HFRI 500 Hedge Fund Indices

The HFRI 500 Hedge Fund Indices consist of the largest 500 funds that report to the HFR Database, are open to new investments and offer quarterly liquidity or better. The indices are equal-weighted and rebalanced on a quarterly basis. Global indices include HFRI 500 Fund Weighted Composite Index, HFRI 500 Emerging Markets Index, and their respective sub-indices. Dataset Overview: - Data Source: HFR, Inc. - Primary Entity Type: Index - Number of Indices: 37 - 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

该数据集涵盖HFRI 500对冲基金指数，包含37个基于500家最大基金构建的指数，提供自2005年以来的月度历史表现数据。数据包括指数名称、回报率、价值等关键字段，适用于全球市场分析。