HFRI FOF (Synthetic) Indices
HFRI FOF (Synthetic) Indices are comprised of funds that are constituents of the HFRI 500 Index and are designed to synthetically (S) represent the performance of Low, Mid or High volatility fund of funds.
Fund of Funds - Synthetic
| Index Name | ROR | Index Value | YTD | LAST 12M | LAST 36M | LAST 60M | |
|---|---|---|---|---|---|---|---|
| HFRI FOF: Low Vol (S) Index › | -0.11% | 1776.97 | 0.88% | 1.44% | 4.43% | 2.75% | |
| HFRI FOF: Mid Vol (S) Index › | -1.04% | 2205.62 | 1.75% | -2.64% | 6.05% | 3.39% | |
| HFRI FOF: High Vol (S) Index › | -1.27% | 2548.15 | 2.94% | -4.20% | 7.54% | 4.25% | |
| HFRI FOF: Risk Mitigation (S) Index › | 0.62% | 2502.35 | 0.40% | 4.93% | 6.00% | 5.58% | |
| HFRI FOF: Low Vol (C) Strategy Weighted Index › | -0.25% | 1747.39 | 0.84% | -0.55% | 3.35% | 2.22% |