HFR, Inc. (HFR) utilizes a UCITSIII compliant methodology to construct the HFRX Hedge Fund Indices. Strategies typically employ quantitative process which focus on statistically robust or technical patterns in the return series of the asset, and typically focus on highly liquid instruments and maintain shorter holding periods than either discretionary or mean reverting strategies. Opportunities are frequently presented in cross border, collared and international transactions which incorporate multiple geographic regulatory institutions, with typically involve minimal exposure to corporate credits. Macro: Commodity: Agricultural strategies are reliant on the evaluation of market data, relationships and influences as they pertain primarily to Soft Commodity markets focusing primarily on positions in grains (wheat, soybeans, corn, etc.) Strategies are typically quantitatively driven to measure the existing relationship between instruments and, in some cases, identify attractive positions in which the risk adjusted spread between these instruments represents an attractive opportunity for the investment manager. The methodology is based on defined and predetermined rules and objective criteria to select and rebalance components to maximize representation of the Hedge Fund Universe. The ETF was listed on the Deutsche Boerse Exchange on 3 December 2010. HFRI Broadly constructed indices designed to capture the breadth of hedge fund performance trends across all strategies and regions. Hedge Fund Research, Inc. (HFR) utilizes a UCITSIII compliant methodology to construct the HFRX Hedge Fund Indices. Credit Arbitrage strategies employ an investment process designed to isolate attractive opportunities in corporate fixed income securities; these include both senior and subordinated claims as well as bank debt and other outstanding obligations, structuring positions with little of no broad credit market exposure. Regional Investment Focus is designed to reflect the primary focus of the Fund's strategic exposure, over various market cycles, independent of the investment manager's physical location or the domiciled registration location of the fund. The methodology is based on defined and predetermined rules and objective criteria to select and rebalance components to maximize representation of the Hedge Fund Universe. In a similar way, while both Macro and equity hedge managers may hold equity securities, the overriding investment thesis is predicated on the impact movements in underlying macroeconomic variables may have on security prices, as opposed to EH, in which the fundamental characteristics on the company are the most significant and integral to investment thesis. Equity Hedge strategies maintain positions both long and short in primarily equity and equity derivative securities. Add To Watchlist. The HFRX Latin America Index (Flagship Funds) is designed to reflect the performance of the Latin American region of the hedge fund universe. HFRX Indices utilize state-of-the-art quantitative techniques and analysis; multi-level screening, cluster analysis, Monte-Carlo simulations and optimization techniques ensure that each Index is a pure representation of its corresponding investment focus. HFRX Indices utilize state-of-the-art quantitative techniques and analysis; multi-level screening, cluster analysis, Monte-Carlo simulations and optimization techniques ensure that each Index is a pure representation of its corresponding investment focus. Fundamental Value strategies which employ investment processes designed to identify attractive opportunities in securities of companies which trade a valuation metrics by which the manager determines them to be inexpensive and undervalued when compared with relevant benchmarks. The Investor Guidebook is designed to offer a comprehensive overview of the investable HFRI 500 Indices. Analyze HFR Index constituents. Designed to track performance trends across a variety of ESG strategies. Systematic commodity have investment processes typically as function of mathematical, algorithmic and technical models, with little or no influence of individuals over the portfolio positioning. HFRX Indices utilize state-of-the-art quantitative techniques and analysis; multi-level screening, cluster analysis, Monte-Carlo simulations and optimization techniques ensure that each Index is a pure representation of its corresponding investment focus. The methodology is based on defined and predetermined rules and objective criteria to select and rebalance components to maximize representation of the Hedge Fund Universe. HFRX Energy/Basic Materials strategies which employ investment processes designed to identify opportunities in securities in specific niche areas of the market in which the Manager maintains a level of expertise which exceeds that of a market generalist in identifying companies engaged in the production & procurement of inputs to industrial processes. 