HFRI Indices Performance Update Schedule
The HFRI Indices are twice published as estimates and then finalized when publishing the third iteration of performance. The indices are updated according to the schedule set forth below:
HFRI Indices | Publication Schedule | Details |
---|---|---|
HFRI Indices Update Schedule | Flash Estimate | 5th US business day of the month |
Mid Estimate | 15th of month or nearest US business day thereafter | |
Final | Third to last US business day of the month |
Updates are generally posted at approximately 2:00pm US Central Time.
View HFRI Monthly Index publication schedule by date
HFRI FOF Indices Update Schedule
The HFRI FOF Indices are first published as estimates. The index value for a given month will become final after four months following its initial publication, after which it will not be subject to change. For example, December performance is finalized on the first business day of the following May. The indices are updated three times per month according to the schedule set forth below:
HFRI FOF Indices | Publication Schedule | Details |
---|---|---|
HFRI FOF Indices Update Schedule | Flash Estimate | 5th US business day of the month |
Mid-Estimate | 15th of month or nearest US business day afterwards | |
End Estimate | 1st US business day of following month | |
Ongoing Estimates | Subject to revision for 3 more months | |
Finalized | 1st US business day of 5th month |
View HFRI FOF Index publication schedule by date
New dataset: The HFRI Performance Estimates Archive
HFRI Index benchmark users can now access a comprehensive history of HFR Index estimates from the initial Flash update to Finalization.
The HFRI Performance Estimates Archive allows for simple analysis of HFRI Index performance as a result of reporting trends. The base package includes historical estimates of the HFRI Fund Weighted Composite Index and the HFRI 500 Fund Weighted Composite Index. However, HFR can provide timeseries of updates of any HFR Index as additional research items.
Contact Indices@hfr.com for more information