HFR Indices
HFR Indices currently listed in the ESMA Register:
Favorites Status | Reporting Interval | ESMA ID | Ticker | Index Name | Strategy | Sub-Stategy | Region | Currency | Weighting |
---|---|---|---|---|---|---|---|---|---|
Monthly | IEH500EAI | HFRI5EDA | HFRI 500 ED: Activist Index | Event Driven | Activist | Global | USD | Equal-Weighted | |
Monthly | IEH500EDDI | HFRI5EDD | HFRI 500 ED: Distressed/Restructuring Index | Event Driven | Distressed/Restructuring | Global | USD | Equal-Weighted | |
Monthly | IEH500EMAI | HFRI5EDB | HFRI 500 ED: Merger Arbitrage Index | Event Driven | Merger Arbitrage | Global | USD | Equal-Weighted | |
Monthly | IEH500EMSI | HFRI5EDM | HFRI 500 ED: Multi-Strategy Index | Event Driven | Multi-Strategy | Global | USD | Equal-Weighted | |
Monthly | IEH500ESSI | HFRI5EDS | HFRI 500 ED: Special Situations Index | Event Driven | Special Situations | Global | USD | Equal-Weighted | |
Monthly | IEH500EEBMI | HFRI5EEB | HFRI 500 EH: Energy/Basic Materials Index | Equity Hedge | Energy/Basic Materials | Global | USD | Equal-Weighted | |
Monthly | IEH500EEMNI | HFRI5EMN | HFRI 500 EH: Equity Market Neutral Index | Equity Hedge | Equity Market Neutral | Global | USD | Equal-Weighted | |
Monthly | IEH500EFGI | HFRI5EHG | HFRI 500 EH: Fundamental Growth Index | Equity Hedge | Fundamental Growth | Global | USD | Equal-Weighted | |
Monthly | IEH500EFVI | HFRI5EHV | HFRI 500 EH: Fundamental Value Index | Equity Hedge | Fundamental Value | Global | USD | Equal-Weighted | |
Monthly | IEH500EHI | HFRI5EHC | HFRI 500 EH: Healthcare Index | Equity Hedge | Healthcare | Global | USD | Equal-Weighted | |
Monthly | IEH500EFMSI | HFRI5EHM | HFRI 500 EH: Multi-Strategy Index | Equity Hedge | Multi-Strategy | Global | USD | Equal-Weighted | |
Monthly | IEH500EQDI | HFRI5EQD | HFRI 500 EH: Quantitative Directional Index | Equity Hedge | Quantitative Directional | Global | USD | Equal-Weighted | |
Monthly | IEH500ETI | HFRI5EHT | HFRI 500 EH: Technology Index | Equity Hedge | Technology | Global | USD | Equal-Weighted | |
Monthly | IEH500EQHI | HFRI5EH | HFRI 500 Equity Hedge Index | Equity Hedge | Composite | Global | USD | Equal-Weighted | |
Monthly | IEH500EDI | HFRI5ED | HFRI 500 Event-Driven Index | Event Driven | Composite | Global | USD | Equal-Weighted | |
Monthly | IEH500FWCI | HFRI5FWC | HFRI 500 Fund Weighted Composite Index | Composite | Composite | Global | USD | Equal-Weighted | |
Monthly | IEH500MI | HFRI5M | HFRI 500 Macro Index | Macro | Composite | Global | USD | Equal-Weighted | |
Monthly | IEH500MCI | HFRI5MCO | HFRI 500 Macro: Commodity Index | Macro | Commodity | Global | USD | Equal-Weighted | |
Monthly | IEH500MCUI | HFRI5MCU | HFRI 500 Macro: Currency Index | Macro | Currency | Global | USD | Equal-Weighted | |
Monthly | IEH500MDTI | HFRI5MDT | HFRI 500 Macro: Discretionary Thematic Index | Macro | Discretionary Thematic | Global | USD | Equal-Weighted | |
Monthly | IEH500MMSI | HFRI5MMS | HFRI 500 Macro: Multi-Strategy Index | Macro | Multi-Strategy | Global | USD | Equal-Weighted | |
Monthly | IEH500MSDI | HFRI5MSD | HFRI 500 Macro: Systematic Diversified Index | Macro | Systematic Diversified | Global | USD | Equal-Weighted | |
Monthly | IEH500RFIABI | HFRI5RVB | HFRI 500 RV: Fixed Income – Asset Backed Index | Relative Value | Fixed Income – Asset Backed | Global | USD | Equal-Weighted | |
Monthly | IEH500RFICI | HFRI5RVR | HFRI 500 RV: Fixed Income – Corporate Index | Relative Value | Fixed Income – Corporate | Global | USD | Equal-Weighted | |
Monthly | IEH500RFISI | HFRI5RVS | HFRI 500 RV: Fixed Income – Sovereign Index | Relative Value | Fixed Income – Sovereign | Global | USD | Equal-Weighted | |
Monthly | IEH500RFICAI | HFRI5RVC | HFRI 500 RV: Fixed Income – Convertible Arbitrage Index | Relative Value | Fixed Income – Convertible Arbitrage | Global | USD | Equal-Weighted | |