02.12.2022 HFRX Indices utilize state-of-the-art quantitative techniques and analysis; multi-level screening, cluster analysis, Monte-Carlo simulations and optimization techniques ensure that each Index is a pure representation of its corresponding investment focus. The methodology is based on defined and predetermined rules and objective criteria to select and rebalance components to maximize representation of the Hedge Fund Universe. Der iShares STOXX Global Select Dividend 100 ETF befand sich zuletzt im Sinkflug und gab im STU-Handel 0,12 Prozent auf 0,04 EUR ab. The methodology is based on defined and predetermined rules and objective criteria to select and rebalance components to maximize representation of the Hedge Fund Universe. HFRX Indices utilize state-of-the-art quantitative techniques and analysis; multi-level screening, cluster analysis, Monte-Carlo simulations and optimization techniques ensure that each Index is a pure representation of its corresponding investment focus. HFRX Indices utilize state-of-the-art quantitative techniques and analysis; multi-level screening, cluster analysis, Monte-Carlo simulations and optimization techniques ensure that each Index is a pure representation of its corresponding investment focus. Systematic Diversified strategies typically would expect to have no greater than 35% of portfolio in either dedicated currency or commodity exposures over a given market cycle. In der STU-Sitzung kletterte der Fonds um 0,22 Prozent auf 0,12 EUR. HFRX Indices utilize state-of-the-art quantitative techniques and analysis; multi-level screening, cluster analysis, Monte-Carlo simulations and optimization techniques ensure that each Index is a pure representation of its corresponding investment focus. Strategies focus on fundamental relationships across geographic areas of focus both inter and intra-asset classes, and typical holding periods are longer than trend following or discretionary strategies. Multi-strategy is not intended to provide broadest-based mass market investors appeal, but are most frequently distinguished from others arbitrage strategies in that they expect to maintain >30% of portfolio exposure in 2 or more strategies meaningfully distinct from each other that are expected to respond to diverse market influences. Full strategy and regional descriptions (multi-language), as well as the full "HFRX Hedge Fund Indices Defined Formulaic Methodology" may be downloaded at www.hfrx.com. Against a choppy market backdrop, hedge funds were broadly positive in May as reflected by the HFRX Global Hedge Fund index up 0.3%. The HFRX Global Hedge Fund Index is designed to be representative of the overall composition of the hedge fund universe. The strategies are asset weighted based on the distribution of assets in the hedge fund industry. Hedge Funds gained in November with the HFRX Market Directional Index posting a gain of +2.39%, while the HFRX Global Hedge Fund Index advanced +0.15%. The methodology is based on defined and predetermined rules and objective criteria to select and rebalance components to maximize representation of the Hedge Fund Universe. Strategies typically employ quantitative process which focus on statistically robust or technical patterns in the return series of the asset, and typically focus on highly liquid instruments and maintain shorter holding periods than either discretionary or mean reverting strategies. You require a written license from HFR to use the HFR data, HFR marks and names and/or HFR Index names, including but not limited to use in connection with investment products and instruments (regardless of whether such products or instruments are based on, linked to or track an HFR Index), the name of investment products and instruments, in prospectuses, marketing and other materials publicly or commercially disseminated, benchmarking purposes, and any SEC, government or regulatory filings. Discretionary Currency strategies are reliant on the fundamental evaluation of market data, relationships and influences as they pertain primarily to currency markets including positions in global foreign exchange markets, both listed and unlisted, and as interpreted by an individual or group of individuals who make decisions