HFRI 500 Hedge Fund Indices

Designed to reflect the performance of the largest and most liquid funds in the hedge fund industry.

HFRI®

Broadly constructed indices designed to capture the breadth of hedge fund performance trends across all strategies and regions.

HFRX®

Indices utilizing a rigorous quantitative selection process to represent the broader hedge fund universe. 

HFRX ESG Indices

Designed to track performance trends across a variety of ESG strategies.

HFRI-I Liquid Alternative UCITS Indices

Designed to reflect the performance of liquid alternative investment strategies compliant with established UCITS guidelines.

HFR Risk Parity Indices™

Monthly indices designed to reflect the performance of the universe of risk parity managers in the industry.

HFR Bank Systematic Risk Premia Indices℠

Designed to reflect the performance of the universe of investible risk premia strategies.

HFRI 500 Investor Guidebook

The Investor Guidebook is designed to offer a comprehensive overview of the investable HFRI 500 Indices.

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Review the characteristics that differentiate the various HFR Index families.

HFR Indices Licensing

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ESMA Registration

HFR is an ESMA Registered Benchmark Administrator. 

HFR Database

Access our detailed database of thousands of hedge funds, fund of funds and managed futures investment products. Research Alternative UCITS funds and U.S. Liquid Alternatives. Analyze HFR Index constituents

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HFR IndexScope®

Research HFRI® Indices constituents using powerful data visualization technology.

HFR Dead Funds Database

Conduct long term studies on liquidated and non-reporting hedge funds. The HFR Dead Funds Database is the essential guide to over 19,000 alternative investment products that have liquidated or otherwise ceased reporting.

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HFR Investor Database

Access our detailed database of leading institutional investors in the hedge fund industry. Research endowments, foundations, pensions, wealth management firms and beyond.

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HFR Hedge Fund Strategy Classification System
Global Report

An essential guide for institutional investors and alternative asset managers, the HFR Global Hedge Fund Industry Report provides detailed information on current hedge fund trends and historical data.

Market Microstructure

HFR Market Microstructure Hedge Fund Industry Reports provide an extensive and sophisticated cross-sectional analysis of the hedge fund industry.

Asian Hedge Fund Report

Covering one of the fastest growing areas of the hedge fund industry, the HFR Asian Hedge Fund Industry Report provides exceptional region-specific analysis.

Emerging Markets Industry Report

Resourceful investment managers watch for rewarding opportunities in emerging markets. This HFR Industry Report provides analysis of the world of emerging market hedge funds.

Master Subscription

Industry insiders utilize our full set of HFR Industry Reports to gain a detailed picture of current trends and a historical perspective of the hedge fund industry.

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Institutional Standard

This bundled subscription of our most popular research publications will keep you on top of significant developments in the hedge fund industry.

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HFR IndexScope®

Research HFRI Indices constituents using powerful data visualization technology.

HFRDatabase.com

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HFR PortfolioScope® - For Investors

HFR provides investment professionals with timely, comprehensive, and customized views of their investments

HFR Report - Global - Identify New Opportunities for Investment

HFR Report - Global - Identify New Opportunities for Investment

Identify New Trends and Opportunities

Get a quick view of the current state and historical trends of the alternative investment industry. With over 150 full-color charts, this report is a "must have" item for institutional investors.

The Report is provided in both Adobe Acrobat (.pdf) and MS PowerPoint (.ppt) formats. An Excel spreadsheet with supporting datasets is also included. The files may be downloaded immediately after purchase. Subscribers return to the website each quarter to download new reports as they are published.

View a sample extract from HFR Global Hedge Fund Industry Reports

HFR Industry Report: Global - In the Press

HFR Industry Report: Global - In the Press

HEDGE FUND CAPITAL FALLS AS INVESTORS POSITION FOR GLOBAL INFLATION, RECESSION

 

HFRI 500 Macro Index gains +13.2 percent in 1H22 as commodities, risk mitigation and CTAs surge

Hedge funds top equity declines in 1H22; largest outperformance since inception

abrdn launches platform offering tracking of HFRI 500 and related HFR investable index products

 

CHICAGO, (July 21, 2022) – Led by gains in Macro, CTA, Risk Mitigation and Commodity strategies, the HFRI 500 Macro Index gained +13.2 percent in the 1H 2022, topping the decline of the S&P 500 by 3300 bps and the Nasdaq Composite Index by nearly 4400 bps as US equity markets experienced the worst 1H of a calendar year in over 50 years. 

Negatively correlated Macro gains offset weakness in directional and higher beta strategies, bringing the performance of the HFRI 500 Fund Weighted Composite Index to a decline of -4.1 percent in 1H22, with both Macro and the overall Composite exhibiting the highest outperformance versus equity market declines in a first half of a year since inception (1990). Larger, more established hedge funds outperformed smaller hedge funds in both June and 1H22, as the HFRI Asset Weighted Composite Index (which has the same constituents as the equal-weighted version) fell only -0.08 percent for the month and has gained +2.35 percent through mid-year 2022.

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HFR Report - Global - Everything Investors Need to Know, All In One Report

HFR Report - Global - Everything Investors Need to Know, All In One Report

Everything Investors Need to Know, All In One Report

A comprehensive collection of data-driven insights including estimated total assets, performance asset flows and net investor asset flows. HFR provides detailed estimates for the overall industry and by strategy and region.

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HFR Industry Reports Terms of Use

HFR Report - Global - Get All Four HFR Industry Reports with a Master Subscription

Get All Four HFR Industry Reports with a Master Subscription

Stay up-to-date on key trends affecting the hedge fund industry. HFR's specially-priced bundled subscription includes quarterly publications of HFR Global, Asian, Emerging Markets, and Market Microstructure Reports. The ultimate resource available for the industry insider.

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