HFR Dead Funds Database

Research our archive of the performance, assets, and qualitative data of liquidated hedge funds. Spanning hedge fund investment products across a full range of strategies and regions. This is an essential resource for long term hedge fund studies.

Dataset Overview:
- Data Source: Direct communication with firms
- Primary Entity Type: Company
- Number of funds: over 20,000
- Number of firms: over 5,000
- Reporting Frequency: Monthly
- Dataset Latency: Daily
- History Initiated: 1974
- Licensed data includes monthly price return and total return series data

Tables:
- Monthly Past (historical) asset data from 1979-present
- Monthly Past (historical) performance data from 1974-present

Administrative Table
Field Name : Description
Code : Unique code specific to each fund
Fund : Fund name
Money Manager : Money Management firm
Manager Code : Unique code specific to each management firm
Structure : Legal structure (Caymans Corporation, Delaware LP, etc.)
Principals : Principals of the Money Management firm
Address : Street & suite details
City : City of investment manager
State : State or province of Money Manager
Zip : Zip code of Money Manager
Country : Country of Money Manager base
Phone : Telephone number of Money Manager
Facsimile : Fax number of Money Manager
Contacts : Contact individuals at the Money Management firm
Inception : Inception date for the specific fund
Main Strategy : Main investment strategy
Sub-Strategy : Investment sub-strategy
Strategy Description : Detailed description of the investment instruments used in the fund
Fund Assets : Total assets in the fund (updated monthly or quarterly)
Fund Assets Currency : Currency denomination of fund assets
Fund Assets Date : Date of latest fund asset size (historical data is also provided)
Firm Assets : Total assets under Money Management firm
Firm Assets Currency : Currency denomination of firm assets
Firm Assets Date : Date of latest firm asset size
Leverage : Fund Leverage Range
Returns Denomination : Currency base for the fund performance (i.e. USD, EUR, GBP, etc)
Management Fee : Annual management fee percentage
Incentive Fee : Annual incentive fee percentage (if available)
High Watermark : Specifies if fees are taken only after a high watermark
Hurdle Rate : Specifies whether a hurdle rate exists and the hurdle criteria
Sales Commission Fee : Front-end or back-end fees for investing/redeeming in the fund
Other Fee : Miscellaneous fees for the fund
Minimum Investment : Minimum investment for the fund
Min Investment Denomination : Currency base for minimum investment of fund
Additional Investments : Additional investments allowed in the fund after initial
Individual Accounts Minimum : Minimum assets accepted for an individual account
New Investment : Specifies if fund is accepting new investment
Open to Investor Type : Type of Investors the fund will accept
Performance reporting : Intervals between performance reports to investment partners
Reporting Style : Indicates fund performance reporting percentage as "net of all fees", "gross of all fees", or 'net of management fee only"
Annual audit : Indicates if an annual audit is performed
Last Audit : Indicates date of last audit
Audit Firm : Specifies the firm that audits the fund and/or Money Manager
Offshore Vehicle : Indicates if current fund is an offshore vehicle
Offshore Name : Indicates the name of the offshore vehicle, if one exists
Redemptions : Redemption intervals from the fund (i.e. monthly, quarterly, annually)
Subscriptions : Subscription interval for the fund, if different from redemption interval
Lockup : Lockup interval (length of time that new investor cannot redeem assets)
Advanced Days Notice : Indicates advance notice, in days, required for Redemptions
Administrator : Administrator to the fund, if this is an offshore fund
Custodian : Custodian to the fund, if this is an offshore fund
Brokerage : Prime brokerage to the fund and/or Money Manager
Banking Agent : Banking agent to the fund and/or Money Manager
Legal Adviser : Legal Advisor to the fund and/or Money Manager
In HFRI : Indicates if fund is included in HFRI Monthly Indices
In HFRX : Indicates if a fund is included within the HFRX Indices
Regional Investment Focus : Reflects the major region and sub-region of fund investment focus
Emerging Markets? : Indicates if the fund's investment focus is concentrated in Emerging Markets
Date Added to DB : Reflects the date a fund became active in HFR Database
Domicile : Location of Fund registration
Is Diversity Firm? : Indicates if Firm is minority-owned
Fund Registration Code : Indicates if Fund is registered as 3(c)1 or 3(c)7
Firm SEC Registered : Indicates if Firm is SEC-Registered Investment Advisor
Firm SEC Number : Registered SEC Number
Firm IARD-CRD Number : Registered IARD-CRD Number
Strategy Code : Unique code for Main_Strategy field
Sub-Strategy Code : Unique code for Sub_Strategy field
Region Inv Focus Code : Unique code for Regional_Investment_Focus field
Fund Status : Indicates if Fund is Active or Liquidated/No Longer Reporting
UCITSIII : Indicates whether or not a fund complies with UCITS reporting methodology

Performance Table
Field Name : Description
Code : Unique code specific to each fund
Fund : Fund name
Date : Date for performance figure
Performance : Percentage performance for fund for month or quarter
NAV : Net Asset Value for the fund for this period

Assets Table
Field Name : Description
Code : Unique code specific to each fund
Fund : Fund name
Date : Date for asset figure
Assets : Assets for this period in millions of currency units

Regions Table
Field Name : Description
Code : Unique code specific to each fund
Fund : Fund name
Date : Date for Region figure
Region : Region of investment (Canada, USA, Eastern Europe, etc.)
Long : Long allocation in percent
Short : Short allocation in percent
Net : Net allocation in percent

Instruments Table
Field Name : Description
Code : Unique code specific to each underlying fund
Fund : Fund name
Date : Date for instrument figure
Instrument : Instrument invested (corporate bonds, equities, etc.)
Long : Long allocation in percent
Short : Short allocation in percent
Net : Net allocation in percent