NR - means Net Return. Net Return indices include dividends after the deduction of withholding taxes.
TR - means Total Return.
GR - means Gross Return.
Total Return and Gross Return are the same. Both are accumulation indices, meaning they include dividend reinvestment, in addition to tracking price movements.
PR - means Price Return. Price Return indices only consider price movements (capital gains or losses) while the income generated, in the form of interest and dividends, is ignored.