To be included in this index, the hedge funds must fulfill the following criteria:
- Report monthly returns to HFRI
- Report net of all fees returns
- Report assets in USD
The HFRI Fund Weighted Composite Index contains around 49% equity hedge, 10% event driven, 9% emerging markets, 8% macro, 8% convertible arbitrage, 7% relative value, 5% fixed income, and 4% distressed hedge funds.
|HFRI Fund Weighted Composite Index|