on portfolio positions; strategies employ an investment process most heavily influenced by top down analysis of macroeconomic variables. The HFRX Brazil Index (Flagship Funds) is designed to reflect the performance of Brazil investment region hedge fund universe. These involve both announced transactions as well as situations which pre-, post-date or situations in which no formal announcement is expected to occur. The methodology is based on defined and predetermined rules and objective criteria to select and rebalance components to maximize representation of the Hedge Fund Universe. Liquid Alternatives. Designed to reflect the performance of the largest and most liquid funds in the hedge fund industry. HFRX HFRX Indices utilize state-of-the-art quantitative techniques and analysis; multi-level screening, cluster analysis, Monte-Carlo simulations and optimization techniques ensure that each Index is a pure representation of its corresponding investment focus. It is comprised of all eligible hedge fund strategies; including but not limited to convertible arbitrage, distressed securities, equity hedge, equity market neutral, event driven, macro, merger arbitrage, and relative value arbitrage. The methodology is based on defined and predetermined rules and objective criteria to select and rebalance components to maximize representation of the Hedge Fund Universe. The HFRX Global Hedge Fund GBP Index is denominated in GBP and is designed to be representative of the overall composition of the hedge fund universe. HFRX Global Hedge Fund Index, HFRXGL:CBT Summary - FT.com Subscribe The methodology is based on defined and predetermined rules and objective criteria to select and rebalance components to maximize representation of the Hedge Fund Universe. HFRX Indices utilize state-of-the-art quantitative techniques and analysis; multi-level screening, cluster analysis, Monte-Carlo simulations and optimization techniques ensure that each Index is a pure representation of its corresponding investment focus. Discover historical prices for UIQC.F stock on Yahoo Finance. Alternative Energy strategies which employ investment processes designed to identify opportunities in securities in specific niche areas of the market in which the Manager maintains a level of expertise which exceeds that of a market generalist in identifying companies engaged in the development of new, clean sources of energy inputs for industrial & secular uses, including natural resources (wind & water). The HFRX Climate Change Index is part of HFRs ESG series of indices and includes hedge fund strategies that identify opportunities in securities with the goal of reducing the impact of climate change, by identifying companies engaged in the development of new technologies that will facilitate the energy transition from traditional energy sources to renewable sources, engaging with companies to lower their carbon footprint, or trading carbon allowances in regulated markets. 02.12.2022 Hedge Fund Research, Inc. (HFR) utilizes a UCITSIII compliant methodology to construct the HFRX Hedge Fund Indices. HFRX Indices utilize state-of-the-art quantitative techniques and analysis; multi-level screening, cluster analysis, Monte-Carlo simulations and optimization techniques ensure that each Index is a pure representation of its corresponding investment focus. UBS ETFs plc - HFRX Global Hedge Fund Index SF UCI historical data, for real-time data please try another search. Der iShares Core S&P 500 ETF notierte zuletzt mit Verlusten. Strategies employ an investment process designed to isolate attractive opportunities between a variety of fixed income instruments specifically securitized by collateral commitments which frequently include loans, pools and portfolios of loans, receivables, real estate, machinery or other tangible financial commitments. The HFRX Global Hedge Fund JPY Index is denominated in JPY and is designed to be representative of the overall composition of the hedge fund universe. Hedge Fund Research, Inc. (HFR) utilizes a UCITSIII compliant methodology to construct the HFRX Hedge Fund Indices. It is comprised of all eligible hedge fund strategies; including but not limited to convertible arbitrage, equity hedge, equity market neutral, event driven, macro, merger arbitrage, and relative value arbitrage. The HFRX Global Hedge Fund Index lost 2.6 percent. The methodology is based on defined and predetermined rules and objective criteria to select and rebalance components to maximize representation of the Hedge Fund Universe. HFR, Inc. (HFR) utilizes a UCITSIII