HFR Risk Parity Index™ Characteristics
See the below table for the HFR Risk Parity Index™ Characteristics.
Ticker | Strategy | Substrategy | Region | Weighting | Currency | Reporting Interval | |
---|---|---|---|---|---|---|---|
HFR Risk Parity Vol 10 Index | HFRPV10 | Risk Parity | Volatility Target 10 | Global | Equal-Weighted (Annual) | USD | Monthly |
HFR Risk Parity Vol 10 Institutional Index | HFRPV10I | Risk Parity | Volatility Target 10 | Global | Equal-Weighted (Annual) | USD | Monthly |
HFR Risk Parity Vol 12 Index | HFRPV12 | Risk Parity | Volatility Target 12 | Global | Equal-Weighted (Annual) | USD | Monthly |
HFR Risk Parity Vol 12 Institutional Index | HFRPV12I | Risk Parity | Volatility Target 12 | Global | Equal-Weighted (Annual) | USD | Monthly |
HFR Risk Parity Vol 15 Index | HFRPV15 | Risk Parity | Volatility Target 15 | Global | Equal-Weighted (Annual) | USD | Monthly |
HFR Risk Parity Vol 15 Institutional Index | HFRPV15I | Risk Parity | Volatility Target 15 | Global | Equal-Weighted (Annual) | USD | Monthly |
HFR Risk Parity Volatility Balanced Institutional Index | HFRPVBI | Risk Parity | Volatility Balanced | Global | Equal-Weighted (Annual) | USD | Monthly |