PortfolioDataSets         package:fPortfolio         R Documentation

_f_P_o_r_t_f_o_l_i_o _D_a_t_a _S_e_t_s

_D_e_s_c_r_i_p_t_i_o_n:

     Data sets used in the examples of the 'fPortfolio' package.

_F_o_r_m_a_t:

     The _Van Hedge Fund Indices_ were one of the first performance 
     benchmarks based on a large and representative sample of hedge
     fund  returns. Published from 1995 until now, the Van Indices
     reflect the  average  performance of hedge funds back to 1988. The
     Indices are  produced on a monthly basis. They represent the
     average performance  of hedge funds around the world and therefore
     tracks the performance  of the overall hedge fund universe. 

     All Index returns are based on hedge funds returns that are net of
      fees. They are simple non-dollar-weighted averages. Indexes for 
     different time periods may be based on different funds, depending 
     on the hedge funds reporting to VAN at the time. The database,
     used  in construction of the Indices, contains information on
     approximately  5,300 hedge funds.

     The Van Global Hedge Fund Index is reported on a percentage-change
      basis. The Index was set at an initial value of 1,000 as of its 
     January 1, 1988 inception.

     The csv data file consists of 16 columns, the first with the date
     entries formatted as "%m/%d/%Y", followed by 14 columns with the
     Index, and the last column with the Global Hedge Fund Index.

     The Indexes are:

     AggressiveGrowth 
                   DistressedSecurities 
            EmergingMarkets 
                     FundofFunds 
                         Income 
                              Macro 
                               MarketNeutralArbitrage 
              MarketNeutralHedging 
      MarketTiming 
                        Opportunistic 
                       SeveralStrategies 
                   ShortSelling 
                        SpecialSituations 
                   Value 
                               VanGlobalHedgeFundIndex

_S_o_u_r_c_e:

     Van Hedge Fund Advisors International, Inc. 
      _http://hedgefund.com/_

_E_x_a_m_p_l_e_s:

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