HFRI Index Characteristics
See the below table for the HFRI Indices Characteristics.
Ticker | Strategy | Substrategy | Region | Weighting | FX Type | Currency | Reporting Interval | |
---|---|---|---|---|---|---|---|---|
HFR Women Access Index | HFRIWMNA | Composite | Composite | Global | Equal-Weighted | USD | Monthly | |
HFRI Asia with Japan Index | HFRIAWJ | Composite | Composite | Asia | Equal-Weighted | USD | Monthly | |
HFRI Asset Weighted Composite Index | HFRIAWC | Composite | Composite | Global | Asset-Weighted | USD | Monthly | |
HFRI Credit Index | HFRICRDT | Composite | Composite | Global | Equal-Weighted | USD | Monthly | |
HFRI Diversity Index | HFRIDVRS | Composite | Composite | Global | Equal Weighted | USD | Monthly | |
HFRI ED: Activist Index | HFRIACT | Event-Driven | Activist | Global | Equal-Weighted | USD | Monthly | |
HFRI ED: Credit Arbitrage Index | HFRICRED | Event-Driven | Credit Arbitrage | Global | Equal-Weighted | USD | Monthly | |
HFRI ED: Distressed/Restructuring Index | HFRIDSI | Event-Driven | Distressed/Restructuring | Global | Equal-Weighted | USD | Monthly | |
HFRI ED: Merger Arbitrage Index | HFRIMAI | Event-Driven | Merger Arbitrage | Global | Equal-Weighted | USD | Monthly | |
HFRI ED: Multi-Strategy Index | HFRIEDMS | Event-Driven | Multi-Strategy | Global | Equal-Weighted | USD | Monthly | |
HFRI ED: Special Situations Index | HFRIEDSS | Event-Driven | Special Situations | Global | Equal-Weighted | USD | Monthly | |
HFRI EH: Equity Market Neutral Index | HFRIEMNI | Equity Hedge | Equity Market Neutral | Global | Equal-Weighted | USD | Monthly | |
HFRI EH: Fundamental Growth Index | HFRIEHFG | Equity Hedge | Fundamental Growth | Global | Equal-Weighted | USD | Monthly | |
HFRI EH: Fundamental Value Index | HFRIEHFV | Equity Hedge | Fundamental Value | Global | Equal-Weighted | USD | Monthly | |
HFRI EH: Long/Short Directional Index | HFRIELD | Equity Hedge | Directional | Global | Equal-Weighted | USD | Monthly | |
HFRI EH: Multi-Strategy Index | HFRIEHMS | Equity Hedge | Multi-Strategy | Global | Equal-Weighted | USD | Monthly | |
HFRI EH: Quantitative Directional Index | HFRIENHI | Equity Hedge | Quantitative Directional | Global | Equal-Weighted | USD | Monthly | |
HFRI EH: Sector - Energy/Basic Materials Index | HFRISEN | Equity Hedge | Sector - Energy/Basic Materials | Global | Equal-Weighted | USD | Monthly | |
HFRI EH: Sector - Healthcare Index | HFRIHLTH | Equity Hedge | Sector - Healthcare | Global | Equal-Weighted | USD | Monthly | |
HFRI EH: Sector - Technology Index | HFRITECH | Equity Hedge | Sector - Technology | Global | Equal-Weighted | USD | Monthly | |
HFRI EH: Sector - Technology/Healthcare Index | HFRISTI | Equity Hedge | Sector - Technology/Healthcare | Global | Equal-Weighted | USD | Monthly | |
HFRI Emerging Markets (Total) Index | HFRIEM | Composite | Composite | Global | Equal-Weighted | USD | Monthly | |
HFRI Emerging Markets: Asia ex-Japan Index | HFRIEMA | Composite | Composite | Asia | Equal-Weighted | USD | Monthly | |
HFRI Emerging Markets: China Index | HFRICHN | Composite | Composite | China | Equal-Weighted | USD | Monthly | |
HFRI Emerging Markets: Global Index | HFRIEMG | Composite | Composite | Global | Equal-Weighted | USD | Monthly | |
HFRI Emerging Markets: India Index | HFRIIND | Composite | Composite | India | Equal-Weighted | USD | Monthly | |
