HFR Hedge Fund Industry Reports Materials List

A full list of page/slide titles for the most-recently published HFR Industry Reports are listed below.

View List for: HFR Global Report | HFR Asian Report | HFR Emerging Markets Report | HFR Market Microstructure Report

HFR Global HF Industry Report – Q3 2024

1. Hedge Fund Industry Overview
Estimated Annual Growth of Assets Hedge Fund Industry 1990 – Q3 2024
Estimated Annual Net Asset Flows Hedge Fund Industry 1991 – YTD Q3 2024
Estimated Quarterly Growth of Assets Hedge Fund Industry Q1 2007 – Q3 2024
Estimated Quarterly Net Asset Flows Hedge Fund Industry Q1 2007 – Q3 2024
Estimated Change in Assets per Main Strategy Net Asset Flow vs. Performance-Based Q3 2024
Estimated Change in Assets per Main Strategy Net Asset Flow vs. Performance-Based YTD Q3 2024
Estimated Change in Assets per Regional Investment Focus Net Asset Flow vs. Performance-Based Q3 2024
Estimated Change in Assets per Regional Investment Focus Net Asset Flow vs. Performance-Based YTD Q3 2024
Estimated Percentage of Funds with Inflows vs. Outflows Q3 2024
Estimated Net Asset Flows per Main Strategy Flow Totals of Funds with Net Inflows vs. Funds with Net Outflows Q3 2024
Estimated Growth of Assets by Fund Domicile Onshore (USA-domiciled funds) / Offshore (non-USA domiciled funds) 1990 – Q3 2024
Estimated Industry Assets by Strategy Q3 2024
Estimated Sub-Strategy Composition by Assets Under Management Q3 2024
Estimated Total Number of Hedge Funds and Fund of Funds 1990 – Q3 2024
Estimated Total Number of HF and FOF Firms 1990 – Q3 2024
Estimated Strategy Composition by # of Hedge Funds and Fund of Funds Q3 2024
Estimated Number of Funds: Hedge Funds vs. Fund of Funds 1990 – Q3 2024
Estimated Number of Firms: HF Firms vs. FOF Firms 1990 – Q3 2024
Estimated Strategy Composition by # of Hedge Funds Q3 2024
Estimated Sub-Strategy Composition Equity Hedge Q3 2024
Estimated Sub-Strategy Composition Event-Driven Q3 2024
Estimated Sub-Strategy Composition Macro Q3 2024
Estimated Sub-Strategy Composition Relative Value Q3 2024
Estimated Distribution of Industry Assets by Firm AUM Tier Q3 2024
Estimated Distribution of Net Asset Flows by Firm AUM Tier Q3 2024
Estimated Distribution of Net Asset Flows by Firm AUM Tier YTD Q3 2024
Estimated Distribution of Net Asset Flows by Firm AUM Tier 2009 – Q3 2024
Estimated Distribution of Industry Assets by Fund AUM Tier Q3 2024
Estimated Number of Funds Launched/Liquidated 1996 – Q2 2024
Estimated Fund Domicile Registration by # Funds Q3 2024
Estimated Fund Minimum Investment Size by # Funds Q3 2024
Estimated Fund Age by # Funds Q3 2024
Estimated Investment Subscriptions/Redemptions by # Funds Q3 2024
Estimated Advanced Days Notice for Investor Redemptions by # Funds Q3 2024
Estimated Fund Lockup Periods Before Investor Redemptions by # Funds Q3 2024

