedge | Energy/Basic Materials | Global | USD | Equal-Weighted |
HFRI 500 | Monthly | IEH500EEMNI | HFRI5EMN | HFRI 500 EH: Equity Market Neutral Index | Equity Hedge | Equity Market Neutral | Global | USD | Equal-Weighted |
HFRI 500 | Monthly | IEH500EFGI | HFRI5EHG | HFRI 500 EH: Fundamental Growth Index | Equity Hedge | Fundamental Growth | Global | USD | Equal-Weighted |
HFRI 500 | Monthly | IEH500EFVI | HFRI5EHV | HFRI 500 EH: Fundamental Value Index | Equity Hedge | Fundamental Value | Global | USD | Equal-Weighted |
HFRI 500 | Monthly | IEH500EHI | HFRI5EHC | HFRI 500 EH: Healthcare Index | Equity Hedge | Healthcare | Global | USD | Equal-Weighted |
HFRI 500 | Monthly | IEH500EFMSI | HFRI5EHM | HFRI 500 EH: Multi-Strategy Index | Equity Hedge | Multi-Strategy | Global | USD | Equal-Weighted |
HFRI 500 | Monthly | IEH500EQDI | HFRI5EQD | HFRI 500 EH: Quantitative Directional Index | Equity Hedge | Quantitative Directional | Global | USD | Equal-Weighted |
HFRI 500 | Monthly | IEH500ETI | HFRI5EHT | HFRI 500 EH: Technology Index | Equity Hedge | Technology | Global | USD | Equal-Weighted |
HFRI 500 | Monthly | IEH500EQHI | HFRI5EH | HFRI 500 Equity Hedge Index | Equity Hedge | Composite | Global | USD | Equal-Weighted |
HFRI 500 | Monthly | IEH500EDI | HFRI5ED | HFRI 500 Event Driven Index | Event Driven | Composite | Global | USD | Equal-Weighted |
HFRI 500 | Monthly | IEH500FWCI | HFRI5FWC | HFRI 500 Fund Weighted Composite Index | Composite | Composite | Global | USD | Equal-Weighted |
HFRI 500 | Monthly | IEH500MI | HFRI5M | HFRI 500 Macro Index | Macro | Composite | Global | USD | Equal-Weighted |
HFRI 500 | Monthly | IEH500MCI | HFRI5MCO | HFRI 500 Macro: Commodity Index | Macro | Commodity | Global | USD | Equal-Weighted |
HFRI 500 | Monthly | IEH500MCUI | HFRI5MCU | HFRI 500 Macro: Currency Index | Macro | Currency | Global | USD | Equal-Weighted |
HFRI 500 | Monthly | IEH500MDTI | HFRI5MDT | HFRI 500 Macro: Discretionary Thematic Index | Macro | Discretionary Thematic | Global | USD | Equal-Weighted |
HFRI 500 | Monthly | IEH500MMSI | HFRI5MMS | HFRI 500 Macro: Multi-Strategy Index | Macro | Multi-Strategy | Global | USD | Equal-Weighted |
HFRI 500 | Monthly | IEH500MSDI | HFRI5MSD | HFRI 500 Macro: Systematic Diversified Index | Macro | Systematic Diversified | Global | USD | Equal-Weighted |
HFRI 500 | Monthly | IEH500RVI | HFRI5RV | HFRI 500 Relative Value Index | Relative Value | Composite | Global | USD | Equal-Weighted |
HFRI 500 | Monthly | IEH500RFIABI | HFRI5RVB | HFRI 500 RV: Fixed Income - Asset Backed Index | Relative Value | Fixed Income - Asset Backed | Global | USD | Equal-Weighted |
HFRI 500 | Monthly | IEH500RFICAI | HFRI5RVC | HFRI 500 RV: Fixed Income - Convertible Arbitrage Index | Relative Value | Fixed Income - Convertible Arbitrage | Global | USD | Equal-Weighted |
HFRI 500 | Monthly | IEH500RFICI | HFRI5RVR | HFRI 500 RV: Fixed Income - Corporate Index | Relative Value | Fixed Income - Corporate | Global | USD | Equal-Weighted |
HFRI 500 | Monthly | IEH500RFISI | HFRI5RVS | HFRI 500 RV: Fixed Income - Sovereign Index | Relative Value | Fixed Income - Sovereign | Global | USD | Equal-Weighted |
HFRI 500 | Monthly | IEH500RMSI | HFRI5RVM | HFRI 500 RV: Multi-Strategy Index | Relative Value | Multi-Strategy | Global | USD | Equal-Weighted |
HFRI 500 | Monthly | IEH500RVVI | HFRI5RVV | HFRI 500 RV: Volatility Index | Relative Value | Volatility | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHAWJI | HFRIAWJ | HFRI Asia with Japan Index | Composite | Composite | Asia | USD | Equal-Weighted |
HFRI | Monthly | IEHAWCI | HFRIAWC | HFRI Asset Weighted Composite Index | Composite | Composite | Global | USD | Asset-Weighted |
HFRI | Monthly | IEHCRI | HFRICRDT | HFRI Credit Index | Composite | Composite | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHDI | HFRIDVRS | HFRI Diversity Index | Composite | Composite | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHEAI | HFRIACT | HFRI ED: Activist Index | Event-Driven | Activist | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHEDWAI | HFRICRED | HFRI ED: Credit Arbitrage Index | Event-Driven | Credit Arbitrage | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHEDRI | HFRIDSI | HFRI ED: Distressed/Restructuring Index | Event-Driven | Distressed/Restructuring | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHEMAI | HFRIMAI | HFRI ED: Merger Arbitrage Index | Event-Driven | Merger Arbitrage | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHEMSI | HFRIEDMS | HFRI ED: Multi-Strategy Index | Event-Driven | Multi-Strategy | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHESSI | HFRIEDSS | HFRI ED: Special Situations Index | Event-Driven | Special Situations | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHEEMNI | HFRIEMNI | HFRI EH: Equity Market Neutral Index | Equity Hedge | Equity Market Neutral | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHEFGI | HFRIEHFG | HFRI EH: Fundamental Growth Index | Equity Hedge | Fundamental Growth | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHEFVI | HFRIEHFV | HFRI EH: Fundamental Value Index | Equity Hedge | Fundamental Value | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHEHMSI | HFRIEHMS | HFRI EH: Multi-Strategy Index | Equity Hedge | Multi-Strategy | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHEQD | HFRIENHI | HFRI EH: Quantitative Directional Index | Equity Hedge | Quantitative Directional | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHESEBMI | HFRISEN | HFRI EH: Sector - Energy/Basic Materials Index | Equity Hedge | Sector - Energy/Basic Materials | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHESHI | HFRIHLTH | HFRI EH: Sector - Healthcare Index | Equity Hedge | Sector - Healthcare | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHESTI | HFRITECH | HFRI EH: Sector - Technology Index | Equity Hedge | Sector - Technology | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHESTHTI | HFRISTI | HFRI EH: Sector - Technology/Healthcare (Total) Index | Equity Hedge | Sector - Technology/Healthcare | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHEMTI | HFRIEM | HFRI Emerging Markets (Total) Index | Composite | Composite | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHEMAJI | HFRIEMA | HFRI Emerging Markets: Asia ex-Japan Index | Composite | Composite | Asia | USD | Equal-Weighted |
HFRI | Monthly | IEHEMCI | HFRICHN | HFRI Emerging Markets: China Index | Composite | Composite | China | USD | Equal-Weighted |
HFRI | Monthly | IEHEMGI | HFRIEMG | HFRI Emerging Markets: Global Index | Composite | Composite | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHEMII | HFRIIND | HFRI Emerging Markets: India Index | Composite | Composite | India | USD | Equal-Weighted |
HFRI | Monthly | IEHEMLAI | HFRIEMLA | HFRI Emerging Markets: Latin America Index | Composite | Composite | Americas | USD | Equal-Weighted |
HFRI | Monthly | IEHEMMI | HFRIMENA | HFRI Emerging Markets: MENA Index | Composite | Composite | MENA | USD | Equal-Weighted |
HFRI | Monthly | IEHEMREEI | HFRICIS | HFRI Emerging Markets: Russia/Eastern Europe Index | Composite | Composite | Europe | USD | Equal-Weighted |
HFRI | Monthly | IEHEHTI | HFRIEHI | HFRI Equity Hedge (Total) Index | Equity Hedge | Composite | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHEHTIAW | HFRIAWEH | HFRI Equity Hedge (Total) Index - Asset Weighted | Equity Hedge | Composite | Global | USD | Asset-Weighted |
HFRI | Monthly | IEHEDTI | HFRIEDI | HFRI Event-Driven (Total) Index | Event-Driven | Composite | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHEDTIAW | HFRIAWED | HFRI Event-Driven (Total) Index - Asset Weighted | Event-Driven | Composite | Global | USD | Asset-Weighted |
HFRI | Monthly | IEHFCI | HFRIFOFC | HFRI FOF: Conservative Index | Fund of Funds | Conservative | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHFDI | HFRIFOFD | HFRI FOF: Diversified Index | Fund of Funds | Diversified | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHFHVSI | HFRIFFHV | HFRI FOF: High Vol (S) Index | Fund of Funds | Composite | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHFLVSI | HFRIFFLV | HFRI FOF: Low Vol (S) Index | Fund of Funds | Composite | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHFMDI | HFRIFOFM | HFRI FOF: Market Defensive Index | Fund of Funds | Market Defensive | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHFMVSI | HFRIFFMV | HFRI FOF: Mid Vol (S) Index | Fund of Funds | Composite | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHFSI | HFRIFOFS | HFRI FOF: Strategic Index | Fund of Funds | Strategic | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHFFCI | HFRIFOF | HFRI Fund of Funds Composite Index | Fund of Funds | Composite | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHFWCI | HFRIFWI | HFRI Fund Weighted Composite Index | Composite | Composite | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHFWCIC | HFRIFWIC | HFRI Fund Weighted Composite Index - CHF | Composite | Composite | Global | CHF | Equal-Weighted |
HFRI | Monthly | IEHFWCIE | HFRIFWIE | HFRI Fund Weighted Composite Index - EUR | Composite | Composite | Global | EUR | Equal-Weighted |
HFRI | Monthly | IEHFWCIG | HFRIFWIG | HFRI Fund Weighted Composite Index - GBP | Composite | Composite | Global | GBP | Equal-Weighted |
