HFRI 500 Hedge Fund Indices
The HFRI 500 Hedge Fund Indices consist of funds that are open to new investment and offer quarterly liquidity or better. The indices are equal-weighted and rebalanced on a quarterly basis.
New HFR YouTube Channel: HFRI 500 Investable Hedge Fund Index
HFRI 500 Investor Guidebook
In response to institutional demand, HFR is pleased to announce the publication of the HFRI 500 Investor Guidebook. The Investor Guidebook is designed to offer a comprehensive overview of the investable HFRI 500, a family of broadly diversified indices comprised of funds selected from the larger HFRI Index universe which are available for investment and offering quarterly liquidity or better. Learn more
HFRI 500 Indices
Index Name | ROR | Index Value | YTD | LAST 12M | LAST 36M | LAST 60M | View Strategies | |
---|---|---|---|---|---|---|---|---|
HFRI 500 Fund Weighted Composite Index › | 2.27% | 1736.95 | 2.30% | 5.36% | 2.95% | 5.96% | ||
HFRI 500 Equity Hedge Index › | 2.86% | 1872.09 | 2.78% | 7.53% | 0.66% | 6.00% | VIEW + | |
HFRI 500 Event-Driven Index › | 0.49% | 1819.48 | -0.04% | 7.72% | 3.35% | 5.95% | VIEW + | |
HFRI 500 Macro Index › | 3.30% | 1483.57 | 3.82% | 0.67% | 6.47% | 6.45% | VIEW + | |
HFRI 500 Relative Value Index › | 0.43% | 1556.42 | 0.61% | 4.68% | 3.48% | 3.99% | VIEW + |
HFRI 500 Indices - Equity Hedge
Index Name | ROR | Index Value | YTD | LAST 12M | LAST 36M | LAST 60M | |
---|---|---|---|---|---|---|---|
HFRI 500 Equity Hedge Index › | 2.86% | 1872.09 | 2.78% | 7.53% | 0.66% | 6.00% | |
HFRI 500 EH: Energy/Basic Materials Index › | 1.75% | 2070.70 | 3.26% | 0.82% | 6.97% | 10.74% | |
HFRI 500 EH: Long/Short Index › | 3.12% | 2922.80 | 2.93% | 8.01% | 0.70% | 6.45% | |
HFRI 500 EH: Equity Market Neutral Index › | 0.95% | 1391.06 | 2.04% | 2.87% | 1.21% | 2.65% | |
HFRI 500 EH: Fundamental Growth Index › | 4.61% | 1882.20 | 3.79% | 11.69% | -1.78% | 6.08% | |
HFRI 500 EH: Fundamental Value Index › | 2.12% | 1925.00 | 1.35% | 8.19% | 2.10% | 6.53% | |
HFRI 500 EH: Healthcare Index › | 3.60% | 2335.88 | 3.93% | -4.65% | -7.33% | 2.11% | |
HFRI 500 EH: Long/Short Directional Index › | 3.08% | 1966.01 | 2.87% | 7.99% | 0.63% | 6.55% | |
HFRI 500 EH: Multi-Strategy Index › | 1.59% | 1787.19 | 3.70% | 3.38% | 2.39% | 5.96% | |
HFRI 500 EH: Quantitative Directional Index › | 1.16% | 2553.82 | 6.33% | 14.77% | 11.46% | 8.46% | |
HFRI 500 EH: Technology Index › | 6.25% | 2464.65 | 8.68% | 8.59% | -1.76% | 7.59% |
HFRI 500 Indices - Event Driven
Index Name | ROR | Index Value | YTD | LAST 12M | LAST 36M | LAST 60M | |
---|---|---|---|---|---|---|---|
HFRI 500 Event-Driven Index › | 0.49% | 1819.48 | -0.04% | 7.72% | 3.35% | 5.95% | |
HFRI 500 Event Driven Directional Index › | 0.93% | 1779.74 | 0.14% | 10.31% | 3.48% | 5.54% | |
HFRI 500 ED: Activist Index › | 1.29% | 2424.63 | 1.09% | 6.53% | 6.98% | 11.57% | |
HFRI 500 ED: Distressed/Restructuring Index › | 1.75% | 1942.58 | 1.40% | 8.88% | 5.75% | 8.23% | |
HFRI 500 ED: Event Driven ex-Merger Arbitrage Index › | 0.75% | 2529.17 | 0.15% | 9.05% | 3.40% | 6.15% | |
HFRI 500 ED: Merger Arbitrage Index › | -0.27% | 1531.13 | -0.53% | 3.72% | 3.07% | 4.54% | |
HFRI 500 ED: Multi-Strategy Index › | -0.34% | 1712.69 | -0.50% | 5.91% | -0.73% | 4.15% | |
