The HFRI Industry Performance Report provides a nuanced look at long term trends in hedge fund industry performance from 2000 to 2024. HFR compares composite and strategy-level hedge fund performance to the risk-free rate and to the returns of equity market indices to assess relative performance over time.
About the report
HFR is excited to announce a new report covering the performance of the HFRI Fund Weighted Composite Index and various strategy Indices (HFRI Equity Hedge Total Index, HFRI Event-Driven Total Index, HFRI Macro Total Index, and HFRI Relative Value Total Index) over the period of 2000 to 2024. Both the recent and historical Indices performance available in the report provide deeper insights into hedge fund performance trends over time.
Data within the report includes (but is not limited to) the following:
• Annual performance of HFR Indices sorted chronologically and by returns
• Excess returns of HFR Indices over the risk-free rate, broader equity market, and bond market
• Risk-adjusted returns of composite and strategy HFR Indices
• 3-year volatility of HFR Indices
• Correlation between HFR Indices and the broader equity market
For more information about HFR Indices, please contact HFR at indexdata@hfr.com.