2. HFRI Index Performance and Risk/Return Analysis
HFRI Indices Annual Investment Returns (2009 – Q3 2024)
HFRI Index Performance 12-Month
HFRI Index Standard Deviation 12-Month
HFRI Index Risk Return Comparison 12-Month
HFRI Fund Weighted Composite Constituents Risk Return Comparison 12-Month
HFRI Fund Weighted Composite Constituents Risk Return Comparison 12-Month Scaled Down to 50% Return and 50% Standard Deviation
HFRI Fund of Funds Composite Constituents Risk Return Comparison 12-Month
HFRI Fund of Funds Composite Constituents Risk Return Comparison 12-Month Scaled Down to 20% Return and 20% Standard Deviation
HFRI Index Sharpe Ratio 12-Month
HFRI Index % of Positive Monthly Performance 12-Month
Historical Monthly Correlation to S&P 500 Index 12-Month Rolling
HFRI Composite Indices Correlation Matrix 12 Month
HFRI Equity Hedge Indices Correlation Matrix 12 Month
HFRI Event-Driven Indices Correlation Matrix 12 Month
HFRI Macro Indices Correlation Matrix 12 Month
HFRI Relative Value Indices Correlation Matrix 12 Month
HFRI Index Performance 3 Year Annualized
HFRI Index Performance 3 Year Cumulative Return
HFRI Index Standard Deviation 3 Year Annualized
HFRI Index Risk Return Comparison 3 Year Annualized
HFRI Fund Weighted Composite Constituents Risk Return Comparison 3 Year Annualized
HFRI Fund Weighted Composite Constituents Risk Return Comparison 3 Year Annualized Scaled Down to 50% Return and 50% Standard Deviation
HFRI Fund of Funds Composite Constituents Risk Return Comparison 3 Year Annualized
HFRI Fund of Funds Composite Constituents Risk Return Comparison 3 Year Annualized Scaled Down to 20% Return and 20% Standard Deviation
HFRI Index Sharpe Ratio 3 Year Annualized
HFRI Index Sortino Ratio 3 Year Annualized
HFRI Index % of Positive Monthly Performance 3 Year
Historical Monthly Correlation to S&P 500 Index 3 Year Rolling
HFRI Composite Indices Correlation Matrix 3 Year
HFRI Equity Hedge Indices Correlation Matrix 3 Year
HFRI Event-Driven Indices Correlation Matrix 3 Year
HFRI Macro Indices Correlation Matrix 3 Year
HFRI Relative Value Indices Correlation Matrix 3 Year
HFRI Index Performance 5 Year Annualized
HFRI Index Performance 5 Year Cumulative Return
HFRI Index Standard Deviation 5 Year Annualized
HFRI Index Risk Return Comparison 5 Year Annualized
HFRI Fund Weighted Composite Constituents Risk Return Comparison 5 Year Annualized
HFRI Fund of Funds Composite Constituents Risk Return Comparison 5 Year Annualized
HFRI Index Sharpe Ratio 5 Year Annualized
HFRI Index Sortino Ratio 5 Year Annualized
HFRI Index % of Positive Monthly Performance 5 Year
Historical Monthly Correlation to S&P 500 Index 5 Year Rolling
HFRI Composite Indices Correlation Matrix 5 Year
HFRI Equity Hedge Indices Correlation Matrix 5 Year
HFRI Event-Driven Indices Correlation Matrix 5 Year
HFRI Macro Indices Correlation Matrix 5 Year
HFRI Relative Value Indices Correlation Matrix 5 Year
HFRI Fund Weighted Composite Index Performance by Current Management Fee Bucket Period Ending Q3 2024
HFRI Index Constituents Analysis of Fund Returns* Period Ending Q3 2024
HFRI Composite Indices Distribution Analysis of Constituent Fund Returns 1-Year
HFRI Main Strategy Indices Distribution Analysis of Constituent Fund Returns 1-Year
HFRI Composite Indices Distribution Analysis of Constituent Fund Returns 3-Year
HFRI Main Strategy Indices Distribution Analysis of Constituent Fund Returns 3-Year
HFRI Composite Indices Distribution Analysis of Constituent Fund Returns 5-Year
HFRI Main Strategy Indices Distribution Analysis of Constituent Fund Returns 5-Year
HFRI Fund Weighted Composite Index Performance Analysis Since 1990
HFRI Main Strategy Indices Performance Analysis Since 1990
HFRI Fund Weighted Composite Index Drawdown Analysis since 1990
HFRI Equity Hedge (Total) Index Drawdown Analysis since 1990
HFRI Event-Driven (Total) Index Drawdown Analysis since 1990
HFRI Macro (Total) Index Drawdown Analysis since 1990
HFRI Relative Value (Total) Index Drawdown Analysis since 1990

