Indices

Eurekahedge TOP100 Asset Weighted Index - USD

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

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INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

Nov 2022 Return: 2.19% 3-Month Return: 0.73% 2022 Return: -1.27% 2021 Return: 3.54% Bloomberg Ticker: EHFI608


Index Returns

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The Eurekahedge TOP100 Asset Weighted Index (Bloomberg Ticker - EHFI608) is an asset weighted index of the top 100 hedge funds by asset size. The index is designed to provide a representative capital weighted benchmark for the top 100 hedge funds irrespective of regional investment mandate or style. The index is base weighted at 100 at December 2004, does not contain duplicate funds and is denominated in USD. The indices are rebalanced quarterly and the constituents for the quarter are determined by the preceding month's AUM ranking.

For more information on the index methodology, please click here.

Statistics

Statistics (as at Nov 2022 )  
4.39
2022 Return (%) -1.27
2021 Return (%) 3.54
0.73
115.80
4.48
-6.83
Risk/Return
5.14
3.47
1.95
-13.76
0.46
0.69
59.07
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Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 -0.90 -0.27 1.52 -0.05 -0.52 -1.31 -0.55 0.11 -1.43 0.00 2.19 n/a -1.27
2021 -0.95 1.17 -0.44 2.27 1.24 -0.64 -0.29 0.56 -0.63 0.85 -1.64 2.07 3.54
2020 -0.18 -2.66 -6.83 2.26 1.51 0.22 2.85 1.11 -1.53 -0.66 2.79 3.28 1.71
2019 0.89 0.31 0.75 1.04 -1.13 1.65 1.08 -0.56 0.59 0.68 0.12 1.28 6.89
2018 2.45 -2.21 -0.03 -0.48 -1.04 -0.19 0.51 -0.17 0.47 -1.29 -0.45 -0.25 -2.71
2017 0.52 0.69 -0.01 0.65 0.88 -0.34 1.13 0.63 0.03 1.04 0.83 0.52 6.76
2016 -0.25 -0.59 0.90 -0.22 -0.57 0.29 0.87 -0.15 -0.05 -0.49 -0.41 0.94 0.25
2015 1.02 0.96 -0.01 0.53 0.24 -1.22 0.65 -1.30 -0.02 0.28 -0.07 -0.18 0.85
2014 -0.94 2.07 -0.17 0.06 0.82 0.48 -0.77 0.59 -0.56 -0.32 1.35 -0.27 2.32
2013 1.90 -0.48 0.78 1.70 -0.79 -2.25 1.16 -0.61 1.68 1.82 0.63 0.45 6.06
2012 1.42 1.55 -0.27 0.26 -1.06 -0.18 1.57 0.72 0.93 -0.52 0.49 1.41 6.46
2011 0.31 1.42 0.75 2.99 -1.30 -0.93 1.10 -0.10 -2.45 0.98 -0.69 -0.11 1.87
2010 -0.14 0.19 2.28 1.15 -3.68 -0.01 2.21 0.08 3.82 2.10 -1.57 3.56 10.19
2009 0.53 -0.39 0.66 1.63 4.48 0.00 2.52 1.37 2.77 0.18 1.81 0.35 17.01
2008 -0.98 2.07 -1.53 0.68 1.30 -0.18 -2.68 -2.25 -4.89 -3.91 -0.62 0.99 -11.61
2007 0.95 0.50 1.55 2.29 2.32 0.95 1.10 -1.46 3.11 3.70 -1.61 0.41 14.55
2006 3.26 0.10 1.55 3.01 -1.84 -0.39 -0.02 0.98 0.00 1.70 2.17 1.74 12.85
2005 -0.96 1.77 -0.73 -1.57 0.35 1.47 1.23 1.07 2.25 -1.58 1.69 1.56 6.63
* Based on 22.68% of funds which have reported November 2022 returns as at 8 December 2022
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