Monthly | IEH500RMSI | HFRI5RVM | HFRI 500 RV: Multi-Strategy Index | Relative Value | Multi-Strategy | Global | USD | Equal-Weighted | |
Monthly | IEH500RVVI | HFRI5RVV | HFRI 500 RV: Volatility Index | Relative Value | Volatility | Global | USD | Equal-Weighted | |
Monthly | IEHAWJI | HFRIAWJ | HFRI Asia with Japan Index | Composite | Composite | Asia | USD | Equal-Weighted | |
Monthly | IEHAWCI | HFRIAWC | HFRI Asset Weighted Composite Index | Composite | Composite | Global | USD | Asset-Weighted | |
Monthly | IEHCRI | HFRICRDT | HFRI Credit Index | Composite | Composite | Global | USD | Equal-Weighted | |
Monthly | IEHDI | HFRIDVRS | HFRI Diversity Index | Composite | Composite | Global | USD | Equal-Weighted | |
Monthly | IEHEAI | HFRIACT | HFRI ED: Activist Index | Event Driven | Activist | Global | USD | Equal-Weighted | |
Monthly | IEHEDWAI | HFRICRED | HFRI ED: Credit Arbitrage Index | Event Driven | Credit Arbitrage | Global | USD | Equal-Weighted | |
Monthly | IEHEDRI | HFRIDSI | HFRI ED: Distressed/Restructuring Index | Event Driven | Distressed/Restructuring | Global | USD | Equal-Weighted | |
Monthly | IEHEMAI | HFRIMAI | HFRI ED: Merger Arbitrage Index | Event Driven | Merger Arbitrage | Global | USD | Equal-Weighted | |
Monthly | IEHEMSI | HFRIEDMS | HFRI ED: Multi-Strategy Index | Event Driven | Multi-Strategy | Global | USD | Equal-Weighted | |
Monthly | IEHESSI | HFRIEDSS | HFRI ED: Special Situations Index | Event Driven | Special Situations | Global | USD | Equal-Weighted | |
Monthly | IEHEEMNI | HFRIEMNI | HFRI EH: Equity Market Neutral Index | Equity Hedge | Equity Market Neutral | Global | USD | Equal-Weighted | |
Monthly | IEHEFGI | HFRIEHFG | HFRI EH: Fundamental Growth Index | Equity Hedge | Fundamental Growth | Global | USD | Equal-Weighted | |
Monthly | IEHEFVI | HFRIEHFV | HFRI EH: Fundamental Value Index | Equity Hedge | Fundamental Value | Global | USD | Equal-Weighted | |
Monthly | IEHEHMSI | HFRIEHMS | HFRI EH: Multi-Strategy Index | Equity Hedge | Multi-Strategy | Global | USD | Equal-Weighted | |
Monthly | IEHEQD | HFRIENHI | HFRI EH: Quantitative Directional Index | Equity Hedge | Quantitative Directional | Global | USD | Equal-Weighted | |
Monthly | IEHESEBMI | HFRISEN | HFRI EH: Sector – Energy/Basic Materials Index | Equity Hedge | Sector – Energy/Basic Materials | Global | USD | Equal-Weighted | |
Monthly | IEHESHI | HFRIHLTH | HFRI EH: Sector – Healthcare Index | Equity Hedge | Sector – Healthcare | Global | USD | Equal-Weighted | |
Monthly | IEHESTI | HFRITECH | HFRI EH: Sector – Technology Index | Equity Hedge | Sector – Technology | Global | USD | Equal-Weighted | |
Monthly | IEHESTHTI | HFRISTI | HFRI EH: Sector – Technology/Healthcare Index | Equity Hedge | Sector – Technology/Healthcare | Global | USD | Equal-Weighted | |
Monthly | IEHEMTI | HFRIEM | HFRI Emerging Markets (Total) Index | Composite | Composite | Global | USD | Equal-Weighted | |
Monthly | IEHEMAJI | HFRIEMA | HFRI Emerging Markets: Asia ex-Japan Index | Composite | Composite | Asia | USD | Equal-Weighted | |
Monthly | IEHEMCI | HFRICHN | HFRI Emerging Markets: China Index | Composite | Composite | China | USD | Equal-Weighted | |
Monthly | IEHEMGI | HFRIEMG | HFRI Emerging Markets: Global Index | Composite | Composite | Global | USD | Equal-Weighted | |
Monthly | IEHEMII | HFRIIND | HFRI Emerging Markets: India Index | Composite | Composite | India | USD | Equal-Weighted | |
Monthly | IEHEMLAI | HFRIEMLA | HFRI Emerging Markets: Latin America Index | Composite | Composite | Americas | USD | Equal-Weighted | |
Monthly | IEHEMMI | HFRIMENA | HFRI Emerging Markets: MENA Index | Composite | Composite | MENA | USD | Equal-Weighted | |
Monthly | IEHEMREEI | HFRICIS | HFRI Emerging Markets: Russia/Eastern Europe Index | Composite | Composite | Europe | USD | Equal-Weighted | |
Monthly | IEHEHTI | HFRIEHI | HFRI Equity Hedge (Total) Index | Equity Hedge | Composite | Global | USD | Equal-Weighted | |