3. Asset Flows and Performance Analysis by Strategy
HFRI Fund Weighted Composite Index Percentage of Constituent Funds at High Watermark Q1 2003 – Q3 2024
HFRI Fund Weighted Composite Index Percentage of Constituent Funds at High Watermark 2003 – Q3 2024
HFRI Fund Weighted Composite Index Quarterly Performance 1998 – Q3 2024
HFRI Fund Weighted Composite Index Return Distribution Analysis and Up/Down Capture: 10-Year
HFRI Fund Weighted Composite Index CHF Quarterly Performance 1998 – Q3 2024
HFRI Fund Weighted Composite Index CHF Return Distribution Analysis and Up/Down Capture: 10-Year
HFRI Fund Weighted Composite Index EUR Quarterly Performance 1999 – Q3 2024
HFRI Fund Weighted Composite Index EUR Return Distribution Analysis and Up/Down Capture: 10-Year
HFRI Fund Weighted Composite Index GBP Quarterly Performance 1998 – Q3 2024
HFRI Fund Weighted Composite Index GBP Return Distribution Analysis and Up/Down Capture: 10-Year
HFRI Fund Weighted Composite Index JPY Quarterly Performance 1998 – Q3 2024
HFRI Fund Weighted Composite Index JPY Return Distribution Analysis and Up/Down Capture: 10-Year
Estimated Growth of Assets / Net Asset Flow Fund of Funds 1990 – Q3 2024
HFRI Fund of Funds Composite Index Quarterly Performance 1998 – Q3 2024
HFRI Fund of Funds Composite Index Return Distribution Analysis and Up/Down Capture: 10-Year
Estimated Growth of Assets / Net Asset Flow Equity Hedge (Total) 1990 – Q3 2024
HFRI Equity Hedge (Total) Index Quarterly Performance 1998 – Q3 2024
HFRI Equity Hedge (Total) Index Return Distribution Analysis and Up/Down Capture: 10-Year
HFRI Equity Hedge (Total) Index Constituents* Risk Return Comparison 12-Month
Estimated Growth of Assets / Net Asset Flow EH: Energy/Basic Materials 1992 – Q3 2024
HFRI EH: Energy/Basic Materials Index Quarterly Performance 1998 – Q3 2024
HFRI EH: Energy/Basic Materials Return Distribution Analysis and Up/Down Capture: 10-Year
Estimated Growth of Assets / Net Asset Flow EH: Equity Market Neutral 1990 – Q3 2024
HFRI EH: Equity Market Neutral Index Quarterly Performance 1998 – Q3 2024
HFRI EH: Equity Market Neutral Index Return Distribution Analysis and Up/Down Capture: 10-Year
Estimated Growth of Assets / Net Asset Flow EH: Fundamental Growth 1990 – Q3 2024
Estimated Growth of Assets / Net Asset Flow EH: Fundamental Value 1990 – Q3 2024
Estimated Growth of Assets / Net Asset Flow EH: Multi-Strategy 1990 – Q3 2024
Estimated Growth of Assets / Net Asset Flow EH: Quantitative Directional 1990 – Q3 2024
HFRI EH: Quantitative Directional Index Quarterly Performance 1998 – Q3 2024
HFRI EH: Quantitative Directional Index Return Distribution Analysis and Up/Down Capture: 10-Year
Estimated Growth of Assets / Net Asset Flow EH: Short Bias 1990 – Q3 2024
Estimated Growth of Assets / Net Asset Flow EH: Technology/Healthcare 1990 – Q3 2024
HFRI EH: Technology/Healthcare Index Quarterly Performance 1998 – Q3 2024
HFRI EH: Technology/Healthcare Index Return Distribution Analysis and Up/Down Capture: 10-Year
Estimated Growth of Assets / Net Asset Flow Event-Driven (Total) 1990 – Q3 2024
HFRI Event-Driven (Total) Index Quarterly Performance 1998 – Q3 2024
HFRI Event-Driven (Total) Index Return Distribution Analysis and Up/Down Capture: 10-Year
HFRI Event-Driven (Total) Index Constituents* Risk Return Comparison 12-Month
Estimated Growth of Assets / Net Asset Flow ED: Activist 2003 – Q3 2024
Estimated Growth of Assets / Net Asset Flow ED: Credit Arbitrage 2002 – Q3 2024
