Risk Parity is an approach to investment portfolio management which focuses on allocation of risk, usually defined as volatility, rather than allocation of capital. Risk Parity funds are classified by main volatility targets. Funds with a volatility target of 10% or less are classified as Volatility Target: 10%
HFR Risk Parity Indices - Index Descriptions
The HFR Risk Parity Indices™ are a series of benchmarks designed to reflect the performance of the universe of managers that employ a portfolio allocation strategy based on targeting risk levels across the various components of an investment portfolio.
Risk Parity is an approach to investment portfolio management which focuses on allocation of risk, usually defined as volatility, rather than allocation of capital. Risk Parity funds are classified by main volatility targets. Funds with a volatility target of 10% or less are classified as Volatility Target: 10%. Funds must have assets under management of USD $500MM or greater in order to be considered for inclusion in an HFR Risk Parity Institutional Index.
Risk Parity is an approach to investment portfolio management which focuses on allocation of risk, usually defined as volatility, rather than allocation of capital. Risk Parity funds are classified by main volatility targets. Funds with a volatility target of greater than 10% and less than 15% are classified as Volatility Target: 12%.
Risk Parity is an approach to investment portfolio management which focuses on allocation of risk, usually defined as volatility, rather than allocation of capital. Risk Parity funds are classified by main volatility targets. Funds with a volatility target of greater than 10% and less than 15% are classified as Volatility Target: 12%. Funds must have assets under management of USD $500MM or greater in order to be considered for inclusion in an HFR Risk Parity Institutional Index.
Risk Parity is an approach to investment portfolio management which focuses on allocation of risk, usually defined as volatility, rather than allocation of capital. Risk Parity funds are classified by main volatility targets. Funds with a volatility target of greater than or equal to 15% and less than 20% are classified as Volatility Target: 15%.
Risk Parity is an approach to investment portfolio management which focuses on allocation of risk, usually defined as volatility, rather than allocation of capital. Risk Parity funds are classified by main volatility targets. Funds with a volatility target of greater than or equal to 15% and less than 20% are classified as Volatility Target: 15%. Funds must have assets under management of USD $500MM or greater in order to be considered for inclusion in an HFR Risk Parity Institutional Index.
Risk Parity is an approach to investment portfolio management which focuses on allocation of risk, usually defined as volatility, rather than allocation of capital. Risk Parity funds are classified by main volatility targets. The HFR Risk Parity Volatility Balanced Institutional Index is comprised of the HFRP Vol 10, Vol 12 and Vol 15 Indices which are weighted based on a quantitative methodology to result in a mean volatility across the full constituency. Funds must have assets under management of USD $500MM or greater in order to be considered for inclusion in an HFR Risk Parity Institutional Index.