HFRI Emerging Markets: Latin America Index | HFRIEMLA | Composite | Composite | Americas | Equal-Weighted | USD | Monthly | |
HFRI Emerging Markets: MENA Index | HFRIMENA | Composite | Composite | MENA | Equal-Weighted | USD | Monthly | |
HFRI Emerging Markets: Russia/Eastern Europe Index | HFRICIS | Composite | Composite | Europe | Equal-Weighted | USD | Monthly | |
HFRI Equity Hedge (Total) Index | HFRIEHI | Equity Hedge | Composite | Global | Equal-Weighted | USD | Monthly | |
HFRI Equity Hedge (Total) Index - Asset Weighted | HFRIAWEH | Equity Hedge | Composite | Global | Asset-Weighted | USD | Monthly | |
HFRI Equity Hedge (Total) Index - AUD Conversion | HFRIEHUA | Equity Hedge | Composite | Global | Equal-Weighted | FX Conversion | AUD | Monthly |
HFRI Equity Hedge (Total) Index - CHF Conversion | HFRIEHUC | Equity Hedge | Composite | Global | Equal-Weighted | FX Conversion | CHF | Monthly |
HFRI Equity Hedge (Total) Index - CNY Conversion | HFRIEHUY | Equity Hedge | Composite | Global | Equal-Weighted | FX Conversion | CNY | Monthly |
HFRI Equity Hedge (Total) Index - EUR Conversion | HFRIEHUE | Equity Hedge | Composite | Global | Equal-Weighted | FX Conversion | EUR | Monthly |
HFRI Equity Hedge (Total) Index - GBP Conversion | HFRIEHUG | Equity Hedge | Composite | Global | Equal-Weighted | FX Conversion | GBP | Monthly |
HFRI Equity Hedge (Total) Index - JPY Conversion | HFRIEHUJ | Equity Hedge | Composite | Global | Equal-Weighted | FX Conversion | JPY | Monthly |
HFRI Event Driven Directional Index | HFRIEDD | Event-Driven | Directional | Global | Equal-Weighted | USD | Monthly | |
HFRI Event-Driven (Total) Index | HFRIEDI | Event-Driven | Composite | Global | Equal-Weighted | USD | Monthly | |
HFRI Event-Driven (Total) Index - Asset Weighted | HFRIAWED | Event-Driven | Composite | Global | Asset-Weighted | USD | Monthly | |
HFRI Event-Driven (Total) Index - AUD Conversion | HFRIEDUA | Event-Driven | Composite | Global | Equal-Weighted | FX Conversion | AUD | Monthly |
HFRI Event-Driven (Total) Index - CHF Conversion | HFRIEDUC | Event-Driven | Composite | Global | Equal-Weighted | FX Conversion | CHF | Monthly |
HFRI Event-Driven (Total) Index - CNY Conversion | HFRIEDUY | Event-Driven | Composite | Global | Equal-Weighted | FX Conversion | CNY | Monthly |
HFRI Event-Driven (Total) Index - EUR Conversion | HFRIEDUE | Event-Driven | Composite | Global | Equal-Weighted | FX Conversion | EUR | Monthly |
HFRI Event-Driven (Total) Index - GBP Conversion | HFRIEDUG | Event-Driven | Composite | Global | Equal-Weighted | FX Conversion | GBP | Monthly |
HFRI Event-Driven (Total) Index - JPY Conversion | HFRIEDUJ | Event-Driven | Composite | Global | Equal-Weighted | FX Conversion | JPY | Monthly |
HFRI FOF: Conservative Index | HFRIFOFC | Fund of Funds | Conservative | Global | Equal-Weighted | USD | Monthly | |
HFRI FOF: Diversified Index | HFRIFOFD | Fund of Funds | Diversified | Global | Equal-Weighted | USD | Monthly | |
HFRI FOF: High Vol (S) Index | HFRIFFHV | Fund of Funds | Composite | Global | Equal-Weighted | USD | Monthly | |
HFRI FOF: Low Vol (C) Strategy Weighted Index | HFRIFCLV | Fund of Funds | Composite | Global | Strategy Weighted | USD | Monthly | |
HFRI FOF: Low Vol (S) Index | HFRIFFLV | Fund of Funds | Composite | Global | Equal-Weighted | USD | Monthly | |
HFRI FOF: Market Defensive Index | HFRIFOFM | Fund of Funds | Market Defensive | Global | Equal-Weighted | USD | Monthly | |
