HFR Indices FAQ - Is it possible for a fund to be a constituent of multiple indices?
Is it possible for a fund to be a constituent of multiple indices?
HFRI Indices: Funds can contribute performance to more than one index. For example, a hedge fund engaged in Active Trading with a regional investment focus of China will be included in:
- HFRI Emerging Markets China Index
- HFRI Emerging Markets (Total) Index
- HFRI Macro: Active Trading Index
- HFRI Macro (Total) Index
- HFRI Fund Weighted Composite Index
Please note that each index is calculated separately and therefore a fund can only be included once per index.
HFRX Indices: Constituent funds are included in only one strategy-level index; however, most constituents are also included in the HFRX Global and HFRX Equal-Weighted composite indices.
HFRU Indices: Constituent funds are included in only one strategy-level index as well as the Composite Index. Please note that each index is calculated separately and therefore a fund can only be included once per index.