Estimated Growth of Assets / Net Asset Flow ED: Distressed/Restructuring 1990 – Q3 2024
HFRI ED: Distressed/Restructuring Index Quarterly Performance 1998 – Q3 2024
HFRI ED: Distressed/Restructuring Index Return Distribution Analysis and Up/Down Capture: 10-Year
Estimated Growth of Assets / Net Asset Flow ED: Merger Arbitrage 1990 – Q3 2024
HFRI ED: Merger Arbitrage Index Quarterly Performance 1998 – Q3 2024
HFRI ED: Merger Arbitrage Index Return Distribution Analysis and Up/Down Capture: 10-Year
Estimated Growth of Assets / Net Asset Flow ED: Multi-Strategy 1996 – Q3 2024
Estimated Growth of Assets / Net Asset Flow ED: Special Situations 1990 – Q3 2024
Estimated Growth of Assets / Net Asset Flow Macro (Total) 1990 – Q3 2024
HFRI Macro (Total) Index Quarterly Performance 1998 – Q3 2024
HFRI Macro (Total) Index Return Distribution Analysis and Up/Down Capture: 10-Year
HFRI Macro (Total) Index Constituents* Risk Return Comparison 12-Month
Estimated Growth of Assets / Net Asset Flow Macro: Active Trading 2003 – Q3 2024
Estimated Growth of Assets / Net Asset Flow Macro: Commodity 2003 – Q3 2024
Estimated Growth of Assets / Net Asset Flow Macro: Currency-Discretionary 2003 – Q3 2024
Estimated Growth of Assets / Net Asset Flow Macro: Currency-Systematic 1990 – Q3 2024
Estimated Growth of Assets / Net Asset Flow Macro: Discretionary Thematic 1990 – Q3 2024
Estimated Growth of Assets / Net Asset Flow Macro: Multi-Strategy 1990 – Q3 2024
Estimated Growth of Assets / Net Asset Flow Macro: Systematic Diversified 1990 – Q3 2024
HFRI Macro: Systematic Diversified Index Quarterly Performance 1998 – Q3 2024
HFRI Macro: Systematic Diversified Index Return Distribution Analysis and Up/Down Capture: 10-Year
Estimated Growth of Assets / Net Asset Flow Relative Value (Total) 1990 – Q3 2024
HFRI Relative Value (Total) Index Quarterly Performance 1998 – Q3 2024
HFRI Relative Value (Total) Index Return Distribution Analysis and Up/Down Capture: 10-Year
HFRI Relative Value (Total) Index Constituents* Risk Return Comparison 12-Month
Estimated Growth of Assets / Net Asset Flow RV: Fixed Income – Asset Backed 1990 – Q3 2024
HFRI RV: Fixed Income – Asset Backed Index Quarterly Performance 1998 – Q3 2024
HFRI RV: Fixed Income – Asset Backed Index Return Distribution Analysis and Up/Down Capture: 10-Year
Estimated Growth of Assets / Net Asset Flow RV: Fixed Income – Convertible Arbitrage 1990 – Q3 2024
HFRI RV: Fixed Income – Convertible Arbitrage Index Quarterly Performance 1998 – Q3 2024
HFRI RV: Fixed Income – Convertible Arbitrage Index Return Distribution Analysis and Up/Down Capture: 10-Year
Estimated Growth of Assets / Net Asset Flow RV: Fixed Income – Corporate 1990 – Q3 2024
HFRI RV: Fixed Income – Corporate Index Quarterly Performance 1998 – Q3 2024
HFRI RV: Fixed Income – Corporate Index Return Distribution Analysis and Up/Down Capture: 10-Year
Estimated Growth of Assets / Net Asset Flow RV: Fixed Income – Sovereign 2003 – Q3 2024
Estimated Growth of Assets / Net Asset Flow RV: Multi-Strategy 1990 – Q3 2024
HFRI RV: Multi-Strategy Index Quarterly Performance 1998 – Q3 2024
HFRI RV: Multi-Strategy Index Return Distribution Analysis and Up/Down Capture: 10-Year
Estimated Growth of Assets / Net Asset Flow RV: Volatility 1990 – Q3 2024
Estimated Growth of Assets / Net Asset Flow RV: Yield Alternatives 2002 – Q3 2024
HFRI RV: Yield Alternatives Index Quarterly Performance 1998 – Q3 2024
HFRI RV: Yield Alternatives Index Return Distribution Analysis and Up/Down Capture: 10-Year

