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HFR Diversity Universe & New Managers Database
 

HFR Database

HFR Diversity Universe & New Managers Hedge Fund Database - Database Details


HFR Diversity Universe & New Managers Database Database Details Sample Fund Report Industry Report Materials HFR Database = Purchase =


HFR Diversity Universe & New Managers Database Fields

HFR Diversity Universe & New Managers Database is downloaded from our website in Microsoft Excel and Microsoft Access formats. The data is updated on a quarterly basis. The following tables briefly detail the information provided in our native database format.

The New Managers database is comprised of hedge funds with less than a two-year track record. The HFR Diversity Universe is comprised of funds run by firms that meet HFR's definition of minority-ownership.


Administrative Table / Spreadsheet
Performance Table / Spreadsheet
Assets Table / Spreadsheet
Fund Profile Fields (.pdf)


Administrative Table / Spreadsheet
Field Description
Fund ID Unique code specific to each fund
Fund Fund name
Money Manager Money Management firm
Structure Legal structure (Caymans Corporation, Delaware LP, etc.)
Principals Principals of the Money Management firm
Address Street & suite details
City City of investment manager
State State or province of Money Manager
Zip Zip code of Money Manager
Country Country of Money Manager base
Phone Telephone number of Money Manager
Facsimile Fax number of Money Manager
Contacts Contact individuals at the Money Management firm
Inception Inception date for the specific fund
Main Strategy Main investment strategy that the fund uses
Sub-Strategy Brief description of the sub-strategy, if necessary
Strategy Description Detailed description of the investment instruments used in the fund
Regional Investment Focus The geographic focus of fund investments
Fund Assets Total assets in the fund (updated monthly or quarterly)
Fund Assets Currency Currency denomination of fund assets
Fund Assets Date Date of latest fund asset size (historical data is also provided)
Firm Assets Total assets under Money Management firm
Firm Assets Currency Currency denomination of firm assets
Firm Assets Date Date of latest firm asset size
Leverage Specifies if fund intends to use leverage
Returns Denomination Currency base for the fund performance (i.e. USD, EUR, JPY)
Management Fee Annual management fee percentage
Incentive Fee Annual incentive fee percentage (if available)
High Watermark Specifies if fees are taken only after a high watermark
Hurdle Rate Specifies whether a hurdle rate exists and the hurdle criteria
Sales Commission Fee Front-end or back-end fees for investing/redeeming in the fund
Other Fee Miscellaneous fees for the fund
Minimum Investment Minimum investment for the fund
Additional Investments Additional investments allowed in the fund after initial
Individual Accounts Minimum Minimum assets accepted for an individual account
New Investment Specifies if fund is accepting new investment
Performance reporting Intervals between performance reports to investment partners
Reporting Style Indicates fund performance reporting percentage as "net of all fees", "gross of all fees", or 'net of management fee only"
Annual audit Indicates if an annual audit is performed
Last Audit Indicates date of last audit
Audit Firm Specifies the firm that audits the fund and/or Money Manager
Offshore Vehicle Indicates if current fund is an offshore vehicle
Offshore Name Indicates the name of the offshore vehicle, if one exists
Redemptions Redemption intervals from the fund (i.e. monthly, quarterly, annually)
Subscriptions Subscription interval for the fund, if different from redemption interval
Lockup Lockup interval (length of time that new investor cannot redeem assets)
Advanced Days Notice Indicates advance notice, in days, required for Redemptions
Administrator Administrator to the fund, if this is an offshore fund
Custodian Custodian to the fund, if this is an offshore fund
Brokerage Prime brokerage to the fund and/or Money Manager
In HFRI Indicates if a fund is included within the HFRI Monthly Indices
In HFRX Indicates if a fund is included within the HFRX Indices
In Emerging Markets Indicates if a fund's investment focus is in Emerging Markets
Date Added to DB The date each fund was added to subscriber Database


Performance Table / Spreadsheet
Field Description
Code Unique code specific to each fund
Fund Fund name
Date Date for performance figure
Performance Percentage performance for fund for month or quarter


Assets Table / Spreadsheet
Field Description
Code Unique code specific to each fund
Fund Fund name
Date Date for asset figure
Assets Assets for this period in millions of currency units




HFR Diversity Universe & New Managers Database - Fund Profiles (.pdf) include :

General Fund Information

Fund Name
Money Management firm
Main Strategy Main investment strategy that the fund uses
Sub-Strategy Sub-category of main strategy
Address: Street & suite details, City, State or Province, Zip code, Country
Contact individual
Telephone number
Inception date
Total Fund Assets
Total Firm Assets
Management Fee
Incentive Fee
High Watermark
Hurdle Rate
Legal Structure of the Fund
Minimum investment for the Fund
Redemption intervals from the Fund (i.e. monthly, quarterly, annually)
Subscription interval for the Fund, if different from redemption interval
Lockup interval (length of time that new investor cannot redeem assets)
Advanced Days Notice (in days) required for Redemptions

Benchmarks


Detailed Fund Info

Text strategy description of Fund
List of historical monthly ROR since inception


Analysis

Risk Return Summary

Average Monthly Performance
Standard Deviation: used to determine volatility of returns
High Month Performance
Low Month Performance
Annualized Return: Calculated using geometric returns
Annualized Standard Deviation
Risk Free Rate
Sharpe Ratio: Degree returns were produced from excess risk.
% of Winning Months
Maximum Drawdown: Peak to trough performance percentage


Regression Summary

Monthly Alpha: Measure of performance independent of benchmark.
Monthly Beta: Measure of fund's volatility relative to the benchmark.
Monthly R-Squared: used to indicate whether there is any correlation between the fund and benchmarks.
Correlation: Degree of parallel relationship between the fund and market / HFRI Index.


Return Comparison

Fund, Market, HFRI Index, and HFRI ROR:
1 month, 3 month, 6 month, 1 Year, 3 Year Annualized, 5 Year Annualized, 7 Year Annualized, Annual Since Inception


Graphical Analysis

Calculated from inception date to most recent performance update of fund compared to the benchmarks
Growth of $1,000
Returns Distribution: Used to compare dispersion of returns between fund and benchmarks.
Up / Down Capture: Used to measure fund's average monthly returns against the benchmarks during the up and down months of thess market.
Peak to trough drawdown.

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