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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 - 02-02-2012 | ||||
|---|---|---|---|---|
| DTD | MTD | YTD | INDEX VALUE | |
| HFRX Absolute Return Index | 0.10% | 0.23% | 0.79% | 954.01 |
| HFRX RV: FI-Convertible Arbitrage Index | -0.15% | 0.08% | 2.21% | 669.60 |
| HFRX ED: Distressed Restructuring Index | -0.02% | 0.16% | 3.26% | 974.42 |
| HFRX Event Driven Index | 0.07% | 0.54% | 3.35% | 1351.05 |
| HFRX Equity Hedge Index | 0.06% | 0.60% | 2.68% | 1027.22 |
| HFRX EH: Fundamental Growth Index | 0.34% | 1.08% | 3.21% | 1454.37 |
| HFRX EH: Fundamental Value Index | -0.04% | 0.16% | 1.12% | 934.27 |
| HFRX EH: Equity Market Neutral Index | -0.48% | -0.18% | 0.23% | 983.60 |
| HFRX Equal Weighted Strategies Index | -0.08% | 0.18% | 1.79% | 1118.50 |
| HFRX Global Hedge Fund Index | -0.02% | 0.27% | 1.99% | 1131.46 |
| HFRX Macro/CTA Index | 0.03% | 0.01% | 0.10% | 1167.20 |
| HFRX ED: Merger Arbitrage Index | 0.04% | 0.15% | 0.66% | 1503.54 |
| HFRX Market Directional Index | 0.11% | 0.70% | 2.59% | 1048.26 |
| HFRX Multi-Region Index | 0.05% | 0.19% | 1.46% | 1145.60 |
| HFRX North America Index | -0.20% | 0.28% | 2.04% | 1279.50 |
| HFRX Relative Value Arbitrage Index | -0.23% | -0.13% | 1.59% | 1146.17 |
| HFRX RV: Multi-Strategy Index | 0.00% | 0.09% | 1.69% | 1800.11 |
| HFRX Macro: Systematic Diversified CTA Index | -0.03% | -0.09% | -1.09% | 1623.65 |
| HFRX ED: Special Situations Index | 0.13% | 0.54% | 2.74% | 1101.56 |
| HFRX Daily FX Hedged Indices - 02-02-2012 | ||||
|---|---|---|---|---|
| DTD | MTD | YTD | INDEX VALUE | |
| HFRX Event Driven EUR Index | 0.07% | 0.53% | 3.29% | 1297.02 |
| HFRX Equity Hedge EUR Index | 0.06% | 0.59% | 2.62% | 980.80 |
| HFRX Equal Weighted Strategies CHF Index | -0.09% | 0.16% | 1.69% | 1230.72 |
| HFRX Equal Weighted Strategies EUR Index | -0.07% | 0.17% | 1.75% | 1055.31 |
| HFRX Equal Weighted Strategies GBP Index | -0.07% | 0.19% | 1.79% | 2061.38 |
| HFRX Equal Weighted Strategies JPY Index | -0.08% | 0.16% | 1.71% | 99077.21 |
| HFRX Global Hedge Fund CHF Index | -0.03% | 0.24% | 1.86% | 1240.21 |
| HFRX Global Hedge Fund EUR Index | -0.01% | 0.27% | 1.94% | 1056.83 |
| HFRX Global Hedge Fund GBP Index | -0.02% | 0.28% | 1.97% | 2091.34 |
| HFRX Global Hedge Fund JPY Index | -0.02% | 0.25% | 1.91% | 100758.51 |
| HFRX Macro/CTA EUR Index | 0.03% | 0.01% | 0.08% | 1131.15 |
| HFRX Relative Value Arbitrage EUR Index | -0.23% | -0.14% | 1.55% | 1097.44 |
| HFRX Monthly Indices - 01/2012 | ||||
|---|---|---|---|---|
| MTD | YTD | |||
| HFRX Multi-Region Index | 1.27%% | 1.27%% | ||
| HFRX North America Index | 1.76%% | 1.76%% | ||
| HFRX Global Hedge Fund Index | 1.72%% | 1.72%% | ||
| HFRX Relative Value Arbitrage Index | 1.72%% | 1.72%% | ||
| HFRX Equal Weighted Strategies Index | 1.61%% | 1.61%% | ||
| HFRX Absolute Return Index | 0.56%% | 0.56%% | ||
| HFRX Market Directional Index | 1.88%% | 1.88%% | ||
| HFRX Event Driven Index | 2.80%% | 2.80%% | ||
| HFRX Equity Hedge Index | 2.07%% | 2.07%% | ||
| HFRX ED: Distressed Restructuring Index | 3.10%% | 3.10%% | ||
| HFRX ED: Merger Arbitrage Index | 0.51%% | 0.51%% | ||
| HFRX Macro/CTA Index | 0.09%% | 0.09%% | ||
| HFRX ED: Special Situations Index | 2.18%% | 2.18%% | ||
| HFRX EH: Equity Market Neutral Index | 0.41%% | 0.41%% | ||
| HFRX EH: Fundamental Growth Index | 2.11%% | 2.11%% | ||
| HFRX EH: Fundamental Value Index | 0.96%% | 0.96%% | ||
| HFRX Macro: Systematic Diversified CTA Index | -1.00%% | -1.00%% | ||
| HFRX RV: FI-Convertible Arbitrage Index | 2.13%% | 2.13%% | ||
| HFRX RV: Multi-Strategy Index | 1.59%% | 1.59%% | ||
| HFRX Equal Weighted Strategies CHF Index | 1.53%% | 1.53%% | ||
| HFRX Equal Weighted Strategies EUR Index | 1.57%% | 1.57%% | ||
| HFRX Equal Weighted Strategies GBP Index | 1.60%% | 1.60%% | ||
| HFRX Equal Weighted Strategies JPY Index | 1.55%% | 1.55%% | ||
| HFRX Global Hedge Fund CHF Index | 1.62%% | 1.62%% | ||
| HFRX Global Hedge Fund EUR Index | 1.66%% | 1.66%% | ||
| HFRX Global Hedge Fund GBP Index | 1.69%% | 1.69%% | ||
| HFRX Global Hedge Fund JPY Index | 1.65%% | 1.65%% | ||
| HFRX Opportunity EUR Index | 1.79%% | 1.79%% | ||
| HFRX Equity Hedge EUR Index | 2.02%% | 2.02%% | ||
| HFRX Event Driven EUR Index | 2.75%% | 2.75%% | ||
| HFRX Macro/CTA EUR Index | 0.07%% | 0.07%% | ||
| HFRX Relative Value Arbitrage EUR Index | 1.69%% | 1.69%% | ||
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