The HFRI® Indices are broadly constructed indices designed to capture the breadth of hedge fund performance trends across all strategies and regions.
Global indices include HFRI Fund Weighted Composite Index, HFRI Asset Weighted Composite Index, HFRI World Index, and their respective sub-indices.
Dataset Overview:
- Data Source: HFR, Inc.
- Primary Entity Type: Index
- Number of Indices: 70
- Reporting Frequency: Monthly
- Dataset Latency: Daily
- History Initiated: 1990
- Licensed data includes monthly price return and total return series data
Table:
- Monthly Past (historical) performance data from 1990-present
Fields Included:
- Name of Index
- Index Ticker ID
- Rate of Return Percentage
- Index Value
- Index Family Type Classification
- Index Main Strategy Type
- Index Main Sub-Strategy Type
- Regional Investment Focus
- Denomination
- Indicator of Final or Estimated Performance Status
- FX Methodology Type (if applicable)
- Index Weighting Style
- European Securities and Markets Association (ESMA) Register ID
- HFR Database Fund ID
- Unique Record ID
- Numeric Performance Date
- Standard Performance Date