HFRI | Monthly | IEHFWCIJ | HFRIFWIJ | HFRI Fund Weighted Composite Index - JPY | Composite | Composite | Global | JPY | Equal-Weighted |
HFRI INST | Monthly | IEHIEHI | HFRINEH | HFRI Institutional Equity Hedge Index | Equity Hedge | Composite | Global | USD | Equal-Weighted |
HFRI INST | Monthly | IEHIEDI | HFRINED | HFRI Institutional Event-Driven Index | Event-Driven | Composite | Global | USD | Equal-Weighted |
HFRI INST | Monthly | IEHIFWCI | HFRINFWC | HFRI Institutional Fund Weighted Composite Index | Composite | Composite | Global | USD | Equal-Weighted |
HFRI INST | Monthly | IEHIMI | HFRINM | HFRI Institutional Macro Index | Macro | Composite | Global | USD | Equal-Weighted |
HFRI INST | Monthly | IEHIRVI | HFRINRVA | HFRI Institutional Relative Value Index | Relative Value | Composite | Global | USD | Equal-Weighted |
HFRI INST | Monthly | IEHISWCI | HFRINSWC | HFRI Institutional Strategy Weighted Composite Index | Composite | Composite | Global | USD | Strategy-Weighted |
HFRI | Monthly | IEHJI | HFRIJPN | HFRI Japan Index | Composite | Composite | Asia | USD | Equal-Weighted |
HFRI | Monthly | IEHMTI | HFRIMI | HFRI Macro (Total) Index | Macro | Composite | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHFTIAAW | HFRIAWM | HFRI Macro (Total) Index - Asset Weighted | Macro | Composite | Global | USD | Asset-Weighted |
HFRI | Monthly | IEHFATI | HFRIMACT | HFRI Macro: Active Trading Index | Macro | Active Trading | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHMCI | HFRIMCOM | HFRI Macro: Commodity Index | Macro | Commodity | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHMCUI | HFRIMCUR | HFRI Macro: Currency Index | Macro | Currency | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHMDTIX | HFRIMDT | HFRI Macro: Discretionary Thematic Index | Macro | Discretionary Thematic | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHMMSI | HFRIMMS | HFRI Macro: Multi-Strategy Index | Macro | Multi-Strategy | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHMSDIX | HFRIMTI | HFRI Macro: Systematic Diversified Index | Macro | Systematic Diversified | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHNAI | HFRINA | HFRI North America Index | Composite | Composite | Americas | USD | Equal-Weighted |
HFRI | Monthly | IEHRVTI | HFRIRVA | HFRI Relative Value (Total) Index | Relative Value | Composite | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHFVTIAAW | HFRIAWRV | HFRI Relative Value (Total) Index - Asset Weighted | Relative Value | Composite | Global | USD | Asset-Weighted |
HFRI | Monthly | IEHRFIAB | HFRIFIMB | HFRI RV: Fixed Income-Asset Backed Index | Relative Value | Fixed Income-Asset Backed | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHRFICAI | HFRICAI | HFRI RV: Fixed Income-Convertible Arbitrage Index | Relative Value | Convertible Arbitrage | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHRFICI | HFRIFIHY | HFRI RV: Fixed Income-Corporate Index | Relative Value | Fixed Income-Corporate | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHRFISI | HFRIFISV | HFRI RV: Fixed Income-Sovereign Index | Relative Value | Fixed Income-Sovereign | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHRMSI | HFRIFI | HFRI RV: Multi-Strategy Index | Relative Value | Multi-Strategy | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHRVI | HFRIVOL | HFRI RV: Volatility Index | Relative Value | Volatility | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHRYAI | HFRISRE | HFRI RV: Yield Alternatives Index | Relative Value | Yield Alternatives | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHWPEI | HFRIWEU | HFRI Western/Pan Europe Index | Composite | Composite | Europe | USD | Equal-Weighted |
HFRI | Monthly | IEHWI | HFRIWOMN | HFRI Women Index | Composite | Composite | Global | USD | Equal-Weighted |
HFRI | Monthly | IEHWIX | HFRIWRLD | HFRI World Index | Composite | Composite | Global | USD | Equal-Weighted |
HFRP | Monthly | IEHRPV10I | HFRPV10 | HFR Risk Parity Vol 10 Index | Risk Parity | Volatility Target 10 | Global | USD | Equal-Weighted (Annual) |
HFRP | Monthly | IEHRPV10II | HFRPV10I | HFR Risk Parity Vol 10 Institutional Index | Risk Parity | Volatility Target 10 | Global | USD | Equal-Weighted (Annual) |
HFRP | Monthly | IEHRPV12I | HFRPV12 | HFR Risk Parity Vol 12 Index | Risk Parity | Volatility Target 12 | Global | USD | Equal-Weighted (Annual) |
HFRP | Monthly | IEHRPV12II | HFRPV12I | HFR Risk Parity Vol 12 Institutional Index | Risk Parity | Volatility Target 12 | Global | USD | Equal-Weighted (Annual) |
