The HFRU Equal Weighted Strategies Index is designed to be representative of the overall composition of the UCITS-Compliant hedge fund universe. It is computed as an average of eligible hedge fund strategies: equity hedge, event driven, macro, and relative value arbitrage. The underlying constituents within each strategy are equally weighted. The HFRU Indices are rebalanced on a quarterly basis. The HFRU Equal Weighted Strategies Index is denominated in EUR.
HFRU Index Descriptions
HFR has constructed a robust alternative investment strategy classification system to define strategy, sub-strategy and regional investment focus categories for use in index construction.
The HFRU Equity Hedge Index is designed to be representative of the Equity Hedge strategy of the UCITS-Compliant alternative investment strategy universe. The underlying constituents are equally weighted. The HFRU Indices are rebalanced on a quarterly basis. The HFRU Equity Hedge Index is denominated in EUR.
The HFRU Event Driven Index is designed to be representative of the Event Driven strategy of the UCITS-Compliant alternative investment strategy universe. The underlying constituents are equally weighted. The HFRU Indices are rebalanced on a quarterly basis. The HFRU Event Driven Index is denominated in EUR.
The HFRU Hedge Fund Composite CHF Index is designed to be representative of the overall composition of the UCITS-compliant alternative investment strategy universe. It is comprised of all eligible alternative investment strategies; including, but not limited to equity hedge, event driven, macro, and relative value arbitrage. The underlying constituents are equally weighted. The HFRU Indices are rebalanced on a quarterly basis. The HFRU Hedge Fund Composite CHF Index is denominated in CHF.
The HFRU Hedge Fund Composite GBP Index is designed to be representative of the overall composition of the UCITS-compliant alternative investment strategy universe. It is comprised of all eligible alternative investment strategies; including, but not limited to equity hedge, event driven, macro, and relative value arbitrage. The underlying constituents are equally weighted. The HFRU Indices are rebalanced on a quarterly basis. The HFRU Hedge Fund Composite GBP Index is denominated in GBP.
The HFRU Hedge Fund Composite Index is designed to be representative of the overall composition of the UCITS-Compliant alternative investment strategy universe. It is comprised of all eligible alternative investment strategies; including but not limited to equity hedge, event driven, macro, and relative value arbitrage. The underlying constituents are equally weighted. The HFRU Indices are rebalanced on a quarterly basis. The HFRU Hedge Fund Composite Index is denominated in EUR.
The HFRU Hedge Fund Composite JPY Index is designed to be representative of the overall composition of the UCITS-compliant alternative investment strategy universe. It is comprised of all eligible alternative investment strategies; including, but not limited to equity hedge, event driven, macro, and relative value arbitrage. The underlying constituents are equally weighted. The HFRU Indices are rebalanced on a quarterly basis. The HFRU Hedge Fund Composite JPY Index is denominated in JPY.
The HFRU Hedge Fund Composite USD Index is designed to be representative of the overall composition of the UCITS-compliant alternative investment strategy universe. It is comprised of all eligible alternative investment strategies; including, but not limited to equity hedge, event driven, macro, and relative value arbitrage. The underlying constituents are equally weighted. The HFRU Indices are rebalanced on a quarterly basis. The HFRU Hedge Fund Composite USD Index is denominated in USD.
The HFRU Macro Index is designed to be representative of the Macro strategy of the UCITS-compliant alternative investment strategy universe. The underlying constituents are equally weighted. The HFRU Indices are rebalanced on a quarterly basis. The HFRU Macro Index is denominated in EUR.
The HFRU Relative Value Arbitrage Index is designed to be representative of the Relative Value Arbitrage strategy of the UCITS-compliant alternative investment strategy universe. The underlying constituents are equally weighted. The HFRU Indices are rebalanced on a quarterly basis. The HFRU Relative Value Arbitrage Index is denominated in EUR.