Source Data spreadsheet includes: 

• Total HF Industry Annual Asset Growth and Number of Funds  Estimates since 1990
• Total HF Industry Quarterly Asset Growth, Asset Flows and Number of Funds Estimates since Q1 2005
• HF Industry Annual Asset Growth Estimates since 1990 by strategy
• HF Industry Quarterly Asset Growth Estimates  since Q1 2009 by strategy
• HF Industry Annual Asset Flow Estimates since 1990 by strategy
• HF Industry Quarterly Asset Flow Estimates since Q1 2009 by strategy
• HFRI Indices monthly performance series since inception

Purchase HFR Global Report

HFR Emerging Markets HF Industry Report – Q2 2024

1. Emerging Markets Hedge Fund Industry Overview
Estimated Annual Growth of Assets / Net Asset Flows Emerging Markets 2002 – Q2 2024
Estimated Quarterly Growth of Assets / Net Asset Flows Emerging Markets Q1 2008 – Q2 2024
Estimated Growth of Assets: Emerging Markets Funds per Main Strategy Net Asset Flow vs. Performance-Based Q2 2024
Estimated Growth of Assets: Emerging Markets Funds per Sub-Region Focus Net Asset Flow vs. Performance-Based Q2 2024
Percentage of Emerging Markets Funds with Inflows vs. Outflows Q2 2024
Estimated Emerging Markets Net Asset Flows per Main Strategy AUM of Emerging Markets Funds with Inflows vs. Outflows Q2 2024
Estimated Emerging Markets Net Asset Flows per Sub-Region Focus AUM of Emerging Markets Funds with Inflows vs. Outflows Q2 2024
Estimated Growth of Hedge Fund Assets by Regional Investment Focus Emerging Markets vs. Global vs. Total Industry 2002 – Q2 2024
Estimated Growth of Assets / Net Asset Flow Total Hedge Fund Industry 1990 – Q2 2024
Estimated Growth of # Hedge Funds Emerging Markets vs. Global vs. Total Industry 2002 – Q2 2024
Estimated Hedge Fund Industry by Regional Investment Focus Q2 2024
Estimated Emerging Markets Hedge Funds by Strategy Q2 2024
Estimated Strategy Composition Hedge Fund Assets Emerging Markets Funds and Total HF Industry Q2 2024
Estimated Sub-Strategy Composition of Emerging Markets Assets Q2 2024
Estimated Sub-Strategy Composition of Emerging Markets Assets Q2 2024
Estimated Sub-Regional Composition of Emerging Markets Assets 2002 – Q2 2024
Estimated Sub-Regional Composition of Emerging Markets Assets Normalized for AUM Distribution of “Global” and “Multiple Emerging Markets” AUM* 2002 – Q2 2024
Estimated Emerging Markets Hedge Funds by Sub-Regional Investment Focus
Estimated AUM of Emerging Markets Hedge Funds by Sub-Regional Investment Focus Normalized for AUM Distribution of “Global” and “Multiple Emerging Markets” AUM*
Estimated Management Firm Location by # Funds Emerging Markets Hedge Funds Q2 2024
Estimated Management Firm Location by # Funds Emerging Markets Hedge Funds excluding USA and UK Q2 2024
Estimated Domicile Registration Emerging Markets Funds Q2 2024
Estimate of Prime Brokers for Emerging Markets Hedge Funds Q2 2024
Estimate of Fund Administrators for Emerging Markets Hedge Funds Q2 2024
Estimated Breakdown of Legal Firms for Emerging Markets Hedge Funds Q2 2024
Estimated Breakdown of Auditors for Emerging Markets Hedge Funds Q2 2024
Estimated Minimum Investment Size of Emerging Markets Hedge Funds Q2 2024
Estimated Age of Emerging Markets Hedge Funds Q2 2024
Estimated Investment Subscriptions/Redemptions Emerging Markets Hedge Funds Q2 2024

2. Dispersion of Emerging Markets Fund Performance
HFRI Emerging Markets (Total) Index Analysis Dispersion of Average Fund Performance by Quartiles Trailing 12-Month Period ending Q2 2024
HFRI Emerging Markets (Total) Index Analysis Dispersion of Median Fund Performance by Quartiles Trailing 12-Month Period ending Q2 2024
HFRI Emerging Markets: Asia ex-Japan Index Analysis Dispersion of Average Fund Performance by Quartiles Trailing 12-Month Period ending Q2 2024
HFRI Emerging Markets: Asia ex-Japan Index Analysis Dispersion of Median Fund Performance by Quartiles Trailing 12-Month Period ending Q2 2024
HFRI Emerging Markets: Global Index Analysis Dispersion of Average Fund Performance by Quartiles Trailing 12-Month Period ending Q2 2024
HFRI Emerging Markets: Global Index Analysis Dispersion of Median Fund Performance by Quartiles Trailing 12-Month Period ending Q2 2024
HFRI Emerging Markets: Latin America Index Analysis Dispersion of Average Fund Performance by Quartiles Trailing 12-Month Period ending Q2 2024
HFRI Emerging Markets: Latin America Index Analysis Dispersion of Median Fund Performance by Quartiles Trailing 12-Month Period ending Q2 2024