HFRI 500 ED: Special Situations Index › | 0.30% | 1694.26 | -1.32% | 10.61% | 2.87% | 4.75% |
HFRI 500 Indices - Macro
Index Name | ROR | Index Value | YTD | LAST 12M | LAST 36M | LAST 60M | |
---|---|---|---|---|---|---|---|
HFRI 500 Macro Index › | 3.30% | 1483.57 | 3.82% | 0.67% | 6.47% | 6.45% | |
HFRI 500 Macro: Commodity Index › | 4.60% | 1213.21 | 7.74% | -16.19% | 13.45% | 8.19% | |
HFRI 500 Macro: Currency Index › | -2.33% | 1069.81 | -2.46% | -3.50% | 0.83% | 1.54% | |
HFRI 500 Macro: Discretionary Directional Index › | 0.10% | 1315.63 | -1.84% | 0.07% | 1.62% | 3.21% | |
HFRI 500 Macro: Discretionary Macro Index › | 0.07% | 1743.82 | -1.16% | -1.53% | 5.01% | 5.20% | |
HFRI 500 Macro: Discretionary Thematic Index › | 0.50% | 1428.11 | -1.33% | 1.06% | 2.03% | 3.64% | |
HFRI 500 Macro: Multi-Strategy Index › | 1.31% | 1573.59 | 3.47% | 5.04% | 7.72% | 8.10% | |
HFRI 500 Macro: Systematic Directional Index › | 5.07% | 1589.31 | 6.29% | 0.92% | 6.74% | 6.74% | |
HFRI 500 Macro: Systematic Diversified Index › | 5.07% | 1613.90 | 6.29% | 0.92% | 6.77% | 6.80% | |
HFRI 500 Macro: Systematic Macro Index › | 4.85% | 2237.28 | 6.37% | 1.74% | 7.75% | 7.48% | |
HFRI 500 Trend Following Directional Index › | 4.25% | 1577.99 | 5.69% | 1.84% | 6.96% | 7.09% |
HFRI 500 Indices - Relative Value
Index Name | ROR | Index Value | YTD | LAST 12M | LAST 36M | LAST 60M | |
---|---|---|---|---|---|---|---|
HFRI 500 Relative Value Index › | 0.43% | 1556.42 | 0.61% | 4.68% | 3.48% | 3.99% | |
HFRI 500 RV: Fixed Income - Asset Backed Index › | -0.25% | 1528.13 | -0.06% | 4.86% | 2.09% | 1.37% | |
HFRI 500 RV: Fixed Income - Convertible Arbitrage Index › | 1.08% | 1601.46 | 1.44% | 4.25% | 1.58% | 5.60% | |
HFRI 500 RV: Fixed Income - Corporate Index › | 0.56% | 1633.72 | 1.56% | 6.38% | 2.35% | 3.98% | |
HFRI 500 RV: Fixed Income - Sovereign Index › | 1.64% | 1713.17 | 1.82% | 9.87% | 5.84% | 6.04% | |
HFRI 500 RV: Fixed Income Directional Index › | 0.59% | 1612.39 | 1.19% | 6.13% | 2.75% | 3.67% | |
HFRI 500 RV: Multi-Strategy Index › | 1.05% | 1577.38 | 1.95% | 6.36% | 5.80% | 5.36% | |
HFRI 500 RV: Fixed Income Relative Value Index › | 0.67% | 2458.57 | 0.79% | 5.40% | 2.71% | 3.28% | |
HFRI 500 RV: Volatility Index › | -0.53% | 1164.60 | -0.09% | 0.66% | 3.51% | 3.56% |
Regional
Index Name | ROR | Index Value | YTD | LAST 12M | LAST 36M | LAST 60M | |
---|---|---|---|---|---|---|---|
HFRI 500 Emerging Markets Index › | 3.51% | 1668.12 | 2.03% | 10.70% | 0.04% | 4.10% |
Thematic
Index Name | ROR | Index Value | YTD | LAST 12M | LAST 36M | LAST 60M | |
---|---|---|---|---|---|---|---|
HFRI 500 Low Beta Index › | 0.66% | 1997.87 | 0.60% | 4.65% | 3.22% | 4.09% |
Fund of Funds - SyntheticInvestable
Index Name | ROR | Index Value | YTD | LAST 12M | LAST 36M | LAST 60M | |
---|---|---|---|---|---|---|---|
HFRI FOF: Low Vol (S) Index › | 2.20% | 1830.63 | 2.53% | 3.02% | 2.14% | 3.62% | |
HFRI FOF: Mid Vol (S) Index › | 2.75% | 2331.66 | 2.71% | 5.71% | 1.99% | 5.17% | |
HFRI FOF: High Vol (S) Index › | 3.24% | 2717.73 | 2.98% | 6.65% | 1.94% | 6.50% | |
HFRI FOF: Risk Mitigation (S) Index › | 3.09% | 2545.96 | 3.70% | 1.74% | 4.46% | 5.24% | |
HFRI FOF: Low Vol (C) Strategy Weighted Index › | 1.84% | 1819.03 | 2.04% | 4.10% | 1.50% | 3.25% |