HFRP | Monthly | IEHRPV15I | HFRPV15 | HFR Risk Parity Vol 15 Index | Risk Parity | Volatility Target 15 | Global | USD | Equal-Weighted (Annual) |
HFRP | Monthly | IEHRPV15II | HFRPV15I | HFR Risk Parity Vol 15 Institutional Index | Risk Parity | Volatility Target 15 | Global | USD | Equal-Weighted (Annual) |
HFRI-I | Daily | IEHILAUEMAI | HFRIIEDM | HFRI-I Liquid Alternative UCITS ED: Merger Arbitrage Index | Event Driven | Merger Arbitrage | Global | USD | Equal Weighted |
HFRI-I | Daily | IEHILAUEDMSI | HFRIIEDS | HFRI-I Liquid Alternative UCITS ED: Multi-Strategy Index | Event Driven | Multi-Strategy | Global | USD | Equal Weighted |
HFRI-I | Daily | IEHILAUEEMNI | HFRIIEMN | HFRI-I Liquid Alternative UCITS EH: Equity Market Neutral Index | Equity Hedge | Equity Market Neutral | Global | USD | Equal Weighted |
HFRI-I | Daily | IEHILAUEFGI | HFRIIEFG | HFRI-I Liquid Alternative UCITS EH: Fundamental Growth Index | Equity Hedge | Fundamental Growth | Global | USD | Equal Weighted |
HFRI-I | Daily | IEHILAUEFVI | HFRIIEFV | HFRI-I Liquid Alternative UCITS EH: Fundamental Value Index | Equity Hedge | Fundamental Value | Global | USD | Equal Weighted |
HFRI-I | Daily | IEHILAUEMSI | HFRIIEMS | HFRI-I Liquid Alternative UCITS EH: Multi-Strategy Index | Equity Hedge | Multi-Strategy | Global | USD | Equal Weighted |
HFRI-I | Daily | IEHILAUEHI | HFRIILEH | HFRI-I Liquid Alternative UCITS Equity Hedge Index | Equity Hedge | Composite | Global | USD | Equal Weighted |
HFRI-I | Daily | IEHILAUEDI | HFRIILED | HFRI-I Liquid Alternative UCITS Event Driven Index | Event Driven | Composite | Global | USD | Equal Weighted |
HFRI-I | Daily | IEHILAUI | HFRIILAU | HFRI-I Liquid Alternative UCITS Index | Composite | Composite | Global | USD | Equal Weighted |
HFRI-I | Daily | IEHILAUMI | HFRIILM | HFRI-I Liquid Alternative UCITS Macro Index | Macro | Composite | Global | USD | Equal Weighted |
HFRI-I | Daily | IEHILAUMMSI | HFRIIMMS | HFRI-I Liquid Alternative UCITS Macro: Multi-Strategy Index | Macro | Multi-Strategy | Global | USD | Equal Weighted |
HFRI-I | Daily | IEHILAUMSDI | HFRIIMSD | HFRI-I Liquid Alternative UCITS Macro: Systematic Diversified Index | Macro | Systematic Diversified | Global | USD | Equal Weighted |
HFRI-I | Daily | IEHILAURVI | HFRIILRV | HFRI-I Liquid Alternative UCITS Relative Value Index | Relative Value | Composite | Global | USD | Equal Weighted |
HFRI-I | Daily | IEHILAURFICI | HFRIIFIC | HFRI-I Liquid Alternative UCITS RV: Fixed Income-Corporate Index | Relative Value | Fixed Income-Corporate | Global | USD | Equal Weighted |
HFRI-I | Daily | IEHILAURFISI | HFRIIFIS | HFRI-I Liquid Alternative UCITS RV: Fixed Income-Sovereign Index | Relative Value | Fixed Income-Sovereign | Global | USD | Equal Weighted |
HFRI-I | Daily | IEHILAURMSI | HFRIIRMS | HFRI-I Liquid Alternative UCITS RV: Multi-Strategy Index | Relative Value | Multi-Strategy | Global | USD | Equal Weighted |
HFRU | Daily | IEHEHI | HFRUEH | HFRU Equity Hedge Index | Equity Hedge | Composite | Global | EUR | Equal Weighted |
HFRU | Daily | IEHEDI | HFRUED | HFRU Event Driven Index | Event-Driven | Composite | Global | EUR | Equal Weighted |
HFRU | Daily | IEHHFCCI | HFRUHFCC | HFRU Hedge Fund Composite CHF Index | Composite | Composite | Global | CHF | Equal Weighted |
HFRU | Daily | IEHHFCGI | HFRUHFCG | HFRU Hedge Fund Composite GBP Index | Composite | Composite | Global | GBP | Equal Weighted |
HFRU | Daily | IEHHFCI | HFRUHFC | HFRU Hedge Fund Composite Index | Composite | Composite | Global | EUR | Equal Weighted |
HFRU | Daily | IEHHFCJI | HFRUHFCJ | HFRU Hedge Fund Composite JPY Index | Composite | Composite | Global | JPY | Equal Weighted |
HFRU | Daily | IEHHFCUI | HFRUHFCU | HFRU Hedge Fund Composite USD Index | Composite | Composite | Global | USD | Equal Weighted |
HFRU | Daily | IEHMI | HFRUM | HFRU Macro Index | Macro | Composite | Global | EUR | Equal Weighted |
HFRU | Daily | IEHRVAI | HFRURVA | HFRU Relative Value Arbitrage Index | Relative Value | Composite | Global | EUR | Equal Weighted |
HFRX | Daily | IEHARI | HFRXAR | HFRX Absolute Return Index | Composite | Composite | Global | USD | Representative Optimization |
HFRX | Monthly | IEHAI | HFRXAGGR | HFRX Aggregate Index | Composite | Composite | Global | USD | Equal-Weighted |
HFRX | Monthly | IEHAEI | HFRXALTE | HFRX Alternative Energy Index | Composite | Composite | Global | USD | Representative Optimization |
HFRX | Monthly | IEHACHFI | HFRXASC | HFRX Asia Composite Hedge Fund Index | Composite | Composite | Asia | USD | Asset-Weighted |
HFRX | Monthly | IEHAEWI | HFRXAEW | HFRX Asia Equally Weighted Index | Composite | Composite | Asia | USD | Equal-Weighted |
