Selected Portfolio Weights Data
weights.RdAn xts object that contains columns of monthly weights for a subset of the EDHEC hedge fund indexes that demonstrate rebalancing portfolios through time.
Note that all the EDHEC indices are available in edhec.
Examples
data(weights)
#preview the data
head(weights)
#> Convertible Arbitrage CTA Global Distressed Securities
#> 2000-01-01 0.02500000 0.14601749 0.0250000
#> 2001-01-01 0.15785710 0.19577551 0.0250000
#> 2002-01-01 0.24431295 0.02500000 0.0250000
#> 2003-01-01 0.21955470 0.06590151 0.0250000
#> 2004-01-01 0.09780634 0.02552822 0.1050766
#> 2005-01-01 0.02500000 0.02500000 0.2445763
#> Emerging Markets Equity Market Neutral Event Driven
#> 2000-01-01 0.025 0.3500000 0.025
#> 2001-01-01 0.025 0.3500000 0.025
#> 2002-01-01 0.025 0.3500000 0.025
#> 2003-01-01 0.025 0.2817930 0.025
#> 2004-01-01 0.025 0.3500000 0.025
#> 2005-01-01 0.025 0.2054237 0.025
#> Fixed Income Arbitrage Global Macro Long/Short Equity
#> 2000-01-01 0.0250000 0.025 0.025
#> 2001-01-01 0.0250000 0.025 0.025
#> 2002-01-01 0.2056871 0.025 0.025
#> 2003-01-01 0.2577508 0.025 0.025
#> 2004-01-01 0.2715888 0.025 0.025
#> 2005-01-01 0.3500000 0.025 0.025
#> Merger Arbitrage Relative Value
#> 2000-01-01 0.07146246 0.2575201
#> 2001-01-01 0.12136740 0.0250000
#> 2002-01-01 0.02500000 0.0250000
#> 2003-01-01 0.02500000 0.0250000
#> 2004-01-01 0.02500000 0.0250000
#> 2005-01-01 0.02500000 0.0250000