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HFRI Performance Estimates Archive

Analyze the Evolution of Index Performance

The HFRI Performance Estimates Archive dataset contains a comprehensive history of HFRI Index estimates from the initial Flash update to Finalization (3 iterations for most HFRI Indices, with 12 iterations for the HFRI FOF Indices). A sample screenshot of the data is shown here. The historical series of the HFRI Index estimates goes back to January 2008.

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