HFRI 400 (US) Hedge Fund Indices Characteristics
Index Characteristics
Ticker | Strategy | Substrategy | Region | Weighting | Currency | Reporting Interval | |
---|---|---|---|---|---|---|---|
HFRI 400 (US) ED: Activist Index | HFRI4EDA | Event Driven | Activist | Global | Equal-Weighted | USD | Monthly |
HFRI 400 (US) ED: Distressed/Restructuring Index | HFRI4EDD | Event Driven | Distressed/Restructuring | Global | Equal-Weighted | USD | Monthly |
HFRI 400 (US) ED: Event Driven ex-Merger Arbitrage | HFRI4XMA | Event Driven | Composite | Global | Equal-Weighted | USD | Monthly |
HFRI 400 (US) ED: Merger Arbitrage Index | HFRI4EDB | Event Driven | Merger Arbitrage | Global | Equal-Weighted | USD | Monthly |
HFRI 400 (US) ED: Multi-Strategy Index | HFRI4EDM | Event Driven | Multi-Strategy | Global | Equal-Weighted | USD | Monthly |
HFRI 400 (US) ED: Special Situations Index | HFRI4EDS | Event Driven | Special Situations | Global | Equal-Weighted | USD | Monthly |
HFRI 400 (US) EH: Energy/Basic Materials Index | HFRI4EEB | Equity Hedge | Energy/Basic Materials | Global | Equal-Weighted | USD | Monthly |
HFRI 400 (US) EH: Equity Market Neutral Index | HFRI4EMN | Equity Hedge | Equity Market Neutral | Global | Equal-Weighted | USD | Monthly |
HFRI 400 (US) EH: Fundamental Growth Index | HFRI4EHG | Composite | Fundamental Growth | Global | Equal-Weighted | USD | Monthly |
HFRI 400 (US) EH: Fundamental Value Index | HFRI4EHV | Equity Hedge | Fundamental Value | Global | Equal-Weighted | USD | Monthly |
HFRI 400 (US) EH: Healthcare Index | HFRI4EHC | Equity Hedge | Healthcare | Global | Equal-Weighted | USD | Monthly |
HFRI 400 (US) EH: Long/Short Index | HFRI4ELS | Equity Hedge | Composite | Global | Equal-Weighted | USD | Monthly |
HFRI 400 (US) EH: Multi-Strategy Index | HFRI4EHM | Equity Hedge | Multi-Strategy | Global | Equal-Weighted | USD | Monthly |
HFRI 400 (US) EH: Quantitative Directional Index | HFRI4EQD | Equity Hedge | Quantitative Directional | Global | Equal-Weighted | USD | Monthly |
HFRI 400 (US) EH: Technology Index | HFRI4EHT | Equity Hedge | Technology | Global | Equal-Weighted | USD | Monthly |
HFRI 400 (US) Equity Hedge Index | HFRI4EH | Equity Hedge | Composite | Global | Equal-Weighted | USD | Monthly |
HFRI 400 (US) Event-Driven Index | HFRI4ED | Event-Driven | Composite | Global | Equal-Weighted | USD | Monthly |
HFRI 400 (US) Fund Weighted Composite Index | HFRI4FWC | Composite | Composite | Global | Equal-Weighted | USD | Monthly |
HFRI 400 (US) Macro Index | HFRI4M | Macro | Composite | Global | Equal-Weighted | USD | Monthly |
HFRI 400 (US) Macro: Commodity Index | HFRI4MCO | Macro | Commodity | Global | Equal-Weighted | USD | Monthly |
HFRI 400 (US) Macro: Discretionary Macro Index | HFRI4MDM | Macro | Composite | Global | Equal-Weighted | USD | Monthly |
HFRI 400 (US) Macro: Discretionary Thematic Index | HFRI4MDT | Macro | Discretionary Thematic | Global | Equal-Weighted | USD | Monthly |
HFRI 400 (US) Macro: Multi-Strategy Index | HFRI4MMS | Macro | Multi-Strategy | Global | Equal-Weighted | USD | Monthly |
HFRI 400 (US) Macro: Systematic Diversified Index | HFRI4MSD | Macro | Systematic Diversified | Global | Equal-Weighted | USD | Monthly |
HFRI 400 (US) Macro: Systematic Macro Index | HFRI4MSM | Macro | Composite | Global | Equal-Weighted | USD | Monthly |
HFRI 400 (US) Relative Value Index | HFRI4RV | Relative Value | Composite | Global | Equal-Weighted | USD | Monthly |
HFRI 400 (US) RV: Fixed Income - Asset Backed Index | HFRI4RVB | Relative Value | Fixed Income - Asset Backed | Global | Equal-Weighted | USD | Monthly |
HFRI 400 (US) RV: Fixed Income - Convertible Arbitrage Index | HFRI4RVC | Relative Value | Fixed Income - Convertible Arbitrage | Global | Equal-Weighted | USD | Monthly |
HFRI 400 (US) RV: Fixed Income - Corporate Index | HFRI4RVR | Relative Value | Fixed Income - Corporate | Global | Equal-Weighted | USD | Monthly |
HFRI 400 (US) RV: Fixed Income - Sovereign Index | HFRI4RVS | Relative Value | Fixed Income - Sovereign | Global | Equal-Weighted | USD | Monthly |
HFRI 400 (US) RV: Fixed Income Relative Value Index | HFRI4RFI | Relative Value | Composite | Global | Equal-Weighted | USD | Monthly |
HFRI 400 (US) RV: Multi-Strategy Index | HFRI4RVM | Relative Value | Multi-Strategy | Global | Equal-Weighted | USD | Monthly |
HFRI 400 (US) RV: Volatility Index | HFRI4RVV | Relative Value | Volatility | Global | Equal-Weighted | USD | Monthly |