The HFRI Asset Weighted Composite Index is a global, asset-weighted index comprised of single-manager funds that report to HFR Database. … The constituent funds of the HFRI Asset Weighted Composite Index are weighted according to the AUM reported by each fund for the prior month.
Accordingly, what is the HFRI Fund Weighted Composite Index?
The HFRI Fund Weighted Composite Index is a global, equal-weighted index of single-manager funds that report to HFR Database.