compliant methodology to construct the HFRX Hedge Fund Indices. Investment theses are focused on characteristics of the firm's financial statements in both an absolute sense and relative to other similar securities and more broadly, market indicators. It is comprised of all The data is not sufficient, comprehensive enough or approved for use in connection with investment products or instruments. Merger Arbitrage involves primarily announced transactions, typically with limited or no exposure to situations which pre-, post-date or situations in which no formal announcement is expected to occur. HFRX Indices utilize state-of-the-art quantitative techniques and analysis; multi-level screening, cluster analysis, Monte-Carlo simulations and optimization techniques ensure that each Index is a pure representation of its corresponding investment focus. Investment theses are typically predicated on fundamental characteristics (as opposed to quantitative), with the realization of the thesis predicated on a specific development exogenous to the existing capital structure. HFRX Indices utilize state-of-the-art quantitative techniques and analysis; multi-level screening, cluster analysis, Monte-Carlo simulations and optimization techniques ensure that each Index is a pure representation of its corresponding investment focus. HFRX Indices utilize state-of-the-art quantitative techniques and analysis; multi-level screening, cluster analysis, Monte-Carlo simulations and optimization techniques ensure that each Index is a pure representation of its corresponding investment focus. Investment thesis may be predicated on an attractive spread given the nature and quality of the collateral, the liquidity characteristics of the underlying instruments and on issuance and trends in collateralized fixed income instruments, broadly speaking. The historical net performance of the index as published did not change. Institutional investors can typically achieve It is comprised of all eligible hedge fund strategies; including but not limited to convertible arbitrage, equity hedge, equity market neutral, event driven, macro, merger arbitrage, and relative value arbitrage. HFR, Inc. (HFR) utilizes a UCITSIII compliant methodology to construct the HFRX Hedge Fund Indices. Find the latest UBS ETFs plc - HFRX Global Hedge Fund Index SF UCITS ETF (HFUSAS.SW) stock quote, history, news and other vital information to help you with your stock trading and investing. Hedge Fund Research, Inc. (HFR) utilizes a UCITSIII compliant methodology to construct the HFRX Hedge Fund Indices. Zuletzt verteuerte sich ein Fondsanteil um 0,19 Prozent auf 0,13 EUR. The total return data provided on the HFR website, the HFR Database products, and the reports generated from them are for internal, non-commercial use only. The methodology is based on defined and predetermined rules and objective criteria to select and rebalance components to maximize representation of the Hedge Fund Universe. HFRX Relative Value Index gained +1.57% for the month with gains in both Convertible Arbitrage strategies and Multi-Strategy managers. Relative Value investment managers who maintain positions in which the investment thesis is predicated on realization of a valuation discrepancy in the relationship between multiple securities. The methodology is based on defined and predetermined rules and objective criteria to select and rebalance components to maximize representation of the Hedge Fund Universe. Hedge Fund Research, Inc. (HFR) utilizes a UCITSIII compliant methodology to construct the HFRX Hedge Fund Indices. Portfolio investment process can be predicated on fundamental, systematic or technical analysis, and strategies typically invest in both Emerging and Developed Markets. HFR, HFRI, HFRX, HFRU, HFRQ, HFRL, WWW.HEDGEFUNDRESEARCH.COM, HEDGE FUND RESEARCH, HFR IndexScope, HFR Bank Systematic Risk Premia Indices and HFR Risk Parity Indices are the trademarks of HFR, Inc. Download HFR Risk Parity Indices Performance Data, Download HFR Blockchain Indices Performance Data, HFR Hedge Fund Strategy Classification System, HFRX Asia Composite Hedge Fund Index (Flagship Funds), HFRX Asia Equally Weighted Index (Flagship Funds), HFRX Asia ex-Japan Index (Flagship Funds), HFRX Asia with Japan Index (Flagship Funds), HFRX ED: Credit Arbitrage Index (Flagship Funds), HFRX ED: Distressed Restructuring Index (Flagship Funds), HFRX ED: Merger Arbitrage Index (Flagship Funds), HFRX ED: Multi-Strategy Index (Flagship Funds), HFRX ED: Special Situations Index (Flagship Funds), HFRX EH: Energy/Basic Materials Index (Flagship Funds), HFRX EH: Equity Market Neutral Index (Flagship Funds), HFRX EH: Fundamental Growth Index (Flagship Funds), HFRX EH: Fundamental Value Index (Flagship Funds), HFRX EH: Multi-Strategy Index (Flagship Funds), HFRX EH: Quantitative Directional Index (Flagship Funds), HFRX EH: Short Bias Index (Flagship Funds), HFRX EH: Technology/Healthcare Index (Flagship Funds), HFRX Global Hedge Fund Index (Flagship Funds), HFRX Latin America Index (Flagship Funds), HFRX Macro: Active Trading Index (Flagship Funds), HFRX Macro: Commodity Index (Flagship Funds), HFRX Macro: Commodity-Agriculture Index (Flagship Funds), HFRX Macro: Commodity-Energy Index (Flagship Funds), HFRX Macro: Commodity-Metals Index (Flagship Funds), HFRX Macro: Currency Index (Flagship Funds), HFRX Macro: Discretionary Thematic Index (Flagship Funds), HFRX Macro: Multi-Strategy Index (Flagship Funds), HFRX Macro: Systematic Diversified CTA Index, HFRX Macro: Systematic Diversified CTA Index (Flagship Funds), HFRX Multi-Emerging Markets Index (Flagship Funds), HFRX North America Index (Flagship Funds), HFRX Northern Europe Index (Flagship Funds), HFRX Relative Value Index (Flagship Funds), HFRX Russia/Eastern Europe Index (Flagship Funds), HFRX RV: FI-Asset Backed Index (Flagship Funds), HFRX RV: FI-Convertible Arbitrage Index (Flagship Funds), HFRX RV: FI-Corporate Index (Flagship Funds), HFRX RV: FI-Sovereign Index (Flagship Funds), HFRX RV: Multi-Strategy Index (Flagship Funds), HFRX RV: Real Estate Index (Flagship Funds), HFRX RV: Volatility Index (Flagship Funds), HFRX Total Emerging Market Index (Flagship Funds), HFRX Western/Pan Europe Index (Flagship Funds). Technology/Healthcare strategies typically maintain a primary focus in this area and expect to maintain in excess of 50% of portfolio exposure to these sectors over a various market cycles. Broadly constructed indices designed to capture the breadth of hedge fund performance trends across all strategies and regions. Systematic Diversified strategies typically would expect to have no greater than 35% of portfolio in either dedicated currency or commodity exposures over a given market cycle. Daily. The methodology is based on defined and predetermined rules and objective criteria to select and rebalance components to maximize representation of the Hedge Fund Universe. Regional Investment Focus is designed to reflect the primary focus of the Fund's strategic exposure, over various market cycles, independent of the investment manager's physical location or the domiciled registration location of the fund. or livestock markets. RV: Multi-Strategies employ an investment thesis is predicated on realization of a spread between related yield instruments in which one or multiple components of the spread contains a fixed income, derivative, equity, real estate, MLP or combination of these or other instruments. HFRI 500 Hedge Fund Indices. Hedge Fund Research, Inc. (HFR) utilizes a UCITSIII compliant methodology to construct the HFRX Hedge Fund Indices. HFRX Asia Composite Index (Flagship Funds) is designed to reflect the performance of the complete Asian hedge fund universe by an asset weighted allocation to the following: HFRX Asia Ex Japan Index, HFRX Asia w/ Japan index, and HFRX Japan Index. HFR Market Microstructure Hedge Fund Industry Reports provide an extensive and sophisticated cross-sectional analysis of the hedge fund industry. Merger Arbitrage strategies which employ an investment process primarily focused on opportunities in equity and equity related instruments of companies which are currently engaged in a corporate transaction. Hedge Fund Research, Inc. (HFR) utilizes a UCITSIII compliant methodology to construct the HFRX Hedge Fund Indices. Native Americans must be documented members of a North American tribe, band or organized group of native people indigenous to the continental United States; (iv) Asian-American, Pacific Islanders, Asian Indian-Americans: a U.S. citizen whose origin is from Bangladesh, Cambodia, China, Guam, India, Indonesia, Japan, Korea, Laos, Malaysia, Pakistan, the Philippines, Samoa, Thailand, Sri Lanka, Taiwan, the U.S. Trust Territories of the Pacific or the Northern Marianas and Vietnam. Macro: Commodity: Metals strategies are reliant on the evaluation of market data, relationships and influences as they pertain primarily to Hard Commodity markets focusing primarily on positions in Metals (Gold, Silver, Platinum, etc). Fund investing in Japan typically have greater than 50% exposure in Japan. Frequency. HFR provides investment professionals with