3. HFR Index Performance and Risk/Return Analysis
HFR Emerging Markets Index Performance Analysis
Emerging Markets Index Performance Analysis: Asia ex-Japan
Emerging Markets Index Performance Analysis: Latin America
Emerging Markets Index Performance Analysis: Russia / Eastern Europe
Emerging Markets Index Performance Analysis: Middle-East / North Africa (MENA)
HFRI Emerging Markets (Total) Index Drawdown Analysis since 1990
Index Performance 12-Month
Index Standard Deviation 12-Month
Index Sharpe Ratio 12-Month
Index Sortino Ratio 12-Month
Index % of Positive Monthly Performance 12-Month
Index Correlation to S&P 500 Index 12-Month
Historical Monthly Correlation to S&P 500 Index 12-Month Rolling
Index Correlation to Shanghai Composite Index 12-Month
Historical Monthly Correlation to Shanghai Composite Index 12-Month Rolling
Index Correlation to Russian Trading System Index 12-Month
Historical Monthly Correlation to Russian Trading System Index 12-Month Rolling
Index Correlation to Brazil Bovespa Stock Index 12-Month
Historical Monthly Correlation to Brazil Bovespa Stock Index 12-Month Rolling
Index Correlation Matrix 12-Month
Index Performance 3-Year Annualized
Index Performance 3-Year Cumulative Return
Index Standard Deviation 3-Year Annualized
Index Sharpe Ratio 3-Year
Index Sortino Ratio 3-Year
Index % of Positive Monthly Performance 3-Year
Index Correlation to S&P 500 Index 3-Year
Historical Monthly Correlation to S&P 500 Index 3-Year Rolling
Index Correlation to Shanghai Composite Index 3-Year
Historical Monthly Correlation to Shanghai Composite Index 3-Year Rolling
Index Correlation to Russian Trading System Index 3-Year
Historical Monthly Correlation to Russian Trading System Index 3-Year Rolling
Index Correlation to Brazil Bovespa Stock Index 3-Year
Historical Monthly Correlation to Brazil Bovespa Stock Index 3-Year Rolling
Index Correlation Matrix 3-Year
Index Performance 5-Year Annualized
Index Performance 5-Year Cumulative Return
Index Standard Deviation 5-Year Annualized
Index Sharpe Ratio 5-Year
Index Sortino Ratio 5-Year
Index % of Positive Monthly Performance 5-Year
Index Correlation to S&P 500 Index 5-Year
Historical Monthly Correlation to S&P 500 Index 5-Year Rolling
Index Correlation to Shanghai Composite Index 5-Year
Historical Monthly Correlation to Shanghai Composite Index 5-Year Rolling
Index Correlation to Russian Trading System Index 5-Year
Historical Monthly Correlation to Russian Trading System Index 5-Year Rolling
Index Correlation to Brazil Bovespa Stock Index 5-Year
Historical Monthly Correlation to Brazil Bovespa Stock Index 5-Year Rolling
Index Correlation Matrix 5-Year
Distributional Properties of Returns: Index Analysis
HFRI Emerging Markets (Total) Index Quarterly Performance Q1 2002 – Q2 2024
HFRI Emerging Markets: Asia ex-Japan Index Quarterly Performance Q1 2002 – Q2 2024
HFRI Emerging Markets: Global Index Quarterly Performance Q1 2002 – Q2 2024
HFRI Emerging Markets: India Index Quarterly Performance Q1 2008 – Q2 2024
HFRI Emerging Markets: Latin America Index Quarterly Performance Q1 2002 – Q2 2024
HFRI Emerging Markets: MENA Index Quarterly Performance Q1 2008 – Q2 2024
HFRI Emerging Markets: Russia / Eastern Europe Index Quarterly Performance Q1 2002 – Q2 2024
HFRI Fund Weighted Composite Index Quarterly Performance Q1 2002 – Q2 2024
HFRI Emerging Markets (Total) Index 3-Year Return Distribution Analysis and Up/Down Capture
HFRI Emerging Markets: Asia ex-Japan Index 3-Year Return Distribution Analysis and Up/Down Capture
HFRI Emerging Markets: Global Index 3-Year Return Distribution Analysis and Up/Down Capture
HFRI Emerging Markets: India Index 3-Year Return Distribution Analysis and Up/Down Capture
HFRI Emerging Markets: Latin America Index 3-Year Return Distribution Analysis and Up/Down Capture
HFRI Emerging Markets: MENA Index 3-Year Return Distribution Analysis and Up/Down Capture
HFRI Emerging Markets: Russia / Eastern Europe Index 3-Year Return Distribution Analysis and Up/Down Capture

