Our digital network:
header_ads_text
Where am I? Arrow Home Arrow Real-time data

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 - 09-01-2010
DTD MTD YTD INDEX VALUE
HFRX Absolute Return Index 0.17% 0.17% -1.97% 964.90
HFRX Convertible Arbitrage Index -0.09% -0.09% 5.04% 652.70
HFRX Distressed Securities Index 0.03% 0.03% 1.95% 965.63
HFRX Event Driven Index 0.20% 0.20% -0.07% 1347.04
HFRX Equity Hedge Index 0.33% 0.33% -1.30% 1120.32
HFRX Fundamental Growth Index 0.20% 0.20% -4.04% 1512.22
HFRX Fundamental Value Index 0.56% 0.56% 0.10% 1100.33
HFRX Equity Market Neutral Index 0.28% 0.28% -1.53% 969.87
HFRX Equal Weighted Strategies Index -0.01% -0.01% 0.83% 1121.53
HFRX Global Hedge Fund Index -0.08% -0.08% 0.10% 1158.36
HFRX Macro Index -1.23% -1.23% -2.74% 1213.30
HFRX Merger Arbitrage Index 0.46% 0.46% 1.66% 1467.49
HFRX Market Directional Index 0.39% 0.39% 3.82% 1195.98
HFRX Multi-Region Index 0.17% 0.17% 2.03% 1248.20
HFRX North America Index -0.01% -0.01% -0.40% 1261.57
HFRX Relative Value Arbitrage Index -0.06% -0.06% 3.50% 1130.09
HFRX RVA: Multi-Strategy Index -0.05% -0.05% 5.77% 1700.71
HFRX Systematic Diversified Index -1.23% -1.23% 4.02% 1639.80
HFRX Special Situations Index 0.21% 0.21% -0.01% 1096.55

HFRX Daily FX Hedged Indices - 09-01-2010
DTD MTD YTD INDEX VALUE
HFRX Equal Weighted Strategies CHF Index -0.01% -0.01% 0.83% 1121.53
HFRX Equal Weighted Strategies EUR Index -0.01% -0.01% 0.83% 1121.53
HFRX Equal Weighted Strategies GBP Index -0.01% -0.01% 0.83% 1121.53
HFRX Equal Weighted Strategies JPY Index -0.01% -0.01% 0.83% 1121.53
HFRX Global Hedge Fund CHF Index -0.08% -0.08% 0.10% 1158.36
HFRX Global Hedge Fund EUR Index -0.08% -0.08% 0.10% 1158.36
HFRX Global Hedge Fund GBP Index -0.08% -0.08% 0.10% 1158.36
HFRX Global Hedge Fund JPY Index -0.08% -0.08% 0.10% 1158.36

Information currently unavailable
HFRX Monthly Indices - 07/2010
MTD YTD

Updating your subscription status Loading

Related brands:

  • Asia Risk
  • Credit
  • Energy Risk
  • Life & Pension Risk
  • Operational Risk & Regulation
  • Risk
  • Structured Products
  • Cenral Banking
  • FX Week
  • ICFA-International Custody & Fund Administration
  • Risk.net
  • WatersTechnology

© Incisive Media Investments Limited 2010, Published by Incisive Financial Publishing Limited, Haymarket House, 28-29 Haymarket, London SW1Y 4RX, are companies registered in England and Wales with company registration numbers 04252091 & 04252093

About us:

Related websites:

Related events:

Accreditations: