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.
managersA 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