Monthly | IEHEHTIAW | HFRIAWEH | HFRI Equity Hedge (Total) Index – Asset Weighted | Equity Hedge | Composite | Global | USD | Asset-Weighted | |
Monthly | IEHFCI | HFRIFOFC | HFRI FOF: Conservative Index | Fund of Funds | Conservative | Global | USD | Equal-Weighted | |
Monthly | IEHFDI | HFRIFOFD | HFRI FOF: Diversified Index | Fund of Funds | Diversified | Global | USD | Equal-Weighted | |
Monthly | IEHFHVSI | HFRIFFHV | HFRI FOF: High Vol (S) Index | Fund of Funds | Composite | Global | USD | Equal-Weighted | |
Monthly | IEHFLVSI | HFRIFFLV | HFRI FOF: Low Vol (S) Index | Fund of Funds | Composite | Global | USD | Equal-Weighted | |
Monthly | IEHFMDI | HFRIFOFM | HFRI FOF: Market Defensive Index | Fund of Funds | Market Defensive | Global | USD | Equal-Weighted | |
Monthly | IEHFMVSI | HFRIFFMV | HFRI FOF: Mid Vol (S) Index | Fund of Funds | Composite | Global | USD | Equal-Weighted | |
Monthly | IEHFSI | HFRIFOFS | HFRI FOF: Strategic Index | Fund of Funds | Strategic | Global | USD | Equal-Weighted | |
Monthly | IEHFFCI | HFRIFOF | HFRI Fund of Funds Composite Index | Fund of Funds | Composite | Global | USD | Equal-Weighted | |
Monthly | IEHFWCI | HFRIFWI | HFRI Fund Weighted Composite Index | Composite | Composite | Global | USD | Equal-Weighted | |
Monthly | IEHFWCIC | HFRIFWIC | HFRI Fund Weighted Composite Index – CHF | Composite | Composite | Global | CHF | Equal-Weighted | |
Monthly | IEHFWCIE | HFRIFWIE | HFRI Fund Weighted Composite Index – EUR | Composite | Composite | Global | EUR | Equal-Weighted | |
Monthly | IEHFWCIG | HFRIFWIG | HFRI Fund Weighted Composite Index – GBP | Composite | Composite | Global | GBP | Equal-Weighted | |
Monthly | IEHFWCIJ | HFRIFWIJ | HFRI Fund Weighted Composite Index – JPY | Composite | Composite | Global | JPY | Equal-Weighted | |
Monthly | IEHIEHI | HFRINEH | HFRI Institutional Equity Hedge Index | Equity Hedge | Composite | Global | USD | Equal-Weighted | |
Monthly | IEHIEDI | HFRINED | HFRI Institutional Event-Driven Index | Event Driven | Composite | Global | USD | Equal-Weighted | |
Monthly | IEHIFWCI | HFRINFWC | HFRI Institutional Fund Weighted Composite Index | Composite | Composite | Global | USD | Equal-Weighted | |
Monthly | IEHIMI | HFRINM | HFRI Institutional Macro Index | Macro | Composite | Global | USD | Equal-Weighted | |
Monthly | IEHIRVI | HFRINRVA | HFRI Institutional Relative Value Index | Relative Value | Composite | Global | USD | Equal-Weighted | |
Monthly | IEHISWCI | HFRINSWC | HFRI Institutional Strategy Weighted Composite Index | Composite | Composite | Global | USD | Strategy Weighted | |
Monthly | IEHJI | HFRIJPN | HFRI Japan Index | Composite | Composite | Asia | USD | Equal-Weighted | |
Monthly | IEHMTI | HFRIMI | HFRI Macro (Total) Index | Macro | Composite | Global | USD | Equal-Weighted | |
Monthly | IEHFTIAAW | HFRIAWM | HFRI Macro (Total) Index – Asset Weighted | Macro | Composite | Global | USD | Asset-Weighted | |
Monthly | IEHFATI | HFRIMACT | HFRI Macro: Active Trading Index | Macro | Active Trading | Global | USD | Equal-Weighted | |
Monthly | IEHMCI | HFRIMCOM | HFRI Macro: Commodity Index | Macro | Commodity | Global | USD | Equal-Weighted | |
Monthly | IEHMCUI | HFRIMCUR | HFRI Macro: Currency Index | Macro | Currency | Global | USD | Equal-Weighted | |
Monthly | IEHMDTIX | HFRIMDT | HFRI Macro: Discretionary Thematic Index | Macro | Discretionary Thematic | Global | USD | Equal-Weighted | |
Monthly | IEHMMSI | HFRIMMS | HFRI Macro: Multi-Strategy Index | Macro | Multi-Strategy | Global | USD | Equal-Weighted | |
Monthly | IEHMSDIX | HFRIMTI | HFRI Macro: Systematic Diversified Index | Macro | Systematic Diversified | Global | USD | Equal-Weighted | |
Monthly | IEHNAI | HFRINA | HFRI North America Index | Composite | Composite | Americas | USD | Equal-Weighted | |
Monthly | IEHRVTI | HFRIRVA | HFRI Relative Value (Total) Index | Relative Value | Composite | Global | USD | Equal-Weighted | |