HFRI FOF: Mid Vol (S) Index | HFRIFFMV | Fund of Funds | Composite | Global | Equal-Weighted | USD | Monthly | |
HFRI FOF: Risk Mitigation (S) Index | HFRIFFRM | Fund of Funds | Composite | Global | Equal-Weighted | USD | Monthly | |
HFRI FOF: Strategic Index | HFRIFOFS | Fund of Funds | Strategic | Global | Equal-Weighted | USD | Monthly | |
HFRI Fund of Funds Composite Index | HFRIFOF | Fund of Funds | Composite | Global | Equal-Weighted | USD | Monthly | |
HFRI Fund Weighted Composite Index | HFRIFWI | Composite | Composite | Global | Equal-Weighted | USD | Monthly | |
HFRI Fund Weighted Composite Index - AUD Conversion | HFRIFWUA | Composite | Composite | Global | Equal-Weighted | FX Conversion | AUD | Monthly |
HFRI Fund Weighted Composite Index - CHF | HFRIFWIC | Composite | Composite | Global | Equal-Weighted | FX-Hedged | CHF | Monthly |
HFRI Fund Weighted Composite Index - CHF Conversion | HFRIFWUC | Composite | Composite | Global | Equal-Weighted | FX Conversion | CHF | Monthly |
HFRI Fund Weighted Composite Index - CNY Conversion | HFRIFWUY | Composite | Composite | Global | Equal-Weighted | FX Conversion | CNY | Monthly |
HFRI Fund Weighted Composite Index - EUR | HFRIFWIE | Composite | Composite | Global | Equal-Weighted | FX-Hedged | EUR | Monthly |
HFRI Fund Weighted Composite Index - EUR Conversion | HFRIFWUE | Composite | Composite | Global | Equal-Weighted | FX Conversion | EUR | Monthly |
HFRI Fund Weighted Composite Index - GBP | HFRIFWIG | Composite | Composite | Global | Equal-Weighted | FX-Hedged | GBP | Monthly |
HFRI Fund Weighted Composite Index - GBP Conversion | HFRIFWUG | Composite | Composite | Global | Equal-Weighted | FX Conversion | GBP | Monthly |
HFRI Fund Weighted Composite Index - JPY | HFRIFWIJ | Composite | Composite | Global | Equal-Weighted | FX-Hedged | JPY | Monthly |
HFRI Fund Weighted Composite Index - JPY Conversion | HFRIFWUJ | Composite | Composite | Global | Equal-Weighted | FX Conversion | JPY | Monthly |
HFRI Japan Index | HFRIJPN | Composite | Composite | Asia | Equal-Weighted | USD | Monthly | |
HFRI Macro (Total) Index | HFRIMI | Macro | Composite | Global | Equal-Weighted | USD | Monthly | |
HFRI Macro (Total) Index - Asset Weighted | HFRIAWM | Macro | Composite | Global | Asset-Weighted | USD | Monthly | |
HFRI Macro (Total) Index - AUD Conversion | HFRIMUA | Macro | Composite | Global | Equal-Weighted | FX Conversion | AUD | Monthly |
HFRI Macro (Total) Index - CHF Conversion | HFRIMUC | Macro | Composite | Global | Equal-Weighted | FX Conversion | CHF | Monthly |
HFRI Macro (Total) Index - CNY Conversion | HFRIMUY | Macro | Composite | Global | Equal-Weighted | FX Conversion | CNY | Monthly |
HFRI Macro (Total) Index - EUR Conversion | HFRIMUE | Macro | Composite | Global | Equal-Weighted | FX Conversion | EUR | Monthly |
HFRI Macro (Total) Index - GBP Conversion | HFRIMUG | Macro | Composite | Global | Equal-Weighted | FX Conversion | GBP | Monthly |
HFRI Macro (Total) Index - JPY Conversion | HFRIMUJ | Macro | Composite | Global | Equal-Weighted | FX Conversion | JPY | Monthly |
HFRI Macro: Active Trading Index | HFRIMACT | Macro | Active Trading | Global | Equal-Weighted | USD | Monthly | |
HFRI Macro: Commodity Index | HFRIMCOM | Macro | Commodity | Global | Equal-Weighted | USD | Monthly | |