HFRX | Monthly | IEHAEJI | HFRXAXJ | HFRX Asia ex-Japan Index | Composite | Composite | Asia | USD | Representative Optimization |
HFRX | Monthly | IEHCAWJI | HFRXAWJ | HFRX Asia with Japan Index | Composite | Composite | Asia | USD | Representative Optimization |
HFRX | Monthly | IEHBI | HFRXBRZL | HFRX Brazil Index | Composite | Composite | Emerging Markets | USD | Representative Optimization |
HFRX | Monthly | IEHBRICI | HFRXBRIC | HFRX BRIC Index | Composite | Composite | Emerging Markets | USD | Representative Optimization |
HFRX | Monthly | IEHCI | HFRXCHN | HFRX China Index | Composite | Composite | Emerging Markets | USD | Representative Optimization |
HFRX | Monthly | IEHXDI | HFRXDVRS | HFRX Diversity Index | Composite | Composite | Global | USD | Representative Optimization |
HFRX | Monthly | IEHDWI | HFRXDVWO | HFRX Diversity: Women Index | Composite | Composite | Global | USD | Representative Optimization |
HFRX | Monthly | IEHXEAI | HFRXACT | HFRX ED: Activist Index | Event-Driven | Activist | Global | USD | Representative Optimization |
HFRX | Monthly | IEHECAI | HFRXCRED | HFRX ED: Credit Arbitrage Index | Event-Driven | Credit Arbitrage | Global | USD | Representative Optimization |
HFRX | Monthly | IEHEDRIFF | HFRXDSFS | HFRX ED: Distressed Restructuring Index (Flagship Funds) | Event-Driven | Distressed Securities | Global | USD | Representative Optimization |
HFRX | Daily | IEHXEMAI | HFRXMA | HFRX ED: Merger Arbitrage Index | Event-Driven | Merger Arbitrage | Global | USD | Representative Optimization |
HFRX | Monthly | IEHEMAIFF | HFRXMAFS | HFRX ED: Merger Arbitrage Index (Flagship Funds) | Event-Driven | Merger Arbitrage | Global | USD | Representative Optimization |
HFRX | Monthly | IEHEMSIX | HFRXEDMS | HFRX ED: Multi-Strategy Index | Event-Driven | Multi-Strategy | Global | USD | Representative Optimization |
HFRX | Daily | IEHESSIX | HFRXSS | HFRX ED: Special Situations Index | Event-Driven | Special Situations | Global | USD | Representative Optimization |
HFRX | Monthly | IEHESSIFF | HFRXSSFS | HFRX ED: Special Situations Index (Flagship Funds) | Event-Driven | Special Situations | Global | USD | Representative Optimization |
HFRX | Monthly | IEHEEBMI | HFRXEBM | HFRX EH: Energy/Basic Materials Index | Equity Hedge | Energy and Basic Material | Global | USD | Representative Optimization |
HFRX | Daily | IEHEEMNIX | HFRXEMN | HFRX EH: Equity Market Neutral Index | Equity Hedge | Equity Market Neutral | Global | USD | Representative Optimization |
HFRX | Monthly | IEHEEMNIFF | HFRXEMNF | HFRX EH: Equity Market Neutral Index (Flagship Funds) | Equity Hedge | Equity Market Neutral | Global | USD | Representative Optimization |
HFRX | Daily | IEHEFGIX | HFRXEHG | HFRX EH: Fundamental Growth Index | Equity Hedge | Fundamental Growth | Global | USD | Representative Optimization |
HFRX | Monthly | IEHEFGIFF | HFRXEHGF | HFRX EH: Fundamental Growth Index (Flagship Funds) | Equity Hedge | Fundamental Growth | Global | USD | Representative Optimization |
HFRX | Daily | IEHEFVIX | HFRXEHV | HFRX EH: Fundamental Value Index | Equity Hedge | Fundamental Value | Global | USD | Representative Optimization |
HFRX | Monthly | IEHEFVIFF | HFRXEHVF | HFRX EH: Fundamental Value Index (Flagship Funds) | Equity Hedge | Fundamental Value | Global | USD | Representative Optimization |
HFRX | Monthly | IEHEMSTI | HFRXEHMS | HFRX EH: Multi-Strategy Index | Equity Hedge | Multi-Strategy | Global | USD | Representative Optimization |
HFRX | Monthly | IEHEQDI | HFRXQD | HFRX EH: Quantitative Directional Index | Equity Hedge | Quantitative Directional | Global | USD | Representative Optimization |
HFRX | Monthly | IEHESBI | HFRXSB | HFRX EH: Short Bias Index | Equity Hedge | Short Bias | Global | USD | Representative Optimization |
HFRX | Monthly | IEHETHI | HFRXTH | HFRX EH: Technology/Healthcare Index | Equity Hedge | Technology and Healthcare | Global | USD | Representative Optimization |
HFRX | Daily | IEHEMCIX | HFRXEMC | HFRX Emerging Markets Composite Index | Composite | Composite | Emerging Markets | USD | Representative Optimization |
HFRX | Daily | IEHEWSCI | HFRXEWC | HFRX Equal Weighted Strategies CHF Index | Composite | Composite | Global | CHF | Equal-Weighted |
HFRX | Daily | IEHEWSEI | HFRXEWE | HFRX Equal Weighted Strategies EUR Index | Composite | Composite | Global | EUR | Equal-Weighted |
HFRX | Daily | IEHEWSGI | HFRXEWG | HFRX Equal Weighted Strategies GBP Index | Composite | Composite | Global | GBP | Equal-Weighted |
HFRX | Daily | IEHEWSI | HFRXEW | HFRX Equal Weighted Strategies Index | Composite | Composite | Global | USD | Equal-Weighted |
