Research/Real-time data
The HFRX Indices are published by Hedge Fund Research.
Ucits III-compliant HFRX Index methodology is a proprietary and highly quantitative process. This results in a model output which selects funds that, when aggregated and weighted, have the highest statistical likelihood of producing a return series that is most representative of the reference universe of strategies. The methodology includes robust classification, cluster analysis, correlation analysis, advanced optimisation and Monte Carlo simulations.
| HFRX Daily Strategy Indices - 03-12-2010 | ||||
|---|---|---|---|---|
| DTD | MTD | YTD | INDEX VALUE | |
| HFRX Absolute Return Index | -0.08% | -0.60% | -0.25% | 981.84 |
| HFRX Convertible Arbitrage Index | 0.04% | 1.59% | 1.39% | 630.00 |
| HFRX Distressed Securities Index | 0.14% | 2.09% | 4.22% | 987.21 |
| HFRX Event Driven Index | 0.05% | 1.32% | 1.86% | 1373.06 |
| HFRX Equity Hedge Index | -0.10% | 0.86% | 0.06% | 1135.77 |
| HFRX Fundamental Growth Index | -0.39% | -0.68% | -3.99% | 1512.97 |
| HFRX Fundamental Value Index | 0.00% | 0.87% | 0.79% | 1107.89 |
| HFRX Equity Market Neutral Index | -0.04% | -0.57% | 0.47% | 989.58 |
| HFRX Equal Weighted Strategies Index | 0.00% | 0.82% | 1.41% | 1127.92 |
| HFRX Global Hedge Fund Index | 0.00% | 0.78% | 1.03% | 1169.14 |
| HFRX Macro Index | 0.03% | 0.18% | -0.27% | 1244.04 |
| HFRX Merger Arbitrage Index | -0.12% | 0.67% | 1.68% | 1467.80 |
| HFRX Market Directional Index | 0.00% | 1.38% | 1.57% | 1170.05 |
| HFRX Multi-Region Index | 0.15% | 1.20% | 1.45% | 1241.07 |
| HFRX North America Index | -0.06% | 0.62% | 0.71% | 1275.55 |
| HFRX Relative Value Arbitrage Index | 0.02% | 0.40% | 1.81% | 1111.60 |
| HFRX RVA: Multi-Strategy Index | 0.11% | 1.36% | 3.01% | 1656.18 |
| HFRX Systematic Diversified Index | -0.36% | 0.38% | -0.20% | 1573.35 |
| HFRX Special Situations Index | 0.05% | 1.48% | 2.01% | 1118.66 |
| HFRX Daily FX Hedged Indices - 03-12-2010 | ||||
|---|---|---|---|---|
| DTD | MTD | YTD | INDEX VALUE | |
| HFRX Equal Weighted Strategies CHF Index | 0.00% | 0.82% | 1.41% | 1127.92 |
| HFRX Equal Weighted Strategies EUR Index | 0.00% | 0.82% | 1.41% | 1127.92 |
| HFRX Equal Weighted Strategies GBP Index | 0.00% | 0.82% | 1.41% | 1127.92 |
| HFRX Equal Weighted Strategies JPY Index | 0.00% | 0.82% | 1.41% | 1127.92 |
| HFRX Global Hedge Fund CHF Index | 0.00% | 0.78% | 1.03% | 1169.14 |
| HFRX Global Hedge Fund EUR Index | 0.00% | 0.78% | 1.03% | 1169.14 |
| HFRX Global Hedge Fund GBP Index | 0.00% | 0.78% | 1.03% | 1169.14 |
| HFRX Global Hedge Fund JPY Index | 0.00% | 0.78% | 1.03% | 1169.14 |
| HFRX Monthly Indices - 02/2010 | ||||
|---|---|---|---|---|
| MTD | YTD | |||
| HFRX North America Index | 0.09%% | 0.09%% | ||
| HFRX Multi-Region Index | 0.50%% | 0.25%% | ||
| HFRX Global Hedge Fund Index | 0.26%% | 0.24%% | ||
| HFRX Relative Value Arbitrage Index | -0.22%% | 1.40%% | ||
| HFRX Equal Weighted Strategies Index | 0.44%% | 0.58%% | ||
| HFRX Absolute Return Index | 0.22%% | 0.36%% | ||
| HFRX Market Directional Index | -0.04%% | 0.19%% | ||
| HFRX Event Driven Index | -0.12%% | 0.53%% | ||
| HFRX Equity Hedge Index | 0.04%% | -0.79%% | ||
| HFRX Equity Market Neutral Index | 1.55%% | 1.05%% | ||
| HFRX Distressed Securities Index | 0.68%% | 2.09%% | ||
