HFRI Institutional Index Characteristics
See the below table for the HFRI Institutional Indices Characteristics.
Ticker | Strategy | Substrategy | Region | Weighting | Currency | Reporting Interval | |
---|---|---|---|---|---|---|---|
HFRI Institutional EH: Long/Short Directional Index | HFRINELD | Equity Hedge | Directional | Global | Equal-Weighted | USD | Monthly |
HFRI Institutional Equity Hedge Index | HFRINEH | Equity Hedge | Composite | Global | Equal-Weighted | USD | Monthly |
HFRI Institutional Event Driven Directional Index | HFRINEDD | Event Driven | Directional | Global | Equal-Weighted | USD | Monthly |
HFRI Institutional Event-Driven Index | HFRINED | Event-Driven | Composite | Global | Equal-Weighted | USD | Monthly |
HFRI Institutional Fund Weighted Composite Index | HFRINFWC | Composite | Composite | Global | Equal-Weighted | USD | Monthly |
HFRI Institutional Macro Index | HFRINM | Macro | Composite | Global | Equal-Weighted | USD | Monthly |
HFRI Institutional Macro: Discretionary Directional Index | HFRINMDD | Macro | Directional | Global | Equal-Weighted | USD | Monthly |
HFRI Institutional Macro: Systematic Directional Index | HFRINMSD | Macro | Directional | Global | Equal-Weighted | USD | Monthly |
HFRI Institutional Relative Value Index | HFRINRVA | Relative Value | Composite | Global | Equal-Weighted | USD | Monthly |
HFRI Institutional RV: Fixed Income Strategies Index | HFRINRFD | Relative Value | Composite | Global | Equal-Weighted | USD | Monthly |
HFRI Institutional Strategy Weighted Composite Index | HFRINSWC | Composite | Composite | Global | Strategy Weighted | USD | Monthly |
HFRI Institutional Trend Following Directional Index | HFRINMTF | Macro | Directional | Global | Equal-Weighted | USD | Monthly |