HFR FOF Vol (S) Indices

HFR FOF Vol (S) Indices are comprised of funds that are constituents of the HFRI 500 Index and are designed to synthetically (S) represent the performance of Low, Mid, or High volatility fund of funds.

Global indices include HFRI FOF: Low Vol (S) Index, HFRI FOF: Mid Vol (S) Index, and HFRI FOF: High Vol (S) Index.

Dataset Overview:
- Data Source: HFR, Inc.
- Primary Entity Type: Index
- Number of Indices: 3
- Reporting Frequency: Monthly
- Dataset Latency: Daily
- History Initiated: 2005
- Licensed data includes monthly price return and total return series data

Table:
- Monthly Past (historical) performance data from 2005-present

Fields Included:
- Name of Index
- Index Ticker ID
- Rate of Return Percentage
- Index Value
- Index Family Type Classification
- Index Main Strategy Type
- Index Main Sub-Strategy Type
- Regional Investment Focus
- Denomination
- Indicator of Final or Estimated Performance Status
- FX Methodology Type (if applicable)
- Index Weighting Style
- European Securities and Markets Association (ESMA) Register ID
- HFR Database Fund ID
- Unique Record ID
- Numeric Performance Date
- Standard Performance Date

搜集汇总

背景与挑战

背景概述

该数据集包含2005年至今的3种FOF合成指数（低/中/高波动率）月度表现数据，涵盖收益率、指数值等核心指标，由HFR公司每日更新并提供价格回报和总回报序列。