HFR Indices FAQ - How often is index performance updated?
Monthly-reporting HFR Indices: Except for the HFRX Indices, HFR Indices which are reported on a monthly interval are published twice as estimates before being finalized: The Flash Update (fifth US business day after month end), Mid Update (15th of the month - or nearest US business day afterwards), and the Final Update (third to last US business day of the month).
HFRX Indices: Daily-reporting HFRX Indices are published on a T+1 basis.
HFRX Indices (Flagship Funds) that report on a monthly interval only will be updated on the 1st business day of the month and the 15th of each month (or nearest business day afterward). When a new month's performance is posted on the 15th (the Mid-Update) - the performance will be posted as an estimate. The Index performance will then be finalized on the first business day of the following month (the End update).
HFRU Indices: Report performance daily on a T+1 basis. Index performance is then subject to revision for 5 business days and finalized after 5 business days have elapse.
HFRU Indices are not published for days which are bank holidays in Luxembourg or Ireland. HFRU Indices are not reported on US bank holidays.
HFRI-I Indices: Are published on a T+1 basis.
HFR Bank Systematic Risk Premia Indices: Are published on a T+1 basis.
HFR Asset Manager Risk Premia Indices: Are published on a T+1 basis.