HFRX | Daily | IEHEWSJI | HFRXEWJ | HFRX Equal Weighted Strategies JPY Index | Composite | Composite | Global | JPY | Equal-Weighted |
HFRX | Daily | IEHEHEI | HFRXEHE | HFRX Equity Hedge EUR Index | Equity Hedge | Composite | Global | EUR | Representative Optimization |
HFRX | Daily | IEHXEHI | HFRXEH | HFRX Equity Hedge Index | Equity Hedge | Equity Hedge | Global | USD | Representative Optimization |
HFRX | Monthly | IEHEHIFF | HFRXEHFS | HFRX Equity Hedge Index (Flagship Funds) | Equity Hedge | Equity Hedge | Global | USD | Representative Optimization |
HFRX | Daily | IEHEDEI | HFRXEDE | HFRX Event Driven EUR Index | Event-Driven | Composite | Global | EUR | Representative Optimization |
HFRX | Daily | IEHXEDI | HFRXED | HFRX Event Driven Index | Event-Driven | Event-Driven | Global | USD | Representative Optimization |
HFRX | Monthly | IEHEDIFF | HFRXEDFS | HFRX Event Driven Index (Flagship Funds) | Event-Driven | Event-Driven | Global | USD | Representative Optimization |
HFRX | Daily | IEHFICI | HFRXFIC | HFRX Fixed Income - Credit Index | Composite | Composite | Global | USD | Representative Optimization |
HFRX | Daily | IEHGHFCI | HFRXGLCD | HFRX Global Hedge Fund CAD Index | Composite | Composite | Global | CAD | Asset-Weighted |
HFRX | Daily | IEHGHFCHI | HFRXGLC | HFRX Global Hedge Fund CHF Index | Composite | Composite | Global | CHF | Asset-Weighted |
HFRX | Daily | IEHGHFEI | HFRXGLE | HFRX Global Hedge Fund EUR Index | Composite | Composite | Global | EUR | Asset-Weighted |
HFRX | Daily | IEHGHFGI | HFRXGLG | HFRX Global Hedge Fund GBP Index | Composite | Composite | Global | GBP | Asset-Weighted |
HFRX | Daily | IEHGHFI | HFRXGL | HFRX Global Hedge Fund Index | Composite | Composite | Global | USD | Asset-Weighted |
HFRX | Monthly | IEHGHFIFF | HFRXGLFS | HFRX Global Hedge Fund Index (Flagship Funds) | Composite | Composite | Global | USD | Asset-Weighted |
HFRX | Daily | IEHGHFJI | HFRXGLJ | HFRX Global Hedge Fund JPY Index | Composite | Composite | Global | JPY | Asset-Weighted |
HFRX | Monthly | IEHII | HFRXIND | HFRX India Index | Composite | Composite | Emerging Markets | USD | Representative Optimization |
HFRX | Monthly | IEHXJI | HFRXAJP | HFRX Japan Index | Composite | Composite | Asia | USD | Representative Optimization |
HFRX | Monthly | IEHLAI | HFRXLA | HFRX Latin America Index | Composite | Composite | Americas | USD | Representative Optimization |
HFRX | Daily | IEHMCTAEI | HFRXME | HFRX Macro/CTA EUR Index | Macro | Composite | Global | EUR | Representative Optimization |
HFRX | Daily | IEHMCTAI | HFRXM | HFRX Macro/CTA Index | Macro | Macro | Global | USD | Representative Optimization |
HFRX | Monthly | IEHMCIFF | HFRXMFS | HFRX Macro/CTA Index (Flagship Funds) | Macro | Macro | Global | USD | Representative Optimization |
HFRX | Monthly | IEHMATI | HFRXTRAD | HFRX Macro: Active Trading Index | Macro | Active Trading | Global | USD | Representative Optimization |
HFRX | Monthly | IEHXMCI | HFRXCOM | HFRX Macro: Commodity Index | Macro | Commodity | Global | USD | Representative Optimization |
HFRX | Monthly | IEHMMAI | HFRXAGRI | HFRX Macro: Commodity-Agriculture Index | Macro | Commodity | Global | USD | Representative Optimization |
HFRX | Monthly | IEHMCEI | HFRXENEG | HFRX Macro: Commodity-Energy Index | Macro | Commodity | Global | USD | Representative Optimization |
HFRX | Monthly | IEHMCMI | HFRXMETL | HFRX Macro: Commodity-Metals Index | Macro | Commodity | Global | USD | Representative Optimization |
HFRX | Monthly | IEHXMCUI | HFRXCUR | HFRX Macro: Currency Index | Macro | Currency | Global | USD | Representative Optimization |
HFRX | Monthly | IEHMDTHI | HFRXDT | HFRX Macro: Discretionary Thematic Index | Macro | Discretionary Thematic | Global | USD | Representative Optimization |
HFRX | Monthly | IEHXMMSI | HFRXMMS | HFRX Macro: Multi-Strategy Index | Macro | Multi-Strategy | Global | USD | Representative Optimization |
HFRX | Daily | IEHMSDCI | HFRXSDV | HFRX Macro: Systematic Diversified CTA Index | Macro | Systematic Diversified | Global | USD | Representative Optimization |
HFRX | Monthly | IEHMSDCIFF | HFRXSDVF | HFRX Macro: Systematic Diversified CTA Index (Flagship Funds) | Macro | Systematic Diversified | Global | USD | Representative Optimization |
HFRX | Daily | IEHMDI | HFRXMD | HFRX Market Directional Index | Composite | Composite | Global | USD | Representative Optimization |
HFRX | Monthly | IEHXMI | HFRXMENA | HFRX MENA Index | Composite | Composite | Emerging Markets | USD | Representative Optimization |
HFRX | Monthly | IEHMEMI | HFRXMEM | HFRX Multi-Emerging Markets Index | Composite | Composite | Emerging Markets | USD | Representative Optimization |
