HFR Co-Investment Indices
| Monthly Performance for Jun 2026 | |||||||
|---|---|---|---|---|---|---|---|
| Favorites Status | Index Name | ROR (%) | Index Value | YTD (%) | Last 12M (%) | Last 36M (ann %) | Last 60M (ann %) |
| HFR Co-Investment Index | 3.81 | Value blurred out. | 10.31 | 25.51 | Value blurred out. | Value blurred out. | |
| HFR Co-Investment (Security Weighted) Index | 3.43 | Value blurred out. | 13.77 | 27.86 | Value blurred out. | Value blurred out. | |
HFR Co-Investment Index Constituents & Eligibility
20 Constituent Managers, approximately 100 positions.
Eligibility criteria for Managers included in the Co-Investment Index are as follows:
- The manager has historically offered Best Ideas and/or Co-Investment opportunities to investors
- The submission represents a Best Ideas/Co-Investment opportunity set, and does not represent a pooled fund vehicle, managed account, or other excluded structure
- The manager has agreed to provide position-level data and pricing (if needed) for future Best Ideas/Co-Investments
- The manager can submit the required data in the format prescribed by HFR (the “Submission Template”)
- The manager has passed internal operational and qualitative screening as determined by HFR
- Positions and constituent level data are listed on HFRConnect HFR’s proprietary co-investment platform
HFR Co-Investment Indices Methodology
- The Index level evolves as NAV_t=NAV_(t-1) x (1+ROR_t), given an initial Index level NAV_t0
- Fee Structure: 1.5% Management / 20% Incentive.
- Index Net Asset Value Calculation follows a two-step roll-up methodology
- Index is rebalanced annually
HFR Co-Investment Indices Defined Formulaic Methodology (PDF)
Please contact IndexData@hfr.com with questions.
Update Schedule
HFR Co-Investment Indices will first be published as estimates on the 15th day after month end (or nearest US business day afterward). The performance for these indices will then be finalized on the third to last US business day of month (the Final update).
| Publication Schedule | Details |
| Initial Estimate | 15th of Month (after month end) or nearest US business day afterwards |
| Final | Third to last US business day of the month |
Index Characteristics
| Favorites Status | Index Name | Ticker | Strategy | Sub-Stategy | Region | Weighting | FX Type | Currency | Reporting Interval |
|---|---|---|---|---|---|---|---|---|---|
| HFR Co-Investment (Security Weighted) Index | HFRCISC | Composite | Composite | Global | Equal-Weighted | – | USD | Monthly | |
| HFR Co-Investment Index | HFRCINV | Composite | Composite | Global | Equal-Weighted | – | USD | Monthly |
Discover Institutional-Quality Co-Investment Opportunities
Investors can now discover unique co-investment opportunities with confidence through HFRConnect, an AI-powered platform managed by HFR Asset Management. Designed to broaden access to exclusive co-investment opportunities, HFRConnect connects investment managers with qualified allocators in a secure and confidential environment.
HFRConnect enables managers to showcase curated opportunities and combines AI-driven discovery with privacy-first collaboration. We empower allocators to identify, evaluate, and engage with potential investments efficiently, transparently, and with confidence. Access HFRConnect now and learn more by contacting marenibar@hfr.com
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