HFR Interval Funds Indices
| Daily Performance as of 2026-05-01 | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Favorites Status | Index Name | DTD | MTD | YTD | Index Value | Apr 2026 | YTD | Last 12M | Last 36M (ann %) |
| HFR Interval Funds Index | 0.0204 | 2.04 | 0.58 | Value blurred out. | 2.22 | 0.56 | Value blurred out. | Value blurred out. | |
| HFR Interval Funds Asset Weighted Index | -0.0009 | -0.09 | 2.41 | Value blurred out. | 3.42 | 2.41 | Value blurred out. | Value blurred out. | |
Index Constituents & Eligibility
Interval Funds are a type of closed-end investment company that periodically offers to repurchase its shares from shareholders (See Formulaic Methodology document for more details). Unlike traditional closed-end funds, interval funds do not trade on a secondary market. Instead, they are required under Rule 23c-3 of the Investment Company Act of 1940 to make periodic repurchase offers to shareholders at net asset value (NAV).
Eligibility criteria for funds included in the HFR Interval Fund Indices are as follows:
- Fund is registered as an interval fund under the Investment Company Act of 1940 (Rule 23c-3)
- Performance denominated in U.S. Dollars
- Fund reports NAV at least monthly
Computation of the Index NAV uses actual performance of constituent funds as reported by the managers. Performance reflects constituent fund management fees, incentive fees, dividends and other distributions. In cases where a manager lists multiple funds with the same or similar investment profiles, HFR chooses only the most representative fund for inclusion. HFR also screens for funds that exhibit abnormal volatility compared to their peers and may consider them for exclusion from the indices.
HFR Interval Indices Methodology Documentation
HFR Interval Indices Defined Formulaic Methodology (PDF)
Please contact IndexData@hfr.com with questions.
Update Schedule
HFR Interval Funds Indices are total return indices and are published daily by HFR. Index performance is not calculated nor published on US market holidays.
| Index Type | Publication Schedule | Details |
| HFR Interval Funds Indices | Final upon publication | Reported on a T+1 basis |
Index Characteristics
| Favorites Status | Index Name | Ticker | Strategy | Sub-Stategy | Region | Weighting | FX Type | Currency | Reporting Interval |
|---|---|---|---|---|---|---|---|---|---|
| HFR Interval Funds Index | HFRNFWC | Composite | Composite | Global | Equal-Weighted | – | USD | Daily | |
| HFR Interval Funds Asset-Weighted Index | HFRNAWC | Composite | Composite | Global | Asset-Weighted | – | USD | Daily |
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