HFRI 500 Hedge Fund Indices Characteristics
See the below table for the HFRI 500 Hedge Fund Indices Characteristics.
Ticker | Strategy | Substrategy | Region | Weighting | Currency | Reporting Interval | |
---|---|---|---|---|---|---|---|
HFRI 500 ED: Activist Index | HFRI5EDA | Event Driven | Activist | Global | Equal-Weighted | USD | Monthly |
HFRI 500 ED: Distressed/Restructuring Index | HFRI5EDD | Event Driven | Distressed/Restructuring | Global | Equal-Weighted | USD | Monthly |
HFRI 500 ED: Event Driven ex-Merger Arbitrage Index | HFRI5XMA | Event Driven | Composite | Global | Equal-Weighted | USD | Monthly |
HFRI 500 ED: Merger Arbitrage Index | HFRI5EDB | Event Driven | Merger Arbitrage | Global | Equal-Weighted | USD | Monthly |
HFRI 500 ED: Multi-Strategy Index | HFRI5EDM | Event Driven | Multi-Strategy | Global | Equal-Weighted | USD | Monthly |
HFRI 500 ED: Special Situations Index | HFRI5EDS | Event Driven | Special Situations | Global | Equal-Weighted | USD | Monthly |
HFRI 500 EH: Energy/Basic Materials Index | HFRI5EEB | Equity Hedge | Energy/Basic Materials | Global | Equal-Weighted | USD | Monthly |
HFRI 500 EH: Equity Long/Short Index | HFRI5ELS | Equity Hedge | Composite | Global | Equal-Weighted | USD | Monthly |
HFRI 500 EH: Equity Market Neutral Index | HFRI5EMN | Equity Hedge | Equity Market Neutral | Global | Equal-Weighted | USD | Monthly |
HFRI 500 EH: Fundamental Growth Index | HFRI5EHG | Equity Hedge | Fundamental Growth | Global | Equal-Weighted | USD | Monthly |
HFRI 500 EH: Fundamental Value Index | HFRI5EHV | Equity Hedge | Fundamental Value | Global | Equal-Weighted | USD | Monthly |
HFRI 500 EH: Healthcare Index | HFRI5EHC | Equity Hedge | Healthcare | Global | Equal-Weighted | USD | Monthly |
HFRI 500 EH: Long/Short Directional Index | HFRI5ELD | Equity Hedge | Directional | Global | Equal-Weighted | USD | Monthly |
HFRI 500 EH: Multi-Strategy Index | HFRI5EHM | Equity Hedge | Multi-Strategy | Global | Equal-Weighted | USD | Monthly |
HFRI 500 EH: Quantitative Directional Index | HFRI5EQD | Equity Hedge | Quantitative Directional | Global | Equal-Weighted | USD | Monthly |
HFRI 500 EH: Technology Index | HFRI5EHT | Equity Hedge | Technology | Global | Equal-Weighted | USD | Monthly |
HFRI 500 Emerging Markets Index | HFRI5EM | Composite | Composite | Emerging Markets | Equal-Weighted | USD | Monthly |
HFRI 500 Equity Hedge Index | HFRI5EH | Equity Hedge | Composite | Global | Equal-Weighted | USD | Monthly |
HFRI 500 Event Driven Directional Index | HFRI5EDR | Event Driven | Directional | Global | Equal-Weighted | USD | Monthly |
HFRI 500 Event-Driven Index | HFRI5ED | Event-Driven | Composite | Global | Equal-Weighted | USD | Monthly |
HFRI 500 Fund Weighted Composite Index | HFRI5FWC | Composite | Composite | Global | Equal-Weighted | USD | Monthly |
HFRI 500 Low Beta Index | HFRI5LB | Thematic | Low Beta | Global | Equal-Weighted | USD | Monthly |
HFRI 500 Macro Index | HFRI5M | Macro | Composite | Global | Equal-Weighted | USD | Monthly |
HFRI 500 Macro: Commodity Index | HFRI5MCO | Macro | Commodity | Global | Equal-Weighted | USD | Monthly |
HFRI 500 Macro: Currency Index | HFRI5MCU | Macro | Currency | Global | Equal-Weighted | USD | Monthly |
HFRI 500 Macro: Discretionary Directional Index | HFRI5MDD | Macro | Directional | Global | Equal-Weighted | USD | Monthly |
HFRI 500 Macro: Discretionary Macro Index | HFRI5MDM | Macro | Composite | Global | Equal-Weighted | USD | Monthly |
HFRI 500 Macro: Discretionary Thematic Index | HFRI5MDT | Macro | Discretionary Thematic | Global | Equal-Weighted | USD | Monthly |
HFRI 500 Macro: Multi-Strategy Index | HFRI5MMS | Macro | Multi-Strategy | Global | Equal-Weighted | USD | Monthly |
HFRI 500 Macro: Systematic Directional Index | HFRI5MSR | Macro | Directional | Global | Equal-Weighted | USD | Monthly |
HFRI 500 Macro: Systematic Diversified Index | HFRI5MSD | Macro | Systematic Diversified | Global | Equal-Weighted | USD | Monthly |
HFRI 500 Macro: Systematic Macro Index | HFRI5MSM | Macro | Composite | Global | Equal-Weighted | USD | Monthly |
HFRI 500 Relative Value Index | HFRI5RVA | Relative Value | Composite | Global | Equal-Weighted | USD | Monthly |
HFRI 500 RV: Fixed Income - Asset Backed Index | HFRI5RVB | Relative Value | Fixed Income - Asset Backed | Global | Equal-Weighted | USD | Monthly |
HFRI 500 RV: Fixed Income - Convertible Arbitrage Index | HFRI5RVC | Relative Value | Fixed Income - Convertible Arbitrage | Global | Equal-Weighted | USD | Monthly |
HFRI 500 RV: Fixed Income - Corporate Index | HFRI5RVR | Relative Value | Fixed Income - Corporate | Global | Equal-Weighted | USD | Monthly |
HFRI 500 RV: Fixed Income - Sovereign Index | HFRI5RVS | Relative Value | Fixed Income - Sovereign | Global | Equal-Weighted | USD | Monthly |
HFRI 500 RV: Fixed Income Directional Index | HFRI5RFD | Relative Value | Directional | Global | Equal-Weighted | USD | Monthly |
HFRI 500 RV: Fixed Income Relative Value Index | HFRI5RFI | Relative Value | Composite | Global | Equal-Weighted | USD | Monthly |
HFRI 500 RV: Multi-Strategy Index | HFRI5RVM | Relative Value | Multi-Strategy | Global | Equal-Weighted | USD | Monthly |
HFRI 500 RV: Volatility Index | HFRI5RVV | Relative Value | Volatility | Global | Equal-Weighted | USD | Monthly |
HFRI 500 Trend Following Directional Index | HFRI5MTF | Macro | Directional | Global | Equal-Weighted | USD | Monthly |