edhec {PerformanceAnalytics} | R Documentation

## EDHEC-Risk Hedge Fund Style Indices

### Description

EDHEC composite hedge fund style index returns.

From the EDHEC website: “The EDHEC Risk and Asset Management Research Centre plays a noted role in furthering applied financial research and systematically highlighting its practical uses. As part of its philosophy, the centre maintains a dialogue with professionals which benefits the industry as a whole. At the same time, its proprietary R&D provides sponsors with an edge over competition and joint ventures allow selected partners to develop new business opportunities.

To further assist financial institutions and investors implement the latest research advances in order to meet the challenges of the changing asset management landscape, the centre has spawned two consultancies and an executive education arm. Clients of these derivative activities include many of the leading organisations throughout Europe.”

see http://www.edhec-risk.com/about_us

Data used in PerformanceAnalytics and related publications with the kind permission of the EDHEC Risk and Asset Management Research Center.

### Usage

    edhec

### Format

CSV conformed into a data.frame with monthly observations

### Source

http://www.edhec-risk.com/indexes/pure_style

### References

About EDHEC Alternative Indexes. December 16, 2003. EDHEC-Risk.
http://www.edhec-risk.com/indexes/pure_style/about

Vaissie Mathieu. A Detailed Analysis of the Construction Methods and Management Principles of Hedge Fund Indices. October 2003. EDHEC.
http://www.edhec-risk.com/site_edhecrisk/public/indexes/EDHEC_Publications/RISKReview1072705188065793513

### Examples

    data(edhec)

    #preview the data
    head(edhec)

    #summary period statistics
    summary(edhec)

    #cumulative index returns
    tail(cumprod.column(1+edhec),1)

[Package PerformanceAnalytics version 0.9.5 Index]