HFRX Index Characteristics
See the below table for the HFRX Indices Characteristics.
| Index Series | Ticker | Strategy | Substrategy | Region | Weighting | Currency | Reporting Interval | |
|---|---|---|---|---|---|---|---|---|
| HFRX Absolute Return Index | UCITS | HFRXAR | Composite | Composite | Global | Representative Optimization | USD | Daily |
| HFRX Aggregate Index | Flagship | HFRXAGGR | Composite | Composite | Global | Equal-Weighted | USD | Monthly |
| HFRX Alternative Energy Index | ESG | HFRXALTE | Composite | Composite | Global | Representative Optimization | USD | Monthly |
| HFRX Asia Composite Hedge Fund Index | Flagship | HFRXASC | Composite | Composite | Asia | Asset-Weighted | USD | Monthly |
| HFRX Asia Equally Weighted Index | Flagship | HFRXAEW | Composite | Composite | Asia | Equal-Weighted | USD | Monthly |
| HFRX Asia ex-Japan Index | Flagship | HFRXAXJ | Composite | Composite | Asia | Representative Optimization | USD | Monthly |
| HFRX Asia with Japan Index | Flagship | HFRXAWJ | Composite | Composite | Asia | Representative Optimization | USD | Monthly |
| HFRX Brazil Index | Flagship | HFRXBRZL | Composite | Composite | Emerging Markets | Representative Optimization | USD | Monthly |
| HFRX BRIC Index | Flagship | HFRXBRIC | Composite | Composite | Emerging Markets | Representative Optimization | USD | Monthly |
| HFRX China Index | Flagship | HFRXCHN | Composite | Composite | Emerging Markets | Representative Optimization | USD | Monthly |
| HFRX Diversity Women Index | ESG | HFRXDVWO | Composite | Composite | Global | Representative Optimization | USD | Monthly |
| HFRX Diversity Index | ESG | HFRXDVRS | Composite | Composite | Global | Representative Optimization | USD | Monthly |
| HFRX ED: Activist Index | Flagship | HFRXACT | Event-Driven | Activist | Global | Representative Optimization | USD | Monthly |
| HFRX ED: Credit Arbitrage Index | Flagship | HFRXCRED | Event-Driven | Credit Arbitrage | Global | Representative Optimization | USD | Monthly |
| HFRX ED: Distressed Restructuring Index (Flagship Funds) | Flagship | HFRXDSFS | Event-Driven | Distressed Securities | Global | Representative Optimization | USD | Monthly |
| HFRX ED: Merger Arbitrage Index | UCITS | HFRXMA | Event-Driven | Merger Arbitrage | Global | Representative Optimization | USD | Daily |
| HFRX ED: Merger Arbitrage Index (Flagship Funds) | Flagship | HFRXMAFS | Event-Driven | Merger Arbitrage | Global | Representative Optimization | USD | Monthly |
| HFRX ED: Multi-Strategy Index | Flagship | HFRXEDMS | Event-Driven | Multi-Strategy | Global | Representative Optimization | USD | Monthly |
| HFRX ED: Special Situations Index | UCITS | HFRXSS | Event-Driven | Special Situations | Global | Representative Optimization | USD | Daily |
| HFRX ED: Special Situations Index (Flagship Funds) | Flagship | HFRXSSFS | Event-Driven | Special Situations | Global | Representative Optimization | USD | Monthly |
| HFRX EH: Energy/Basic Materials Index | Flagship | HFRXEBM | Equity Hedge | Energy and Basic Material | Global | Representative Optimization | USD | Monthly |
| HFRX EH: Equity Market Neutral Index | UCITS | HFRXEMN | Equity Hedge | Equity Market Neutral | Global | Representative Optimization | USD | Daily |
| HFRX EH: Equity Market Neutral Index (Flagship Funds) | Flagship | HFRXEMNF | Equity Hedge | Equity Market Neutral | Global | Representative Optimization | USD | Monthly |
| HFRX EH: Fundamental Growth Index | UCITS | HFRXEHG | Equity Hedge | Fundamental Growth | Global | Representative Optimization | USD | Daily |
| HFRX EH: Fundamental Growth Index (Flagship Funds) | Flagship | HFRXEHGF | Equity Hedge | Fundamental Growth | Global | Representative Optimization | USD | Monthly |
| HFRX EH: Fundamental Value Index | UCITS | HFRXEHV | Equity Hedge | Fundamental Value | Global | Representative Optimization | USD | Daily |
| HFRX EH: Fundamental Value Index (Flagship Funds) | Flagship | HFRXEHVF | Equity Hedge | Fundamental Value | Global | Representative Optimization | USD | Monthly |
| HFRX EH: Multi-Strategy Index | Flagship | HFRXEHMS | Equity Hedge | Multi-Strategy | Global | Representative Optimization | USD | Monthly |
| HFRX EH: Quantitative Directional Index | Flagship | HFRXQD | Equity Hedge | Quantitative Directional | Global | Representative Optimization | USD | Monthly |
