HFR Risk Parity 12 Vol Indices Restatement - January 13, 2022
HFR Index Restatement details
Restatement posted: January 13 2022, 5:00pm CT
Reason: HFR discovered that the performance of a constituent fund of the HFR Risk Parity 12 Vol Indices was inadvertently omitted from the November 2021 performance calculation. Consequently, in order to properly adhere to the index methodology we are restating the performance of those indices for that date. The changes will affect the ROR% published for November and the Index Values published for November and December 2021.
|
Index |
Perf Date |
Previously published ROR% |
Previously published Index Values |
Restated ROR% |
Restated Index Values |
|
HFR Risk Parity Vol 12 Index |
Nov. 2021 |
-0.859% |
2654.74 |
-0.6765% |
2659.63 |
|
HFR Risk Parity Vol 12 Institutional Index |
Nov. 2021 |
-0.862% |
3017.53 |
-0.6799% |
3023.07 |
|
Index |
Perf Date |
Currently published ROR% |
Previously published Index Values |
Restated Index Values |
|
HFR Risk Parity Vol 12 Index |
Dec. 2021 |
+3.10% |
2737.07 |
2742.11 |
|
HFR Risk Parity Vol 12 Institutional Index |
Dec. 2021 |
+3.10% |
3111.11 |
3116.83 |
Contact Barry Higgins with any questions (bhiggins@hfr.com).