timely, comprehensive, and customized views of their investments. Convertible Arbitrage includes strategies in which the investment thesis is predicated on realization of a spread between related instruments in which one or multiple components of the spread is a convertible fixed income instrument. HFR, Inc. (HFR) utilizes a UCITSIII compliant methodology to construct the HFRX Hedge Fund Indices. Statistical Arbitrage/Trading strategies consist of strategies in which the investment thesis is predicated on exploiting pricing anomalies which may occur as a function of expected mean reversion inherent in security prices; high frequency techniques may be employed and trading strategies may also be employed on the basis on technical analysis or opportunistically to exploit new information the investment manager believes has not been fully, completely or accurately discounted into current security prices. HFRX Indices utilize state-of-the-art quantitative techniques and analysis; multi-level screening, cluster analysis, Monte-Carlo simulations and optimization techniques ensure that each Index is a pure representation of its corresponding investment focus. From Oct 3, 2022 to Nov 3, 2022. It is comprised of all eligible hedge fund strategies; including but not limited to convertible arbitrage, distressed securities, equity hedge, equity market neutral, event driven, macro, merger arbitrage, and relative value arbitrage. Hedge Fund Research, Inc. (HFR) utilizes a UCITSIII compliant methodology to construct the HFRX Hedge Fund Indices. Factor-based investment strategies include strategies in which the investment thesis is predicated on the systematic analysis of common relationships between securities. HFR, Inc.110 North Wacker Drive, 25th FloorChicago, IL 60606312.658.0955Contact Us, All data and content on the Hedge Fund Research website and in the HFR Database products are for your informational and personal use only. It is comprised of all eligible hedge fund strategies; including but not limited to convertible arbitrage, distressed securities, equity hedge, equity market neutral, event driven, macro, merger arbitrage, and relative value arbitrage. The strategies are asset weighted based on the distribution of assets in the hedge fund industry. HFRX Indices utilize state-of-the-art quantitative techniques and analysis; multi-level screening, cluster analysis, Monte-Carlo simulations and optimization techniques ensure that each Index is a pure representation of its corresponding investment focus. Managers employ fundamental credit processes focused on valuation and asset coverage of securities of distressed firms; in most cases portfolio exposures are concentrated in instruments which are publicly traded, in some cases actively and in others under reduced liquidity but in general for which a reasonable public market exists. The methodology is based on defined and predetermined rules and objective criteria to select and rebalance components to maximize representation of the Hedge Fund Universe. HFRX Indices utilize state-of-the-art quantitative techniques and analysis; multi-level screening, cluster analysis, Monte-Carlo simulations and optimization techniques ensure that each Index is a pure representation of its corresponding investment focus. RV: Multi-Strategies employ an investment thesis is predicated on realization of a spread between related yield instruments in which one or multiple components of the spread contains a fixed income, derivative, equity, real estate, MLP or combination of these or other instruments. HFRX Indices utilize state-of-the-art quantitative techniques and analysis; multi-level screening, cluster analysis, Monte-Carlo simulations and optimization techniques ensure that each Index is a pure representation of its corresponding investment focus. Hedge Fund Research, Inc. (HFR) utilizes a UCITS compliant methodology to construct the HFRX Hedge Fund Indices. Discretionary Thematic strategies are primarily reliant on the evaluation of market data, relationships and influences, as interpreted by an individual or group of individuals who make decisions on portfolio positions; strategies employ an investment process most heavily influenced by top down analysis of macroeconomic variables. Yeah, he might have lost $1 billion at Deutsche Bank, but thats old news. This bundled subscription of our most popular research publications will keep you on top of significant developments in the hedge fund industry. Hedge Fund Research, Inc. (HFR) utilizes a UCITSIII compliant methodology to construct the HFRX Hedge Fund Indices. Convertible