HFRX | Daily | IEHMRI | HFRXMREG | HFRX Multi-Region Index | Composite | Composite | Other | USD | Representative Optimization |
HFRX | Monthly | IEHXNAI | HFRXNA | HFRX North America Index | Composite | Composite | Americas | USD | Representative Optimization |
HFRX | Monthly | IEHNEI | HFRXNE | HFRX Northern Europe Index | Composite | Composite | Europe | USD | Representative Optimization |
HFRX | Daily | IEHRVAEI | HFRXRVAE | HFRX Relative Value Arbitrage EUR Index | Relative Value | Composite | Global | EUR | Representative Optimization |
HFRX | Daily | IEHXRVAI | HFRXRVA | HFRX Relative Value Arbitrage Index | Relative Value | Relative Value Arbitrage | Global | USD | Representative Optimization |
HFRX | Monthly | IEHRVIFF | HFRXRVFS | HFRX Relative Value Index (Flagship Funds) | Relative Value | Relative Value Arbitrage | Global | USD | Representative Optimization |
HFRX | Monthly | IEHRI | HFRXRUS | HFRX Russia Index | Composite | Composite | Emerging Markets | USD | Representative Optimization |
HFRX | Monthly | IEHREEI | HFRXEE | HFRX Russia/Eastern Europe Index | Composite | Composite | Europe | USD | Representative Optimization |
HFRX | Monthly | IEHRFABI | HFRXFAB | HFRX RV: FI-Asset Backed Index | Relative Value | Fixed Income-Asset Backed | Global | USD | Representative Optimization |
HFRX | Daily | IEHRFCAI | HFRXCA | HFRX RV: FI-Convertible Arbitrage Index | Relative Value | Convertible Arbitrage | Global | USD | Representative Optimization |
HFRX | Monthly | IEHRFAIFF | HFRXCAFS | HFRX RV: FI-Convertible Arbitrage Index (Flagship Funds) | Relative Value | Convertible Arbitrage | Global | USD | Representative Optimization |
HFRX | Monthly | IEHRFCI | HFRXFCO | HFRX RV: FI-Corporate Index | Relative Value | Fixed Income-Corporate | Global | USD | Representative Optimization |
HFRX | Monthly | IEHRFSI | HFRXFSV | HFRX RV: FI-Sovereign Index | Relative Value | Fixed Income-Sovereign | Global | USD | Representative Optimization |
HFRX | Daily | IEHRMSIX | HFRXRVMS | HFRX RV: Multi-Strategy Index | Relative Value | Multi-Strategy | Global | USD | Representative Optimization |
HFRX | Monthly | IEHMSIFF | HFRXRVMF | HFRX RV: Multi-Strategy Index (Flagship Funds) | Relative Value | Multi-Strategy | Global | USD | Representative Optimization |
HFRX | Monthly | IEHRREI | HFRXREAL | HFRX RV: Real Estate Index | Relative Value | Yield Alternative | Global | USD | Representative Optimization |
HFRX | Monthly | IEHXRVI | HFRXVOL | HFRX RV: Volatility Index | Relative Value | Volatility | Global | USD | Representative Optimization |
HFRX | Monthly | IEHRYAIX | HFRXYA | HFRX RV: Yield Alternative Index | Relative Value | Yield Alternative | Global | USD | Representative Optimization |
HFRX | Monthly | IEHTEMI | HFRXTEM | HFRX Total Emerging Market Index | Composite | Composite | Emerging Markets | USD | Equal-Weighted |
HFRX | Monthly | IEHWPEIX | HFRXWE | HFRX Western/Pan Europe Index | Composite | Composite | Europe | USD | Representative Optimization |
HFRB | Monthly | IEHBCI | HFRBCI | HFR Blockchain Composite Index | Blockchain | Composite | Global | USD | Equal-Weighted |
HFRB | Monthly | IEHCRYI | HFRBCC | HFR Cryptocurrency Index | Blockchain | Cryptocurrency | Global | USD | Equal-Weighted |
RISK PREMIA INDICES
HFR Index Family | Reporting Interval | ESMA ID | Ticker | Name | Main Strategy | Substrategy | Regional Investment Focus | Currency | Weighting Style | Asset Class | Style |
HFRA | Daily | IEHAMRPI | HFRAAMC | HFR Asset Manager Risk Premia Index | Risk Premia | Asset Manager | Global | USD | Equal Weighted | Composite | - - - |
HFRR | Daily | IEHBSRPAII | HFRRAI | HFR Bank Systematic Risk Premia Alternative Income Index | Risk Premia | Bank Systematic | Global | USD | Inverse Volatility Weighted | Thematic | Alternative Income |
HFRR | Daily | IEHBSRPCCAI | HFRRCMC | HFR Bank Systematic Risk Premia Commodity Carry Index | Risk Premia | Bank Systematic | Global | USD | Inverse Volatility Weighted | Commodity | Carry |
HFRR | Daily | IEHBSRPCIX | HFRRCM | HFR Bank Systematic Risk Premia Commodity Index | Risk Premia | Bank Systematic | Global | USD | Inverse Volatility Weighted | Commodity | Composite |
HFRR | Daily | IEHBSRPCMI | HFRRCMO | HFR Bank Systematic Risk Premia Commodity Momentum Index | Risk Premia | Bank Systematic | Global | USD | Inverse Volatility Weighted | Commodity | Momentum |
HFRR | Daily | IEHBSRPCVI | HFRRCML | HFR Bank Systematic Risk Premia Commodity Value Index | Risk Premia | Bank Systematic | Global | USD | Inverse Volatility Weighted | Commodity | Value |
