Indices

CBOE Eurekahedge Volatility Indexes at a Glance

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

SPECIALIST ALTERNATIVE FUND INDICES

INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

The CBOE Eurekahedge Volatility Indexes is a suite of 4 indices developed by Eurekahedge with the support of the Chicago Board Options Exchange (CBOE). With a total of 38 constituents, these indices aim to carefully measure, the performances of hedge funds investing in volatility and thus, provide a new benchmark in the alternative investment industry to help professionals comparing their returns with their peers. More information on the CBOE Eurekahedge Volatility Indexes can be found in the press release and index methodology.

CBOE Eurekahedge Volatility Indexes at a Glance
Bloomberg Ticker Search: Search
Index Aug 23 (Est) Jul 23 YTD 2022 Ann. Return No. of constituents*
CBOE Eurekahedge Relative Value Volatility Hedge Fund Index -0.32 0.51 3.59 1.26 6.65 9
CBOE Eurekahedge Long Volatility Hedge Fund Index 1.73 -0.70 -3.25 7.45 3.63 14
CBOE Eurekahedge Short Volatility Hedge Fund Index 0.84 -1.79 1.50 10.28 7.07 6
CBOE Eurekahedge Tail Risk Hedge Fund Index 1.10 -0.48 -2.97 10.55 -2.95 13
* Comprises funds that have reported July 2023 returns as at 26 September 2023
CBOE Eurekahedge Volatility Indexes in the News
Hedge funds down 1.12% in November: Eurekahedge – Opalesque 15 Dec 2021
Long volatility strategies: Hedge funds vs DIY – ETF Stream 21 Oct 2021
Against the herd: trader Mark Spitznagel on contrarian investing – Financial Times 20 Oct 2021
Analyzing 60/40 portfolios without bonds – All About Alpha 3 May 2021
Waystone Explores Negatively Correlated Strategies - Waystone 4 Mar 2021
The father of the fear gauge on volatility trading - CMC Markets 23 Oct 2020
CBOE Eurekahedge Tail Risk Hedge Fund Index - A costly downside hedge - Disciplined Systematic Global Macro Views 2 Oct 2020
Volatility Hedge Funds Have Been This Year's Big Winners - Benzinga 11 Sep 2020
You Don't Have To Use Options To Hedge Equity Market Tail Risk - AlphaWeek 1 Sep 2020
The Eurekahedge Hedge Fund Index gained 1.38% in June - ValueWalk Premium 15 Jul 2020
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