arbitrage positions maintain characteristic sensitivities to credit quality the issuer, implied and realized volatility of the underlying instruments, levels of interest rates and the valuation of the issuer's equity, among other more general market and idiosyncratic sensitivities. Short Biased strategies may vary the investment level or the level of short exposure over market cycles, but the primary distinguishing characteristic is that the manager maintains consistent short exposure and expects to outperform traditional equity managers in declining equity markets. You may not copy, redistribute, sell, retransmit, or make the data available to a third party, or otherwise use it for any commercial or public purpose unless you have a separate written agreement with HFR. HHF:CN was acquired by 006800:KS. UBS ETFs plc - HFRX Global Hedge Fund Index SF UCITS ETF (CHF) A-acc CHF iNAV Historical Rates. Macro strategy managers trade a broad range of strategies in which the investment process is predicated on movements in underlying economic variables and the impact these have on equity, fixed income, hard currency and commodity markets. HFRX Indices utilize state-of-the-art quantitative techniques and analysis; multi-level screening, cluster analysis, Monte-Carlo simulations and optimization techniques ensure that each Index is a pure representation of its corresponding investment focus. The methodology is based on defined and predetermined rules and objective criteria to select and rebalance components to maximize representation of the Hedge Fund Universe. The methodology is based on defined and predetermined rules and objective criteria to select and rebalance components to maximize representation of the Hedge Fund Universe. Hedge Fund Research, Inc. (HFR) utilizes a UCITSIII compliant methodology to construct the HFRX Hedge Fund Indices. Special Situations: Strategies employ an investment process primarily focused on opportunities in equity and equity related instruments of companies which are currently engaged in a corporate transaction, security issuance/repurchase, asset sales, division spin-off or other catalyst oriented situation. HFRX Indices utilize state-of-the-art quantitative techniques and analysis; multi-level screening, cluster analysis, Monte-Carlo simulations and optimization techniques ensure that each Index is a pure representation of its corresponding investment focus. Hedge Fund Research, Inc. (HFR) utilizes a UCITSIII compliant methodology to construct the HFRX Hedge Fund Indices. Hedge Fund Research, Inc. (HFR) utilizes a UCITSIII compliant methodology to construct the HFRX Hedge Fund Indices. The HFRX Equity Hedge EUR Index is denominated in EUR. Hedge Fund Research, Inc. (HFR) utilizes a UCITSIII compliant methodology to construct the HFRX Hedge Fund Indices. The methodology is based on defined and predetermined rules and objective criteria to select and rebalance components to maximize representation of the Hedge Fund Universe. Strategies effectively employ primarily equity (greater than 60%) but also corporate debt exposure, and in general focus more broadly on post-bankruptcy equity exposure and exit of restructuring proceedings. Hedge Fund Research, Inc. (HFR) utilizes a UCITSIII compliant methodology to construct the HFRX Hedge Fund Indices. Low. Strategies employ investment processes designed to identify attractive opportunities in securities of companies which are experiencing or expected to experience abnormally high levels of growth compared with relevant benchmarks growth in earnings, profitability, sales or market share. These may also contain a limited exposure to government, sovereign, equity, convertible or other obligations but the focus of the strategy is primarily on fixed corporate obligations and other securities are held as component of positions within these structures. The methodology is based on defined and predetermined rules and objective criteria to select and rebalance components to maximize representation of the Hedge Fund Universe. HFRX Indices utilize state-of-the-art quantitative techniques and analysis; multi-level screening, cluster analysis, Monte-Carlo simulations and optimization techniques ensure that each Index is a pure representation of its corresponding investment focus. Zuletzt stieg der iShares Global Water ETF. Regional Investment Focus is designed to reflect the primary focus of the Fund's strategic exposure, over various market cycles, independent of the investment manager's physical location or the domiciled registration location of the fund. HFRX