An 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.
managers
A relatively random weights file used for charting examples.
CSV conformed into an xts object with monthly observations
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