HFRI Macro: Currency Index | HFRIMCUR | Macro | Currency | Global | Equal-Weighted | USD | Monthly | |
HFRI Macro: Discretionary Directional Index | HFRIMDD | Macro | Directional | Global | Equal-Weighted | USD | Monthly | |
HFRI Macro: Discretionary Thematic Index | HFRIMDT | Macro | Discretionary Thematic | Global | Equal-Weighted | USD | Monthly | |
HFRI Macro: Multi-Strategy Index | HFRIMMS | Macro | Multi-Strategy | Global | Equal-Weighted | USD | Monthly | |
HFRI Macro: Systematic Directional Index | HFRIMSR | Macro | Directional | Global | Equal-Weighted | USD | Monthly | |
HFRI Macro: Systematic Diversified Index | HFRIMTI | Macro | Systematic Diversified | Global | Equal-Weighted | USD | Monthly | |
HFRI North America Index | HFRINA | Composite | Composite | Americas | Equal-Weighted | USD | Monthly | |
HFRI Relative Value (Total) Index | HFRIRVA | Relative Value | Composite | Global | Equal-Weighted | USD | Monthly | |
HFRI Relative Value (Total) Index - Asset Weighted | HFRIAWRV | Relative Value | Composite | Global | Asset-Weighted | USD | Monthly | |
HFRI Relative Value (Total) Index - AUD Conversion | HFRIRVUA | Relative Value | Composite | Global | Equal-Weighted | FX Conversion | AUD | Monthly |
HFRI Relative Value (Total) Index - CHF Conversion | HFRIRVUC | Relative Value | Composite | Global | Equal-Weighted | FX Conversion | CHF | Monthly |
HFRI Relative Value (Total) Index - CNY Conversion | HFRIRVUY | Relative Value | Composite | Global | Equal-Weighted | FX Conversion | CNY | Monthly |
HFRI Relative Value (Total) Index - EUR Conversion | HFRIRVUE | Relative Value | Composite | Global | Equal-Weighted | FX Conversion | EUR | Monthly |
HFRI Relative Value (Total) Index - GBP Conversion | HFRIRVUG | Relative Value | Composite | Global | Equal-Weighted | FX Conversion | GBP | Monthly |
HFRI Relative Value (Total) Index - JPY Conversion | HFRIRVUJ | Relative Value | Composite | Global | Equal-Weighted | FX Conversion | JPY | Monthly |
HFRI RV: Fixed Income Directional Index | HFRIRFD | Relative Value | Directional | Global | Equal-Weighted | USD | Monthly | |
HFRI RV: Fixed Income-Asset Backed Index | HFRIFIMB | Relative Value | Fixed Income-Asset Backed | Global | Equal-Weighted | USD | Monthly | |
HFRI RV: Fixed Income-Convertible Arbitrage Index | HFRICAI | Relative Value | Convertible Arbitrage | Global | Equal-Weighted | USD | Monthly | |
HFRI RV: Fixed Income-Corporate Index | HFRIFIHY | Relative Value | Fixed Income-Corporate | Global | Equal-Weighted | USD | Monthly | |
HFRI RV: Fixed Income-Sovereign Index | HFRIFISV | Relative Value | Fixed Income-Sovereign | Global | Equal-Weighted | USD | Monthly | |
HFRI RV: Multi-Strategy Index | HFRIFI | Relative Value | Multi-Strategy | Global | Equal-Weighted | USD | Monthly | |
HFRI RV: Volatility Index | HFRIVOL | Relative Value | Volatility | Global | Equal-Weighted | USD | Monthly | |
HFRI RV: Yield Alternatives Index | HFRISRE | Relative Value | Yield Alternatives | Global | Equal-Weighted | USD | Monthly | |
HFRI Trend Following Directional Index | HFRIMTF | Macro | Directional | Global | Equal-Weighted | USD | Monthly | |
HFRI Western/Pan Europe Index | HFRIWEU | Composite | Composite | Europe | Equal-Weighted | USD | Monthly | |
HFRI Women Index | HFRIWOMN | Composite | Composite | Global | Equal-Weighted | USD | Monthly | |
HFRI World Index | HFRIWRLD | Composite | Composite | Global | Equal-Weighted | USD | Monthly |