Daily HFRX Indices - USD
(MAR 31, 2010)
|HFRX Absolute Return Index
|HFRX Convertible Arbitrage Index
|HFRX Distressed Securities Index
|HFRX Equal Weighted Strategies Index
|HFRX Equity Hedge Index
|HFRX Equity Market Neutral Index
|HFRX Event Driven Index
|HFRX Fundamental Growth Index
|HFRX Fundamental Value Index
|HFRX Global Hedge Fund Index
|HFRX Macro Index
|HFRX Market Directional Index
|HFRX Merger Arbitrage Index
|HFRX Multi-Region Index
|HFRX North America Index
|HFRX Relative Value Arbitrage Index
|HFRX RVA: Multi-Strategy Index
|HFRX Special Situations Index
|HFRX Systematic Diversified Index
Please note that the March performance of the HFRX Monthly Indices will be published on April 15.
HFRX Indices are designed to be representative of the overall composition of the hedge fund industry.
Hedge Fund Research, Inc. ("HFR") utilizes a UCITSIII compliant methodology to construct the HFRX Hedge Fund Indices. The methodology is based on defined and predetermined rules and objective criteria to select and rebalance components to maximize representation of the Hedge Fund Strategy Universe. Construction of each Index employs state-of-the-art quantitative techniques and qualitative analysis. Multi-level screening, cluster analysis, Monte-Carlo simulations and optimization techniques ensure that each Index is a pure representation of its corresponding hedge fund strategy.
The full "HFRX Hedge Fund Indices Defined Formulaic Methodology" may be downloaded here.
HFRX index performance profiles reflect respective dates of inception. Index values provided prior to the inception of daily performance, are calculated by means of retroactive and iterative application of the index model. The values for the HFRX EUR, JPY, CHF and GBP FX Indices are calculated by applying to the USD index value the cost of a rolling monthly foreign exchange contract on the relevant currency. All HFRX Indices are re-balanced quarterly.
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Just Released: HFR SPECIAL REPORT - The Decade In Review 2000-2010
- Hedge Fund Industry Strategy Evolution & Growth
- Industry Service Providers Analysis
- HFRI Index Performance and Risk/Return Analysis
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|Filter universe of HFR Database constituents on-line
- Create and track Baskets of funds - Use the Basket Manager to build up groups of funds to analyze together. Apply a benchmark to your basket to conduct sophisticated peer group analysis of these funds.
- Simple Search filters - Nine different qualitative search variables allow you to quickly screen funds based on common identifiers such as fund name, inception date, and AUM. Filter as well by more advanced criteria such as strategic or regional investment focus - all based on HFR’s comprehensive taxonomy.
- Advance Search filters - The simple drag and drop functionality of the Advanced Search screener makes short work of even the most complicated queries. Search and filter by any of the 80+ fields offered in HFR Database. Also save your queries for easy re-use every time the HFR Database is updated.
|Generate fully-customizable Statistical result screens - exportable to Excel
- Select from dozens of advanced Comparative, Reward, Risk and Rolling statistics
- Generate and Export fund profiles
- Create Synthetic Time Series - The HFR online analysis suite lets you create synthetic portfolios out of funds within a basket. The weightings tab allows you to work over non-contiguous time series ranges. You can select to have the portfolio auto-rebalance and set the periodicity as well. Also you can run the rebalancing on a calendar year or tied to the start date that you select for the synthetic portfolio. You can select a notional net asset value, management fees, performance fees, and high watermark for the performance fee calculation as well.
|Generate fully-customizable reports - exportable to Excel
- Report Table and Chart customization - HFRDatabase.com offers a powerful and configurable reporting function that allows you to generate multiple types of Excel output to help with your fund analysis.
Use one of our templates or generate your own reports - adding as many charts and tables as you want.
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