| HFRX EH: Short Bias Index | Flagship | HFRXSB | Equity Hedge | Short Bias | Global | Representative Optimization | USD | Monthly |
| HFRX EH: Technology/Healthcare Index | Flagship | HFRXTH | Equity Hedge | Technology and Healthcare | Global | Representative Optimization | USD | Monthly |
| HFRX Emerging Markets Composite Index | UCITS | HFRXEMC | Composite | Composite | Emerging Markets | Representative Optimization | USD | Daily |
| HFRX Equal Weighted Strategies CHF Index | UCITS | HFRXEWC | Composite | Composite | Global | Equal-Weighted | CHF | Daily |
| HFRX Equal Weighted Strategies EUR Index | UCITS | HFRXEWE | Composite | Composite | Global | Equal-Weighted | EUR | Daily |
| HFRX Equal Weighted Strategies GBP Index | UCITS | HFRXEWG | Composite | Composite | Global | Equal-Weighted | GBP | Daily |
| HFRX Equal Weighted Strategies Index | UCITS | HFRXEW | Composite | Composite | Global | Equal-Weighted | USD | Daily |
| HFRX Equal Weighted Strategies JPY Index | UCITS | HFRXEWJ | Composite | Composite | Global | Equal-Weighted | JPY | Daily |
| HFRX Equity Hedge EUR Index | UCITS | HFRXEHE | Equity Hedge | Composite | Global | Representative Optimization | EUR | Daily |
| HFRX Equity Hedge Index | UCITS | HFRXEH | Equity Hedge | Equity Hedge | Global | Representative Optimization | USD | Daily |
| HFRX Equity Hedge Index (Flagship Funds) | Flagship | HFRXEHFS | Equity Hedge | Equity Hedge | Global | Representative Optimization | USD | Monthly |
| HFRX Event Driven EUR Index | UCITS | HFRXEDE | Event-Driven | Composite | Global | Representative Optimization | EUR | Daily |
| HFRX Event Driven Index | UCITS | HFRXED | Event-Driven | Event-Driven | Global | Representative Optimization | USD | Daily |
| HFRX Event Driven Index (Flagship Funds) | Flagship | HFRXEDFS | Event-Driven | Event-Driven | Global | Representative Optimization | USD | Monthly |
| HFRX Fixed Income - Credit Index | UCITS | HFRXFIC | Composite | Composite | Global | Representative Optimization | USD | Daily |
| HFRX Global Hedge Fund CAD Index | UCITS | HFRXGLCD | Composite | Composite | Global | Asset-Weighted | CAD | Daily |
| HFRX Global Hedge Fund CHF Index | UCITS | HFRXGLC | Composite | Composite | Global | Asset-Weighted | CHF | Daily |
| HFRX Global Hedge Fund EUR Index | UCITS | HFRXGLE | Composite | Composite | Global | Asset-Weighted | EUR | Daily |
| HFRX Global Hedge Fund GBP Index | UCITS | HFRXGLG | Composite | Composite | Global | Asset-Weighted | GBP | Daily |
| HFRX Global Hedge Fund Index | UCITS | HFRXGL | Composite | Composite | Global | Asset-Weighted | USD | Daily |
| HFRX Global Hedge Fund Index (Flagship Funds) | Flagship | HFRXGLFS | Composite | Composite | Global | Asset-Weighted | USD | Monthly |
| HFRX Global Hedge Fund JPY Index | UCITS | HFRXGLJ | Composite | Composite | Global | Asset-Weighted | JPY | Daily |
| HFRX India Index | Flagship | HFRXIND | Composite | Composite | Emerging Markets | Representative Optimization | USD | Monthly |
| HFRX Japan Index | Flagship | HFRXAJP | Composite | Composite | Asia | Representative Optimization | USD | Monthly |
| HFRX Latin America Index | Flagship | HFRXLA | Composite | Composite | Americas | Representative Optimization | USD | Monthly |
| HFRX Macro/CTA EUR Index | UCITS | HFRXME | Macro | Composite | Global | Representative Optimization | EUR | Daily |
| HFRX Macro/CTA Index | UCITS | HFRXM | Macro | Macro | Global | Representative Optimization | USD | Daily |
| HFRX Macro/CTA Index (Flagship Funds) | Flagship | HFRXMFS | Macro | Macro | Global | Representative Optimization | USD | Monthly |
| HFRX Macro: Active Trading Index | Flagship | HFRXTRAD | Macro | Active Trading | Global | Representative Optimization | USD | Monthly |
| HFRX Macro: Commodity Index | Flagship | HFRXCOM | Macro | Commodity | Global | Representative Optimization | USD | Monthly |
| HFRX Macro: Commodity-Agriculture Index | Flagship | HFRXAGRI | Macro | Commodity | Global | Representative Optimization | USD | Monthly |
| HFRX Macro: Commodity-Energy Index | Flagship | HFRXENEG | Macro | Commodity | Global | Representative Optimization | USD | Monthly |
| HFRX Macro: Commodity-Metals Index | Flagship | HFRXMETL | Macro | Commodity | Global | Representative Optimization | USD | Monthly |
| HFRX Macro: Currency Index | Flagship | HFRXCUR | Macro | Currency | Global | Representative Optimization | USD | Monthly |
| HFRX Macro: Discretionary Thematic Index | Flagship | HFRXDT | Macro | Discretionary Thematic | Global | Representative Optimization | USD | Monthly |
| HFRX Macro: Multi-Strategy Index | Flagship | HFRXMMS | Macro | Multi-Strategy | Global | Representative Optimization | USD | Monthly |
| HFRX Macro: Systematic Diversified CTA Index | UCITS | HFRXSDV | Macro | Systematic Diversified | Global | Representative Optimization | USD | Daily |
| HFRX Macro: Systematic Diversified CTA Index (Flagship Funds) | Flagship | HFRXSDVF | Macro | Systematic Diversified | Global | Representative Optimization | USD | Monthly |
| HFRX Market Directional Index | UCITS | HFRXMD | Composite | Composite | Global | Representative Optimization | USD | Daily |
| HFRX MENA Index | Flagship | HFRXMENA | Composite | Composite | Emerging Markets | Representative Optimization | USD | Monthly |
| HFRX Multi-Emerging Markets Index | Flagship | HFRXMEM | Composite | Composite | Emerging Markets | Representative Optimization | USD | Monthly |
| HFRX Multi-Region Index | UCITS | HFRXMREG | Composite | Composite | Other | Representative Optimization | USD | Daily |
| HFRX Multi-Region Index (Flagship Funds) | Flagship | HFRXMRFS | Composite | Composite | Other | Representative Optimization | USD | Monthly |
| HFRX North America Index | Flagship | HFRXNA | Composite | Composite | Americas | Representative Optimization | USD | Monthly |
| HFRX Northern Europe Index | Flagship | HFRXNE | Composite | Composite | Europe | Representative Optimization | USD | Monthly |
| HFRX Relative Value Arbitrage EUR Index | UCITS | HFRXRVAE | Relative Value | Composite | Global | Representative Optimization | EUR | Daily |
| HFRX Relative Value Arbitrage Index | UCITS | HFRXRVA | Relative Value | Relative Value Arbitrage | Global | Representative Optimization | USD | Daily |
| HFRX Relative Value Index (Flagship Funds) | Flagship | HFRXRVFS | Relative Value | Relative Value Arbitrage | Global | Representative Optimization | USD | Monthly |
| HFRX Russia Index | Flagship | HFRXRUS | Composite | Composite | Emerging Markets | Representative Optimization | USD | Monthly |
| HFRX Russia/Eastern Europe Index | Flagship | HFRXEE | Composite | Composite | Europe | Representative Optimization | USD | Monthly |
| HFRX RV: FI-Asset Backed Index | Flagship | HFRXFAB | Relative Value | Fixed Income-Asset Backed | Global | Representative Optimization | USD | Monthly |
| HFRX RV: FI-Convertible Arbitrage Index | UCITS | HFRXCA | Relative Value | Convertible Arbitrage | Global | Representative Optimization | USD | Daily |
| HFRX RV: FI-Convertible Arbitrage Index (Flagship Funds) | Flagship | HFRXCAFS | Relative Value | Convertible Arbitrage | Global | Representative Optimization | USD | Monthly |
| HFRX RV: FI-Corporate Index | Flagship | HFRXFCO | Relative Value | Fixed Income-Corporate | Global | Representative Optimization | USD | Monthly |
| HFRX RV: FI-Sovereign Index | Flagship | HFRXFSV | Relative Value | Fixed Income-Sovereign | Global | Representative Optimization | USD | Monthly |
| HFRX RV: Multi-Strategy Index | UCITS | HFRXRVMS | Relative Value | Multi-Strategy | Global | Representative Optimization | USD | Daily |
| HFRX RV: Multi-Strategy Index (Flagship Funds) | Flagship | HFRXRVMF | Relative Value | Multi-Strategy | Global | Representative Optimization | USD | Monthly |
| HFRX RV: Real Estate Index | Flagship | HFRXREAL | Relative Value | Yield Alternative | Global | Representative Optimization | USD | Monthly |
| HFRX RV: Volatility Index | Flagship | HFRXVOL | Relative Value | Volatility | Global | Representative Optimization | USD | Monthly |
| HFRX RV: Yield Alternative Index | Flagship | HFRXYA | Relative Value | Yield Alternative | Global | Representative Optimization | USD | Monthly |
| HFRX Total Emerging Market Index | Flagship | HFRXTEM | Composite | Composite | Emerging Markets | Equal-Weighted | USD | Monthly |
| HFRX Western/Pan Europe Index | Flagship | HFRXWE | Composite | Composite | Europe | Representative Optimization | USD | Monthly |