HFR Risk Parity Indices™ Monthly indices designed to reflect the performance of the universe of risk parity managers in the industry. HFRI-I Liquid Alternative UCITS Indices. Designed to reflect the performance of liquid alternative investment strategies compliant with established UCITS guidelines. HFRI 500 Hedge Fund Indices For reference, the HFR Risk Parity Indices represent the weighted average performance of the universe of active fund managers employing an equal risk contribution approach in their portfolio construction. These indices also have three volatility targets (10%, 12%, and 15%).

For reference, the HFR Risk Parity Indices represent the weighted average performance of the universe of active fund managers employing an equal risk contribution approach in their portfolio construction. These indices also have three volatility targets (10%, 12%, and 15%). The HFR Risk Parity indices are rebalanced annually, and are investible through HFR Asset Management. The current universe of index constituents represents a total of 25 risk parity products, managing approximately $110bn in strategy capital. All HFR Risk Parity Indices feature an annual rebalance and are investible through HFR Asset Management. The current universe of index constituents represents a total of 25 risk parity products, managing approximately USD110 billion in strategy capital. The HFR Bank Risk Premia: Rates Momentum Index leads all indices with a gain of +9.5 percent for 2018 through June launch date, while the HFR Bank Risk Premia: Credit Carry Index has produced an annualized return of +23.1 percent since its May 2009 inception, the best performing index since family inception. The HFR Bank Risk Premia: Rates Momentum Index leads all indices with a gain of +9.5 percent for 2018 through June launch date, while the HFR Bank Risk Premia: Credit Carry Index has produced an

The HFR Bank Risk Premia: Rates Momentum Index leads all indices with a gain of +9.5 percent for 2018 through June launch date, while the HFR Bank Risk Premia: Credit Carry Index has produced an

At the time of rebalance all index constituents will be equally weighted. Evaluation Criteria for inclusion in the HFR Risk Parity Indices are: Report monthly returns  The HFR Risk Parity indices are rebalanced annually, and are investible through HFR Asset Management. The current universe of index constituents represents  18 Aug 2017 The current universe of index constituents represents a total of 25 risk parity products, managing approximately USD110 billion in strategy  Positions of each constituent are calculated at the end of each month, using Exhibit 3: Annual Risk Allocation by Asset Class for the S&P Risk Parity Index – 10% TV HFR RISK. PARITY VOL. 15 INDEX. 60-40 EQUITY-. BOND. PORTFOLIO.

HFR Risk Parity Indices™ Monthly indices designed to reflect the performance of the universe of risk parity managers in the industry. HFRI-I Liquid Alternative UCITS Indices. Designed to reflect the performance of liquid alternative investment strategies compliant with established UCITS guidelines. HFRI 500 Hedge Fund Indices

The current constituent funds of the HFRI, HFRU and HFR Risk Parity Indices are available within the subscription-based HFR Database. HFRX Index constituents are included on a quarterly-lagged basis. HFR does not publish lists of HFR Bank Systematic Risk Premia Indices or HFRL Index constituents at this time. Login to HFRDatabase.com. HFR Risk Parity Indices™ Monthly indices designed to reflect the performance of the universe of risk parity managers in the industry. HFRI-I Liquid Alternative UCITS Indices. Designed to reflect the performance of liquid alternative investment strategies compliant with established UCITS guidelines. HFRI 500 Hedge Fund Indices For reference, the HFR Risk Parity Indices represent the weighted average performance of the universe of active fund managers employing an equal risk contribution approach in their portfolio construction. These indices also have three volatility targets (10%, 12%, and 15%). The HFR Risk Parity indices are rebalanced annually, and are investible through HFR Asset Management. The current universe of index constituents represents a total of 25 risk parity products, managing approximately $110bn in strategy capital. All HFR Risk Parity Indices feature an annual rebalance and are investible through HFR Asset Management. The current universe of index constituents represents a total of 25 risk parity products, managing approximately USD110 billion in strategy capital. The HFR Bank Risk Premia: Rates Momentum Index leads all indices with a gain of +9.5 percent for 2018 through June launch date, while the HFR Bank Risk Premia: Credit Carry Index has produced an annualized return of +23.1 percent since its May 2009 inception, the best performing index since family inception.

HFR has announced a new set of risk parity indices. The set of indices includes risk parity strategies at different volatility levels and for both institutional levels and smaller funds. These investable indices represent 25 different products with $110 billion in AUM. The risk parity portfolios are generally comprised of four sectors which are given equal risk weight: equities, credit

The HFR Risk Parity indices are rebalanced annually, and are investible through HFR Asset Management. The current universe of index constituents represents a total of 25 risk parity products, managing approximately $110bn in strategy capital. All HFR Risk Parity Indices feature an annual rebalance and are investible through HFR Asset Management. The current universe of index constituents represents a total of 25 risk parity products, managing approximately USD110 billion in strategy capital. The HFR Bank Risk Premia: Rates Momentum Index leads all indices with a gain of +9.5 percent for 2018 through June launch date, while the HFR Bank Risk Premia: Credit Carry Index has produced an annualized return of +23.1 percent since its May 2009 inception, the best performing index since family inception.

The HFR Risk Parity Indices™ are a series of benchmarks designed to reflect the performance of the universe of managers that employ a portfolio allocation 

The HFR Risk Parity Indices™ are a series of benchmarks designed to reflect the performance of the universe of managers that employ a portfolio allocation 

S&P Risk Parity Index - 10% TV. 60/40 Equity/Bond Portfolio. HFR Risk Parity Vol 10 Index. Performance versus the 60/40 Portfolio and Fund Based Benchmark  The current constituent funds of the HFRI, HFRU and HFR Risk Parity Indices are available within the subscription-based HFR Database. HFRX Index constituents are included on a quarterly-lagged basis. HFR does not publish lists of HFR Bank Systematic Risk Premia Indices or HFRL Index constituents at this time. Login to HFRDatabase.com. HFR Risk Parity Indices™ Monthly indices designed to reflect the performance of the universe of risk parity managers in the industry. HFRI-I Liquid Alternative UCITS Indices. Designed to reflect the performance of liquid alternative investment strategies compliant with established UCITS guidelines. HFRI 500 Hedge Fund Indices For reference, the HFR Risk Parity Indices represent the weighted average performance of the universe of active fund managers employing an equal risk contribution approach in their portfolio construction. These indices also have three volatility targets (10%, 12%, and 15%). The HFR Risk Parity indices are rebalanced annually, and are investible through HFR Asset Management. The current universe of index constituents represents a total of 25 risk parity products, managing approximately $110bn in strategy capital.