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CHICAGO, (June 1, 2015) – HFR is pleased to announce the launch of the new HFRL® family of indices, representing the performance of liquid areas of the hedge fund industry. The HFRL joins the industry leading family of HFR Indices including the HFRI, HFRX & HFRU Indices, all the global institutional standards for benchmarking and performance measurement. HFRL Indices are constructed using robust filtering, monitoring and quantitative constituent selection process using the HFR® Database, also the industry standard for hedge fund data.
The HFRL currently includes 3 Indices:

HFRL Global Index (HFRLHHFR) is designed to be representative of the liquid areas of the hedge fund universe. It is comprised of all eligible hedge fund strategies falling within four principal strategies: Equity Hedge, Event Driven, Macro/CTA, and Relative Value Arbitrage.
HFRL Equity Index (HFRLHEDG) is designed to be representative of the liquid areas of the Equity Hedge fund universe.
HFRL Event Driven Index (HFRLDRVN) is designed to be representative of the liquid areas of the Event Driven fund universe.

HFRL Indices offer daily intra-day, as well as end of day, pricing.