The HFR Strategy Weightings subscription offers deep dives into the historical strategy weightings of the HFRI Indices, segmented by main strategy, sub-strategy, and regional investment focus. HFRX Global Hedge Fund Index Strategy Weights are available at the main strategy level only. Leverage HFR Strategy Weightings to gain a better understanding of how the underlying strategies contribute to the performance of our various hedge fund indices.
Note: The HFRI strategy weightings are are approximated using the following formulas:
HFRI Equal-weighted indices Strategy Weightings formula = (# of constituents in certain strategy/sub_strategy/region_inv_focus) divided by (# of constituents in selected HFRI index).
HFRI Asset Weighted indices Strategy Weightings formula = (Sum of monthly beginning AUM of constituents in certain strategy/sub_strategy/region_inv_focus) divided by (Sum of monthly beginning AUM of constituents in selected HFRI index)
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