4. HFR Index Performance and Risk/Return Analysis through July 2024
HFR Emerging Markets Index Performance Analysis Periods ending July 2024
Emerging Markets Index Performance Analysis: Asia ex-Japan Periods ending July 2024
Emerging Markets Index Performance Analysis: Latin America Periods ending July 2024
Emerging Markets Index Performance Analysis: Russia / Eastern Europe Periods ending July 2024
Emerging Markets Index Performance Analysis: Middle-East / North Africa (MENA) Periods ending July 2024
Index Performance 12-Month Ending July 2024
Index Standard Deviation 12-Month Ending July 2024
Index Sharpe Ratio 12-Month Ending July 2024
Index Sortino Ratio 12-Month Ending July 2024
Index % of Positive Monthly Performance 12-Month Ending July 2024
Index Correlation to S&P 500 Index 12-Month Ending July 2024
Historical Monthly Correlation to S&P 500 Index 12-Month Rolling Ending July 2024
Index Correlation to Shanghai Composite Index 12-Month Ending July 2024
Historical Monthly Correlation to Shanghai Composite Index 12-Month Rolling Ending July 2024
Index Correlation to Russian Trading System Index 12-Month Ending July 2024
Historical Monthly Correlation to Russian Trading System Index 12-Month Rolling Ending July 2024
Index Correlation to Brazil Bovespa Stock Index 12-Month Ending July 2024
Historical Monthly Correlation to Brazil Bovespa Stock Index 12-Month Rolling Ending July 2024
Index Correlation Matrix 12-Month Ending July 2024
Index Performance 3-Year Annualized Ending July 2024
Index Performance 3-Year Cumulative Return Ending July 2024
Index Standard Deviation 3-Year Annualized Ending July 2024
Index Sharpe Ratio 3-Year Ending July 2024
Index Sortino Ratio 3-Year Ending July 2024
Index % of Positive Monthly Performance 3-Year Ending July 2024
Index Correlation to S&P 500 Index 3-Year Ending July 2024
Historical Monthly Correlation to S&P 500 Index 3-Year Rolling Ending July 2024
Index Correlation to Shanghai Composite Index 3-Year Ending July 2024
Historical Monthly Correlation to Shanghai Composite Index 3-Year Rolling Ending July 2024
Index Correlation to Russian Trading System Index 3-Year Ending July 2024
Historical Monthly Correlation to Russian Trading System Index 3-Year Rolling Ending July 2024
Index Correlation to Brazil Bovespa Stock Index 3-Year Ending July 2024
Historical Monthly Correlation to Brazil Bovespa Stock Index 3-Year Rolling Ending July 2024
Index Correlation Matrix 3-Year Ending July 2024
Index Performance 5-Year Annualized Ending July 2024
Index Performance 5-Year Cumulative Return Ending July 2024
Index Standard Deviation 5-Year Annualized Ending July 2024
Index Sharpe Ratio 5-Year Ending July 2024
Index Sortino Ratio 5-Year Ending July 2024
Index % of Positive Monthly Performance 5-Year Ending July 2024
Index Correlation to S&P 500 Index 5-Year Ending July 2024
Historical Monthly Correlation to S&P 500 Index 5-Year Rolling Ending July 2024
Index Correlation to Shanghai Composite Index 5-Year Ending July 2024
Historical Monthly Correlation to Shanghai Composite Index 5-Year Rolling Ending July 2024
Index Correlation to Russian Trading System Index 5-Year Ending July 2024
Historical Monthly Correlation to Russian Trading System Index 5-Year Rolling Ending July 2024
Index Correlation to Brazil Bovespa Stock Index 5-Year Ending July 2024
Historical Monthly Correlation to Brazil Bovespa Stock Index 5-Year Rolling Ending July 2024
Index Correlation Matrix 5-Year Ending July 2024
Distributional Properties of Returns: Index Analysis Ending July 2024

Purchase HFR Emerging Markets Report