Monthly | IEHFVTIAAW | HFRIAWRV | HFRI Relative Value (Total) Index – Asset Weighted | Relative Value | Composite | Global | USD | Asset-Weighted | |
Monthly | IEHRFIAB | HFRIFIMB | HFRI RV: Fixed Income-Asset Backed Index | Relative Value | Fixed Income – Asset Backed | Global | USD | Equal-Weighted | |
Monthly | IEHRFICAI | HFRICAI | HFRI RV: Fixed Income-Convertible Arbitrage Index | Relative Value | Convertible Arbitrage | Global | USD | Equal-Weighted | |
Monthly | IEHRFICI | HFRIFIHY | HFRI RV: Fixed Income-Corporate Index | Relative Value | Fixed Income – Corporate | Global | USD | Equal-Weighted | |
Monthly | IEHRFISI | HFRIFISV | HFRI RV: Fixed Income-Sovereign Index | Relative Value | Fixed Income – Sovereign | Global | USD | Equal-Weighted | |
Monthly | IEHRMSI | HFRIFI | HFRI RV: Multi-Strategy Index | Relative Value | Multi-Strategy | Global | USD | Equal-Weighted | |
Monthly | IEHRVI | HFRIVOL | HFRI RV: Volatility Index | Relative Value | Volatility | Global | USD | Equal-Weighted | |
Monthly | IEHRYAI | HFRISRE | HFRI RV: Yield Alternatives Index | Relative Value | Yield Alternatives | Global | USD | Equal-Weighted | |
Monthly | IEHWPEI | HFRIWEU | HFRI Western/Pan Europe Index | Composite | Composite | Europe | USD | Equal-Weighted | |
Monthly | IEHWI | HFRIWOMN | HFRI Women Index | Composite | Composite | Global | USD | Equal-Weighted | |
Monthly | IEHWIX | HFRIWRLD | HFRI World Index | Composite | Composite | Global | USD | Equal-Weighted | |
Monthly | IEHRPV10I | HFRPV10 | HFR Risk Parity Vol 10 Index | Risk Parity | Volatility Target 10 | Global | USD | Equal-Weighted (Annual) | |
Monthly | IEHRPV10II | HFRPV10I | HFR Risk Parity Vol 10 Institutional Index | Risk Parity | Volatility Target 10 | Global | USD | Equal-Weighted (Annual) | |
Monthly | IEHRPV12I | HFRPV12 | HFR Risk Parity Vol 12 Index | Risk Parity | Volatility Target 12 | Global | USD | Equal-Weighted (Annual) | |
Monthly | IEHRPV12II | HFRPV12I | HFR Risk Parity Vol 12 Institutional Index | Risk Parity | Volatility Target 12 | Global | USD | Equal-Weighted (Annual) | |
Monthly | IEHRPV15I | HFRPV15 | HFR Risk Parity Vol 15 Index | Risk Parity | Volatility Target 15 | Global | USD | Equal-Weighted (Annual) | |
Monthly | IEHRPV15II | HFRPV15I | HFR Risk Parity Vol 15 Institutional Index | Risk Parity | Volatility Target 15 | Global | USD | Equal-Weighted (Annual) | |
Daily | IEHILAUEMAI | HFRIIEDM | HFRI-I Liquid Alternative UCITS ED: Merger Arbitrage Index | Event Driven | Merger Arbitrage | Global | USD | Equal-Weighted | |
Daily | IEHILAUEDMSI | HFRIIEDS | HFRI-I Liquid Alternative UCITS ED: Multi-Strategy Index | Event Driven | Multi-Strategy | Global | USD | Equal-Weighted | |
Daily | IEHILAUEEMNI | HFRIIEMN | HFRI-I Liquid Alternative UCITS EH: Equity Market Neutral Index | Equity Hedge | Equity Market Neutral | Global | USD | Equal-Weighted | |
Daily | IEHILAUEFGI | HFRIIEFG | HFRI-I Liquid Alternative UCITS EH: Fundamental Growth Index | Equity Hedge | Fundamental Growth | Global | USD | Equal-Weighted | |
Daily | IEHILAUEFVI | HFRIIEFV | HFRI-I Liquid Alternative UCITS EH: Fundamental Value Index | Equity Hedge | Fundamental Value | Global | USD | Equal-Weighted | |
Daily | IEHILAUEMSI | HFRIIEMS | HFRI-I Liquid Alternative UCITS EH: Multi-Strategy Index | Equity Hedge | Multi-Strategy | Global | USD | Equal-Weighted | |
Daily | IEHILAUEHI | HFRIILEH | HFRI-I Liquid Alternative UCITS Equity Hedge Index | Equity Hedge | Composite | Global | USD | Equal-Weighted | |
Daily | IEHILAUEDI | HFRIILED | HFRI-I Liquid Alternative UCITS Event Driven Index | Event Driven | Composite | Global | USD | Equal-Weighted | |
Daily | IEHILAUI | HFRIILAU | HFRI-I Liquid Alternative UCITS Index | Composite | Composite | Global | USD | Equal-Weighted | |
Daily | IEHILAUMI | HFRIILM | HFRI-I Liquid Alternative UCITS Macro Index | Macro | Composite | Global | USD | Equal-Weighted | |
Daily | IEHILAUMMSI | HFRIIMMS | HFRI-I Liquid Alternative UCITS Macro: Multi-Strategy Index | Macro | Multi-Strategy | Global | USD | Equal-Weighted | |
