HFR Asset Manager Risk Premia Index

The HFR Asset Manager Risk Premia Index is designed to represent the performance of the universe of managers offering risk premia investment products. The index encompasses multiple risk premia styles across multiple asset classes. HFR utilizes a UCITS compliant methodology to construct the indices and the methodology is based on defined and predetermined rules and objective criteria to combine and rebalance components that represent various asset class and style strategies.

Global index includes HFR Asset Manager Risk Premia Index.

Dataset Overview:
- Data Source: HFR, Inc.
- Primary Entity Type: Index
- Number of Indices: 1
- Reporting Frequency: Daily and Monthly
- Dataset Latency: Daily
- History Initiated: 2017
- Licensed data includes monthly price return and total return series data

Tables:
- Daily Past (historical) performance data from 2017-present
- Monthly Past (historical) performance data from 2017-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