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 69 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
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Index Mar 17 (Est) Feb 17 YTD 2016 Ann. Return No. of constituents*
CBOE Eurekahedge Relative Value Volatility Hedge Fund Index 0.98 -0.20 1.71 7.44 9.60 35
CBOE Eurekahedge Long Volatility Hedge Fund Index -2.08 -0.93 -4.32 -2.82 5.70 9
CBOE Eurekahedge Short Volatility Hedge Fund Index 1.59 0.51 3.55 5.09 8.89 16
CBOE Eurekahedge Tail Risk Hedge Fund Index -2.32 -0.63 -5.63 -11.81 -4.90 9
* Comprises funds that have reported February 2017 returns as at 27 April 2017