Daily | IEHILAUMSDI | HFRIIMSD | HFRI-I Liquid Alternative UCITS Macro: Systematic Diversified Index | Macro | Systematic Diversified | Global | USD | Equal-Weighted | |
Daily | IEHILAURVI | HFRIILRV | HFRI-I Liquid Alternative UCITS Relative Value Index | Relative Value | Composite | Global | USD | Equal-Weighted | |
Daily | IEHILAURFICI | HFRIIFIC | HFRI-I Liquid Alternative UCITS RV: Fixed Income-Corporate Index | Relative Value | Fixed Income – Corporate | Global | USD | Equal-Weighted | |
Daily | IEHILAURFISI | HFRIIFIS | HFRI-I Liquid Alternative UCITS RV: Fixed Income-Sovereign Index | Relative Value | Fixed Income – Sovereign | Global | USD | Equal-Weighted | |
Daily | IEHILAURMSI | HFRIIRMS | HFRI-I Liquid Alternative UCITS RV: Multi-Strategy Index | Relative Value | Multi-Strategy | Global | USD | Equal-Weighted | |
Daily | IEHEHI | HFRUEH | HFRU Equity Hedge Index | Equity Hedge | Composite | Global | EUR | Equal-Weighted | |
Daily | IEHEDI | HFRUED | HFRU Event Driven Index | Event Driven | Composite | Global | EUR | Equal-Weighted | |
Daily | IEHHFCCI | HFRUHFCC | HFRU Hedge Fund Composite CHF Index | Composite | Composite | Global | CHF | Equal-Weighted | |
Daily | IEHHFCGI | HFRUHFCG | HFRU Hedge Fund Composite GBP Index | Composite | Composite | Global | GBP | Equal-Weighted | |
Daily | IEHHFCI | HFRUHFC | HFRU Hedge Fund Composite Index | Composite | Composite | Global | EUR | Equal-Weighted | |
Daily | IEHHFCJI | HFRUHFCJ | HFRU Hedge Fund Composite JPY Index | Composite | Composite | Global | JPY | Equal-Weighted | |
Daily | IEHHFCUI | HFRUHFCU | HFRU Hedge Fund Composite USD Index | Composite | Composite | Global | USD | Equal-Weighted | |
Daily | IEHMI | HFRUM | HFRU Macro Index | Macro | Composite | Global | EUR | Equal-Weighted | |
Daily | IEHRVAI | HFRURVA | HFRU Relative Value Arbitrage Index | Relative Value | Composite | Global | EUR | Equal-Weighted | |
Daily | IEHARI | HFRXAR | HFRX Absolute Return Index | Composite | Composite | Global | USD | Representative Optimization | |
Monthly | IEHAI | HFRXAGGR | HFRX Aggregate Index (Flagship Funds) | Composite | Composite | Global | USD | Equal-Weighted | |
Monthly | IEHAEI | HFRXALTE | HFRX Alternative Energy Index | Composite | Composite | Global | USD | Representative Optimization | |
Monthly | IEHACHFI | HFRXASC | HFRX Asia Composite Hedge Fund Index (Flagship Funds) | Composite | Composite | Asia | USD | Asset-Weighted | |
Monthly | IEHAEWI | HFRXAEW | HFRX Asia Equally Weighted Index (Flagship Funds) | Composite | Composite | Asia | USD | Equal-Weighted | |
Monthly | IEHAEJI | HFRXAXJ | HFRX Asia ex-Japan Index (Flagship Funds) | Composite | Composite | Asia | USD | Representative Optimization | |
Monthly | IEHCAWJI | HFRXAWJ | HFRX Asia with Japan Index (Flagship Funds) | Composite | Composite | Asia | USD | Representative Optimization | |
Monthly | IEHBI | HFRXBRZL | HFRX Brazil Index (Flagship Funds) | Composite | Composite | Emerging Markets | USD | Representative Optimization | |
Monthly | IEHBRICI | HFRXBRIC | HFRX BRIC Index (Flagship Funds) | Composite | Composite | Emerging Markets | USD | Representative Optimization | |
Monthly | IEHCI | HFRXCHN | HFRX China Index (Flagship Funds) | Composite | Composite | Emerging Markets | USD | Representative Optimization | |
Monthly | IEHXDI | HFRXDVRS | HFRX Diversity Index | Composite | Composite | Global | USD | Representative Optimization | |
Monthly | IEHDWI | HFRXDVWO | HFRX Diversity Women Index | Composite | Composite | Global | USD | Representative Optimization | |
Monthly | IEHXEAI | HFRXACT | HFRX ED: Activist Index (Flagship Funds) | Event Driven | Activist | Global | USD | Representative Optimization | |
Monthly | IEHECAI | HFRXCRED | HFRX ED: Credit Arbitrage Index (Flagship Funds) | Event Driven | Credit Arbitrage | Global | USD | Representative Optimization | |
