HFRI Institutional Indices consist of the largest funds that report performance to HFR, manage in excess of USD $500 Million AUM, and are open to new investment.
Global indices include HFRI Institutional Fund Weighted Composite Index, HFRI Institutional Strategy Weighted Composite Index, and their respective sub-indices.
Dataset Overview:
- Data Source: HFR, Inc.
- Primary Entity Type: Index
- Number of Indices: 12
- Reporting Frequency: Monthly
- Dataset Latency: Daily
- History Initiated: 2008
- Licensed data includes monthly price return and total return series data
Table:
- Monthly Past (historical) performance data from 2008-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