| HFRX Merger Arbitrage Index | 0.70%% | 1.00%% | ||
| HFRX Macro Index | 1.41%% | -0.46%% | ||
| HFRX Special Situations Index | -0.25%% | 0.52%% | ||
| HFRX Fundamental Growth Index | -0.54%% | -3.34%% | ||
| HFRX Fundamental Value Index | -0.32%% | -0.07%% | ||
| HFRX Systematic Diversified Index | 1.28%% | -0.58%% | ||
| HFRX Convertible Arbitrage Index | -0.50%% | -0.20%% | ||
| HFRX RVA: Multi-Strategy Index | 0.28%% | 1.62%% | ||
| HFRX Northern Europe Index | -0.03%% | 0.81%% | ||
| HFRX Western/Pan Europe Index | 0.48%% | 0.68%% | ||
| HFRX Asia Composite Hedge Fund Index | 0.41%% | -0.13%% | ||
| HFRX Asia Equally Weighted Index | 0.47%% | 0.44%% | ||
| HFRX Asia ex-Japan Index | 0.04%% | -3.12%% | ||
| HFRX Asia with Japan Index | 0.84%% | 0.90%% | ||
| HFRX Japan Index | 0.52%% | 3.53%% | ||
| HFRX Brazil Index | 3.25%% | -1.90%% | ||
| HFRX BRIC Index | -0.07%% | -1.11%% | ||
| HFRX China Index | 0.28%% | -1.16%% | ||
| HFRX India Index | -1.53%% | -2.58%% | ||
| HFRX Latin America Index | 2.19%% | -1.96%% | ||
| HFRX MENA Index | 3.30%% | -0.04%% | ||
| HFRX Multi-Emerging Markets Index | 0.24%% | -0.64%% | ||
| HFRX Russia Index | -2.05%% | 1.19%% | ||
| HFRX Russia/Eastern Europe Index | -0.62%% | 1.83%% | ||
| HFRX Aggregate Index | 0.19%% | 0.00%% | ||
| HFRX Total Emerging Market Index | 0.62%% | -1.27%% | ||
| HFRX Activist Index | -3.19%% | -6.04%% | ||
| HFRX Credit Arbitrage Index | -0.35%% | 0.76%% | ||
| HFRX ED: Multi-Strategy Index | -2.11%% | -0.87%% | ||
| HFRX Private Issue/Regulation D Index | 0.78%% | 0.67%% | ||
| HFRX Energy/Basic Materials Index | -0.50%% | -3.36%% | ||
| HFRX Active Trading Index | 0.53%% | -0.18%% | ||
| HFRX Commodity Index | 0.98%% | -2.18%% | ||
| HFRX EH: Multi-Strategy Index | 0.68%% | 0.58%% | ||
| HFRX Commodity: Agriculture Index | 0.15%% | -1.90%% | ||
| HFRX Commodity: Energy Index | -1.71%% | -4.04%% | ||
| HFRX Quantitative Directional Index | 0.66%% | 0.01%% | ||
| HFRX Short Bias Index | -2.81%% | -1.57%% | ||
| HFRX Commodity: Metals Index | 2.22%% | -1.03%% | ||
| HFRX Currency Index | 1.68%% | 1.65%% | ||
| HFRX Technology/Healthcare Index | -0.21%% | -1.24%% | ||
| HFRX Discretionary Thematic Index | -0.12%% | -0.56%% | ||
| HFRX Macro: Multi-Strategy Index | -1.25%% | -1.32%% | ||
| HFRX Energy Infrastructure Index | 2.31%% | 3.21%% | ||
| HFRX Fixed Income-Asset Backed Index | -0.74%% | 0.30%% | ||
| HFRX Fixed Income-Corporate Index | 0.38%% | 2.85%% | ||
| HFRX Fixed Income-Sovereign Index | 0.28%% | 0.05%% | ||
| HFRX Real Estate Index | 1.04%% | 0.79%% | ||
| HFRX Volatility Index | -0.79%% | 1.94%% | ||
| HFRX Yield Alternative Index | 1.68%% | 2.00%% | ||
| HFRX Alternative Energy Index | -1.96%% | -6.07%% | ||
| HFRX Diversity Index | 1.74%% | 1.05%% | ||
| HFRX Equal Weighted Strategies CHF Index | 0.43%% | 0.55%% | ||
| HFRX Equal Weighted Strategies EUR Index | 0.46%% | 0.61%% | ||
| HFRX Equal Weighted Strategies GBP Index | 0.48%% | 0.64%% | ||
| HFRX Equal Weighted Strategies JPY Index | 0.42%% | 0.54%% | ||
| HFRX Global Hedge Fund CHF Index | 0.25%% | 0.21%% | ||
| HFRX Global Hedge Fund EUR Index | 0.26%% | 0.20%% | ||
| HFRX Global Hedge Fund GBP Index | 0.30%% | 0.29%% | ||
| HFRX Global Hedge Fund JPY Index | 0.25%% | 0.21%% | ||
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