Monthly | IEHEDRIFF | HFRXDSFS | HFRX ED: Distressed Restructuring Index (Flagship Funds) | Event Driven | Distressed Securities | Global | USD | Representative Optimization | |
Daily | IEHXEMAI | HFRXMA | HFRX ED: Merger Arbitrage Index | Event Driven | Merger Arbitrage | Global | USD | Representative Optimization | |
Monthly | IEHEMAIFF | HFRXMAFS | HFRX ED: Merger Arbitrage Index (Flagship Funds) | Event Driven | Merger Arbitrage | Global | USD | Representative Optimization | |
Monthly | IEHEMSIX | HFRXEDMS | HFRX ED: Multi-Strategy Index (Flagship Funds) | Event Driven | Multi-Strategy | Global | USD | Representative Optimization | |
Daily | IEHESSIX | HFRXSS | HFRX ED: Special Situations Index | Event Driven | Special Situations | Global | USD | Representative Optimization | |
Monthly | IEHESSIFF | HFRXSSFS | HFRX ED: Special Situations Index (Flagship Funds) | Event Driven | Special Situations | Global | USD | Representative Optimization | |
Monthly | IEHEEBMI | HFRXEBM | HFRX EH: Energy/Basic Materials Index (Flagship Funds) | Equity Hedge | Energy and Basic Material | Global | USD | Representative Optimization | |
Daily | IEHEEMNIX | HFRXEMN | HFRX EH: Equity Market Neutral Index | Equity Hedge | Equity Market Neutral | Global | USD | Representative Optimization | |
Monthly | IEHEEMNIFF | HFRXEMNF | HFRX EH: Equity Market Neutral Index (Flagship Funds) | Equity Hedge | Equity Market Neutral | Global | USD | Representative Optimization | |
Daily | IEHEFGIX | HFRXEHG | HFRX EH: Fundamental Growth Index | Equity Hedge | Fundamental Growth | Global | USD | Representative Optimization | |
Monthly | IEHEFGIFF | HFRXEHGF | HFRX EH: Fundamental Growth Index (Flagship Funds) | Equity Hedge | Fundamental Growth | Global | USD | Representative Optimization | |
Daily | IEHEFVIX | HFRXEHV | HFRX EH: Fundamental Value Index | Equity Hedge | Fundamental Value | Global | USD | Representative Optimization | |
Monthly | IEHEFVIFF | HFRXEHVF | HFRX EH: Fundamental Value Index (Flagship Funds) | Equity Hedge | Fundamental Value | Global | USD | Representative Optimization | |
Monthly | IEHEMSTI | HFRXEHMS | HFRX EH: Multi-Strategy Index (Flagship Funds) | Equity Hedge | Multi-Strategy | Global | USD | Representative Optimization | |
Monthly | IEHEQDI | HFRXQD | HFRX EH: Quantitative Directional Index (Flagship Funds) | Equity Hedge | Quantitative Directional | Global | USD | Representative Optimization | |
Monthly | IEHESBI | HFRXSB | HFRX EH: Short Bias Index (Flagship Funds) | Equity Hedge | Short Bias | Global | USD | Representative Optimization | |
Monthly | IEHETHI | HFRXTH | HFRX EH: Technology/Healthcare Index (Flagship Funds) | Equity Hedge | Technology and Healthcare | Global | USD | Representative Optimization | |
Daily | IEHEMCIX | HFRXEMC | HFRX Emerging Markets Composite Index | Composite | Composite | Emerging Markets | USD | Representative Optimization | |
Daily | IEHEWSCI | HFRXEWC | HFRX Equal Weighted Strategies CHF Index | Composite | Composite | Global | CHF | Strategy Weighted | |
Daily | IEHEWSEI | HFRXEWE | HFRX Equal Weighted Strategies EUR Index | Composite | Composite | Global | EUR | Strategy Weighted | |
Daily | IEHEWSGI | HFRXEWG | HFRX Equal Weighted Strategies GBP Index | Composite | Composite | Global | GBP | Strategy Weighted | |
Daily | IEHEWSI | HFRXEW | HFRX Equal Weighted Strategies Index | Composite | Composite | Global | USD | Strategy Weighted | |
Daily | IEHEWSJI | HFRXEWJ | HFRX Equal Weighted Strategies JPY Index | Composite | Composite | Global | JPY | Strategy Weighted | |
Daily | IEHEHEI | HFRXEHE | HFRX Equity Hedge EUR Index | Equity Hedge | Composite | Global | EUR | Representative Optimization | |
Daily | IEHXEHI | HFRXEH | HFRX Equity Hedge Index | Equity Hedge | Composite | Global | USD | Representative Optimization | |
Monthly | IEHEHIFF | HFRXEHFS | HFRX Equity Hedge Index (Flagship Funds) | Equity Hedge | Composite | Global | USD | Representative Optimization | |