Indices utilize state-of-the-art quantitative techniques and analysis; multi-level screening, cluster analysis, Monte-Carlo simulations and optimization techniques ensure that each Index is a pure representation of its corresponding investment focus. The HFRX Diversity Index is part of HFRs ESG series of indices and is designed to be representative of the overall composition of the minority-owned hedge fund universe. The SF-I share class is targeting qualified investors. Managers employ a variety of fundamental and quantitative techniques to establish investment theses, and security types range broadly across equity, fixed income, derivative or other security types. Strategies are typically fundamentally driven to measure the existing relationship between instruments and identify positions in which the risk adjusted spread between these instruments represents an attractive opportunity for the investment manager. The methodology is based on defined and predetermined rules and objective criteria to select and rebalance components to maximize representation of the Hedge Fund Universe. Regional Investment Focus is designed to reflect the primary focus of the Fund's strategic exposure, over various market cycles, independent of the investment manager's physical location or the domiciled registration location of the fund. The methodology is based on defined and predetermined rules and objective criteria to select and rebalance components to maximize representation of the Hedge Fund Universe. Open. Designed to reflect the performance of the largest and most liquid funds in the hedge fund industry. Designed to reflect the performance of the largest and most liquid funds in the hedge fund industry. HFRX Equal Weighted Strategies GBP Index is denominated in GBP and is constructed from the same strategies as the HFRX Global Hedge Fund Index. HFRX Asia with Japan Index (Flagship Funds) is designed to reflect the performance of the Asia with Japan region of the hedge fund universe. The methodology is based on defined and predetermined rules and objective criteria to select and rebalance components to maximize representation of the Hedge Fund Universe. HFR, Inc. ("HFR") utilizes a UCITSIII compliant methodology to construct the HFRX Hedge Fund Indices. HFRX Indices utilize state-of-the-art quantitative techniques and analysis; multi-level screening, cluster analysis, Monte-Carlo simulations and optimization techniques ensure that each Index is a pure representation of its corresponding investment focus. Research HFRI Indices constituents using powerful data visualization technology. HFR, Inc. (HFR) utilizes a UCITSIII compliant methodology to construct the HFRX Hedge Fund Indices. Funds investing in China typically have greater than 50% exposure to China. Hedge Fund Research, Inc. (HFR) utilizes a UCITSIII compliant methodology to construct the HFRX Hedge Fund Indices. Although some strategies employ RV techniques, Macro strategies are distinct from RV strategies in that the primary investment thesis is predicated on predicted or future movements in the underlying instruments, rather than realization of a valuation discrepancy between securities. The methodology is based on defined and predetermined rules and objective criteria to select and rebalance components to maximize representation of the Hedge Fund Universe. It is comprised of all eligible hedge fund strategies; including but not limited to convertible arbitrage, equity hedge, equity market neutral, event driven, macro, merger arbitrage, and relative value arbitrage. HFRX Indices utilize state-of-the-art quantitative techniques and analysis; multi-level screening, cluster analysis, Monte-Carlo simulations and optimization techniques ensure that each Index is a pure representation of its corresponding investment focus. The methodology is based on defined and predetermined rules and objective criteria to select and rebalance components to maximize representation of the Hedge Fund Universe. The HFRX Absolute Return Index is designed to be representative of the overall composition of the hedge fund universe. The HFRX Equal Weighted Strategies Index applies an equal weight to all constituent strategy indices. Strategies may also include and utilize equity securities, credit derivatives, government fixed income, commodities, currencies or other hybrid securities. The methodology is based on defined and predetermined rules and objective criteria to select and rebalance components to maximize representation of the Hedge Fund Universe. 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