HFR Bank Systematic Risk Premia Index Characteristics
See the below table for the HFR Bank Systematic Risk Premia Index Characteristics.
Ticker | Asset Class | Style | Region | Weighting | Currency | Reporting Interval | Asset Class | Style | |
---|---|---|---|---|---|---|---|---|---|
HFR Bank Systematic Risk Premia Alternative Income Index | HFRRAI | Thematic | Alternative Income | Global | Inverse Volatility Weighted | USD | Daily | Thematic | Alternative Income |
HFR Bank Systematic Risk Premia Commodity Carry Index | HFRRCMC | Commodity | Carry | Global | Inverse Volatility Weighted | USD | Daily | Commodity | Carry |
HFR Bank Systematic Risk Premia Commodity Index | HFRRCM | Commodity | Composite | Global | Inverse Volatility Weighted | USD | Daily | Commodity | Composite |
HFR Bank Systematic Risk Premia Commodity Momentum Index | HFRRCMO | Commodity | Momentum | Global | Inverse Volatility Weighted | USD | Daily | Commodity | Momentum |
HFR Bank Systematic Risk Premia Commodity Value Index | HFRRCML | Commodity | Value | Global | Inverse Volatility Weighted | USD | Daily | Commodity | Value |
HFR Bank Systematic Risk Premia Credit Carry Index | HFRRCRC | Credit | Carry | Global | Inverse Volatility Weighted | USD | Daily | Credit | Carry |
HFR Bank Systematic Risk Premia Credit Index | HFRRCR | Credit | Composite | Global | Inverse Volatility Weighted | USD | Daily | Credit | Composite |
HFR Bank Systematic Risk Premia Credit Momentum Index | HFRRCRM | Credit | Momentum | Inverse Volatility Weighted | USD | Daily | Credit | Momentum | |
HFR Bank Systematic Risk Premia Credit Multi-Style Index | HFRRCRS | Credit | Multi-Style | Global | Inverse Volatility Weighted | USD | Daily | Credit | Multi-Style |
HFR Bank Systematic Risk Premia Credit Volatility Index | HFRRCRV | Credit | Volatility | Global | Inverse Volatility Weighted | USD | Daily | Credit | Volatility |
HFR Bank Systematic Risk Premia Currency Carry Index | HFRRCC | Currency | Carry | Global | Inverse Volatility Weighted | USD | Daily | Currency | Carry |
HFR Bank Systematic Risk Premia Currency Index | HFRRC | Currency | Composite | Global | Inverse Volatility Weighted | USD | Daily | Currency | Composite |
HFR Bank Systematic Risk Premia Currency Momentum Index | HFRRCMT | Currency | Momentum | Global | Inverse Volatility Weighted | USD | Daily | Currency | Momentum |
HFR Bank Systematic Risk Premia Currency Value Index | HFRRCL | Currency | Value | Global | Inverse Volatility Weighted | USD | Daily | Currency | Value |
HFR Bank Systematic Risk Premia Currency Volatility Index | HFRRCV | Currency | Volatility | Global | Inverse Volatility Weighted | USD | Daily | Currency | Volatility |
HFR Bank Systematic Risk Premia Equity Carry Index | HFRREC | Equity | Value | Global | Inverse Volatility Weighted | USD | Daily | Equity | Value |
HFR Bank Systematic Risk Premia Equity Index | HFRRE | Equity | Composite | Global | Inverse Volatility Weighted | USD | Daily | Equity | Composite |
HFR Bank Systematic Risk Premia Equity Low Volatility Index | HFRRELV | Equity | Low Volatility | Global | Inverse Volatility Weighted | USD | Daily | Equity | Low Volatility |
HFR Bank Systematic Risk Premia Equity Momentum Index | HFRREM | Equity | Momentum | Global | Inverse Volatility Weighted | USD | Daily | Equity | Momentum |
HFR Bank Systematic Risk Premia Equity Multi-Style Index | HFRREMS | Equity | Multi-Style | Global | Inverse Volatility Weighted | USD | Daily | Equity | Multi-Style |
HFR Bank Systematic Risk Premia Equity Quality Index | HFRREQ | Equity | Quality | Global | Inverse Volatility Weighted | USD | Daily | Equity | Quality |
HFR Bank Systematic Risk Premia Equity Value Index | HFRREVA | Equity | Value | Global | Inverse Volatility Weighted | USD | Daily | Equity | Value |
HFR Bank Systematic Risk Premia Equity Volatility Index | HFRREVO | Equity | Volatility | Global | Inverse Volatility Weighted | USD | Daily | Equity | Volatility |
HFR Bank Systematic Risk Premia Multi-Asset Index | HFRRMA | Multi-Asset | Composite | Global | Inverse Volatility Weighted | USD | Daily | Multi-Asset | Composite |
HFR Bank Systematic Risk Premia Multi-Asset Momentum Index | HFRRMAM | Multi-Asset | Momentum | Global | Inverse Volatility Weighted | USD | Daily | Multi-Asset | Momentum |
HFR Bank Systematic Risk Premia Rates Index | HFRRRT | Rates | Composite | Global | Inverse Volatility Weighted | USD | Daily | Rates | Composite |
HFR Bank Systematic Risk Premia Rates Momentum Index | HFRRRTM | Rates | Momentum | Global | Inverse Volatility Weighted | USD | Daily | Rates | Momentum |
HFR Bank Systematic Risk Premia Rates Multi-Style Index | HFRRRTS | Rates | Multi-Style | Global | Inverse Volatility Weighted | USD | Daily | Rates | Multi-Style |
HFR Bank Systematic Risk Premia Rates Value Index | HFRRRTL | Rates | Value | Global | Inverse Volatility Weighted | USD | Daily | Rates | Value |
HFR Bank Systematic Risk Premia Rates Volatility Index | HFRRRTV | Rates | Volatility | Global | Inverse Volatility Weighted | USD | Daily | Rates | Volatility |