Daily | IEHEDEI | HFRXEDE | HFRX Event Driven EUR Index | Event Driven | Composite | Global | EUR | Representative Optimization | |
Daily | IEHXEDI | HFRXED | HFRX Event Driven Index | Event Driven | Composite | Global | USD | Representative Optimization | |
Monthly | IEHEDIFF | HFRXEDFS | HFRX Event Driven Index (Flagship Funds) | Event Driven | Composite | Global | USD | Representative Optimization | |
Daily | IEHFICI | HFRXFIC | HFRX Fixed Income – Credit Index | Composite | Composite | Global | USD | Representative Optimization | |
Daily | IEHGHFCI | HFRXGLCD | HFRX Global Hedge Fund CAD Index | Composite | Composite | Global | CAD | Asset-Weighted | |
Daily | IEHGHFCHI | HFRXGLC | HFRX Global Hedge Fund CHF Index | Composite | Composite | Global | CHF | Asset-Weighted | |
Daily | IEHGHFEI | HFRXGLE | HFRX Global Hedge Fund EUR Index | Composite | Composite | Global | EUR | Asset-Weighted | |
Daily | IEHGHFGI | HFRXGLG | HFRX Global Hedge Fund GBP Index | Composite | Composite | Global | GBP | Asset-Weighted | |
Daily | IEHGHFI | HFRXGL | HFRX Global Hedge Fund Index | Composite | Composite | Global | USD | Asset-Weighted | |
Monthly | IEHGHFIFF | HFRXGLFS | HFRX Global Hedge Fund Index (Flagship Funds) | Composite | Composite | Global | USD | Asset-Weighted | |
Daily | IEHGHFJI | HFRXGLJ | HFRX Global Hedge Fund JPY Index | Composite | Composite | Global | JPY | Asset-Weighted | |
Monthly | IEHII | HFRXIND | HFRX India Index (Flagship Funds) | Composite | Composite | Emerging Markets | USD | Representative Optimization | |
Monthly | IEHXJI | HFRXAJP | HFRX Japan Index (Flagship Funds) | Composite | Composite | Asia | USD | Representative Optimization | |
Monthly | IEHLAI | HFRXLA | HFRX Latin America Index (Flagship Funds) | Composite | Composite | Americas | USD | Representative Optimization | |
Daily | IEHMCTAEI | HFRXME | HFRX Macro/CTA EUR Index | Macro | Composite | Global | EUR | Representative Optimization | |
Daily | IEHMCTAI | HFRXM | HFRX Macro/CTA Index | Macro | Composite | Global | USD | Representative Optimization | |
Monthly | IEHMCIFF | HFRXMFS | HFRX Macro/CTA Index (Flagship Funds) | Macro | Composite | Global | USD | Representative Optimization | |
Monthly | IEHMATI | HFRXTRAD | HFRX Macro: Active Trading Index (Flagship Funds) | Macro | Active Trading | Global | USD | Representative Optimization | |
Monthly | IEHXMCI | HFRXCOM | HFRX Macro: Commodity Index (Flagship Funds) | Macro | Commodity | Global | USD | Representative Optimization | |
Monthly | IEHMMAI | HFRXAGRI | HFRX Macro: Commodity-Agriculture Index (Flagship Funds) | Macro | Commodity | Global | USD | Representative Optimization | |
Monthly | IEHMCEI | HFRXENEG | HFRX Macro: Commodity-Energy Index (Flagship Funds) | Macro | Commodity | Global | USD | Representative Optimization | |
Monthly | IEHMCMI | HFRXMETL | HFRX Macro: Commodity-Metals Index (Flagship Funds) | Macro | Commodity | Global | USD | Representative Optimization | |
Monthly | IEHXMCUI | HFRXCUR | HFRX Macro: Currency Index (Flagship Funds) | Macro | Currency | Global | USD | Representative Optimization | |
Monthly | IEHMDTHI | HFRXDT | HFRX Macro: Discretionary Thematic Index (Flagship Funds) | Macro | Discretionary Thematic | Global | USD | Representative Optimization | |
Monthly | IEHXMMSI | HFRXMMS | HFRX Macro: Multi-Strategy Index (Flagship Funds) | Macro | Multi-Strategy | Global | USD | Representative Optimization | |
Daily | IEHMSDCI | HFRXSDV | HFRX Macro: Systematic Diversified CTA Index | Macro | Systematic Diversified | Global | USD | Representative Optimization | |
Monthly | IEHMSDCIFF | HFRXSDVF | HFRX Macro: Systematic Diversified CTA Index (Flagship Funds) | Macro | Systematic Diversified | Global | USD | Representative Optimization | |
Daily | IEHMDI | HFRXMD | HFRX Market Directional Index | Composite | Composite | Global | USD | Representative Optimization | |