HFRR | Daily | IEHBSRPCCI | HFRRCRC | HFR Bank Systematic Risk Premia Credit Carry Index | Risk Premia | Bank Systematic | Global | USD | Inverse Volatility Weighted | Credit | Carry |
HFRR | Daily | IEHBSRPCI | HFRRCR | HFR Bank Systematic Risk Premia Credit Index | Risk Premia | Bank Systematic | Global | USD | Inverse Volatility Weighted | Credit | Composite |
HFRR | Daily | IEHBSRPCRMI | HFRRCRM | HFR Bank Systematic Risk Premia Credit Momentum Index | Risk Premia | Bank Systematic | Global | USD | Inverse Volatility Weighted | Credit | Momentum |
HFRR | Daily | IEHBSRPCMSI | HFRRCRS | HFR Bank Systematic Risk Premia Credit Multi-Style Index | Risk Premia | Bank Systematic | Global | USD | Inverse Volatility Weighted | Credit | Multi-Style |
HFRR | Daily | IEHBSRPCCIX | HFRRCC | HFR Bank Systematic Risk Premia Currency Carry Index | Risk Premia | Bank Systematic | Global | USD | Inverse Volatility Weighted | Currency | Carry |
HFRR | Daily | IEHBSRPCUI | HFRRC | HFR Bank Systematic Risk Premia Currency Index | Risk Premia | Bank Systematic | Global | USD | Inverse Volatility Weighted | Currency | Composite |
HFRR | Daily | IEHBSRPCUMI | HFRRCMT | HFR Bank Systematic Risk Premia Currency Momentum Index | Risk Premia | Bank Systematic | Global | USD | Inverse Volatility Weighted | Currency | Momentum |
HFRR | Daily | IEHBSRPCUVI | HFRRCL | HFR Bank Systematic Risk Premia Currency Value Index | Risk Premia | Bank Systematic | Global | USD | Inverse Volatility Weighted | Currency | Value |
HFRR | Daily | IEHBSRPCVAI | HFRRCV | HFR Bank Systematic Risk Premia Currency Volatility Index | Risk Premia | Bank Systematic | Global | USD | Inverse Volatility Weighted | Currency | Volatility |
HFRR | Daily | IEHBSRPECI | HFRREC | HFR Bank Systematic Risk Premia Equity Carry Index | Risk Premia | Bank Systematic | Global | USD | Inverse Volatility Weighted | Equity | Carry |
HFRR | Daily | IEHBSRPEI | HFRRE | HFR Bank Systematic Risk Premia Equity Index | Risk Premia | Bank Systematic | Global | USD | Inverse Volatility Weighted | Equity | Composite |
HFRR | Daily | IEHBSRPELVI | HFRRELV | HFR Bank Systematic Risk Premia Equity Low Volatility Index | Risk Premia | Bank Systematic | Global | USD | Inverse Volatility Weighted | Equity | Low Volatility |
HFRR | Daily | IEHBSRPEMI | HFRREM | HFR Bank Systematic Risk Premia Equity Momentum Index | Risk Premia | Bank Systematic | Global | USD | Inverse Volatility Weighted | Equity | Momentum |
HFRR | Daily | IEHBSRPEMSI | HFRREMS | HFR Bank Systematic Risk Premia Equity Multi-Style Index | Risk Premia | Bank Systematic | Global | USD | Inverse Volatility Weighted | Equity | Multi-Style |
HFRR | Daily | IEHBSRPEQI | HFRREQ | HFR Bank Systematic Risk Premia Equity Quality Index | Risk Premia | Bank Systematic | Global | USD | Inverse Volatility Weighted | Equity | Quality |
HFRR | Daily | IEHBSRPEVI | HFRREVA | HFR Bank Systematic Risk Premia Equity Value Index | Risk Premia | Bank Systematic | Global | USD | Inverse Volatility Weighted | Equity | Value |
HFRR | Daily | IEHBSRPEVIX | HFRREVO | HFR Bank Systematic Risk Premia Equity Volatility Index | Risk Premia | Bank Systematic | Global | USD | Inverse Volatility Weighted | Equity | Volatility |
HFRR | Daily | IEHBSRPMAI | HFRRMA | HFR Bank Systematic Risk Premia Multi-Asset Index | Risk Premia | Bank Systematic | Global | USD | Inverse Volatility Weighted | Multi-Asset | Composite |
HFRR | Daily | IEHABRPMAMI | HFRRMAM | HFR Bank Systematic Risk Premia Multi-Asset Momentum Index | Risk Premia | Bank Systematic | Global | USD | Inverse Volatility Weighted | Multi-Asset | Momentum |
HFRR | Daily | IEHBSRPRCI | HFRRRTC | HFR Bank Systematic Risk Premia Rates Carry Index | Risk Premia | Bank Systematic | Global | USD | Inverse Volatility Weighted | Rates | Carry |
HFRR | Daily | IEHBSRPRI | HFRRRT | HFR Bank Systematic Risk Premia Rates Index | Risk Premia | Bank Systematic | Global | USD | Inverse Volatility Weighted | Rates | Composite |
HFRR | Daily | IEHBSRPRMI | HFRRRTM | HFR Bank Systematic Risk Premia Rates Momentum Index | Risk Premia | Bank Systematic | Global | USD | Inverse Volatility Weighted | Rates | Momentum |
HFRR | Daily | IEHBSRPRMSI | HFRRRTS | HFR Bank Systematic Risk Premia Rates Multi-Style Index | Risk Premia | Bank Systematic | Global | USD | Inverse Volatility Weighted | Rates | Multi-Style |
HFRR | Daily | IEHBSRPRVI | HFRRRTL | HFR Bank Systematic Risk Premia Rates Value Index | Risk Premia | Bank Systematic | Global | USD | Inverse Volatility Weighted | Rates | Value |
HFRR | Daily | IEHBSRPRVOI | HFRRRTV | HFR Bank Systematic Risk Premia Rates Volatility Index | Risk Premia | Bank Systematic | Global | USD | Inverse Volatility Weighted | Rates | Volatility |