Monthly | IEHXMI | HFRXMENA | HFRX MENA Index (Flagship Funds) | Composite | Composite | Emerging Markets | USD | Representative Optimization | |
Monthly | IEHMEMI | HFRXMEM | HFRX Multi-Emerging Markets Index (Flagship Funds) | Composite | Composite | Emerging Markets | USD | Representative Optimization | |
Daily | IEHMRI | HFRXMREG | HFRX Multi-Region Index | Composite | Composite | Other | USD | Representative Optimization | |
Monthly | IEHXNAI | HFRXNA | HFRX North America Index (Flagship Funds) | Composite | Composite | Americas | USD | Representative Optimization | |
Monthly | IEHNEI | HFRXNE | HFRX Northern Europe Index (Flagship Funds) | Composite | Composite | Europe | USD | Representative Optimization | |
Daily | IEHRVAEI | HFRXRVAE | HFRX Relative Value Arbitrage EUR Index | Relative Value | Composite | Global | EUR | Representative Optimization | |
Daily | IEHXRVAI | HFRXRVA | HFRX Relative Value Arbitrage Index | Relative Value | Composite | Global | USD | Representative Optimization | |
Monthly | IEHRVIFF | HFRXRVFS | HFRX Relative Value Index (Flagship Funds) | Relative Value | Composite | Global | USD | Representative Optimization | |
Monthly | IEHRI | HFRXRUS | HFRX Russia Index (Flagship Funds) | Composite | Composite | Emerging Markets | USD | Representative Optimization | |
Monthly | IEHREEI | HFRXEE | HFRX Russia/Eastern Europe Index (Flagship Funds) | Composite | Composite | Europe | USD | Representative Optimization | |
Monthly | IEHRFABI | HFRXFAB | HFRX RV: FI-Asset Backed Index (Flagship Funds) | Relative Value | Fixed Income – Asset Backed | Global | USD | Representative Optimization | |
Daily | IEHRFCAI | HFRXCA | HFRX RV: FI-Convertible Arbitrage Index | Relative Value | Convertible Arbitrage | Global | USD | Representative Optimization | |
Monthly | IEHRFAIFF | HFRXCAFS | HFRX RV: FI-Convertible Arbitrage Index (Flagship Funds) | Relative Value | Convertible Arbitrage | Global | USD | Representative Optimization | |
Monthly | IEHRFCI | HFRXFCO | HFRX RV: FI-Corporate Index (Flagship Funds) | Relative Value | Fixed Income – Corporate | Global | USD | Representative Optimization | |
Monthly | IEHRFSI | HFRXFSV | HFRX RV: FI-Sovereign Index (Flagship Funds) | Relative Value | Fixed Income – Sovereign | Global | USD | Representative Optimization | |
Daily | IEHRMSIX | HFRXRVMS | HFRX RV: Multi-Strategy Index | Relative Value | Multi-Strategy | Global | USD | Representative Optimization | |
Monthly | IEHMSIFF | HFRXRVMF | HFRX RV: Multi-Strategy Index (Flagship Funds) | Relative Value | Multi-Strategy | Global | USD | Representative Optimization | |
Monthly | IEHRREI | HFRXREAL | HFRX RV: Real Estate Index (Flagship Funds) | Relative Value | Yield Alternative | Global | USD | Representative Optimization | |
Monthly | IEHXRVI | HFRXVOL | HFRX RV: Volatility Index (Flagship Funds) | Relative Value | Volatility | Global | USD | Representative Optimization | |
Monthly | IEHRYAIX | HFRXYA | HFRX RV: Yield Alternative Index | Relative Value | Yield Alternative | Global | USD | Representative Optimization | |
Monthly | IEHTEMI | HFRXTEM | HFRX Total Emerging Market Index (Flagship Funds) | Composite | Composite | Emerging Markets | USD | Equal-Weighted | |
Monthly | IEHWPEIX | HFRXWE | HFRX Western/Pan Europe Index (Flagship Funds) | Composite | Composite | Europe | USD | Representative Optimization | |
Monthly | IEHBCI | HFRBCI | HFR Blockchain Composite Index | Blockchain | Composite | Global | USD | Equal-Weighted | |
Monthly | IEHCRYI | HFRBCC | HFR Cryptocurrency Index | Blockchain | Cryptocurrency | Global | USD | Equal-Weighted |
Risk Premia Indices
Favorites Status | Reporting Interval | ESMA ID | Ticker | Index Name | Strategy | Sub-Stategy | Region | Currency | Weighting |
---|---|---|---|---|---|---|---|---|---|
Daily | IEHAMRPI | HFRAAMC | HFR Asset Manager Risk Premia Index | Asset Manager Risk Premia | Composite | Global | USD | Equal-Weighted |
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