Indices

Eurekahedge Hedge Fund Index

Jun 2016 Return: 0.34% 3-Month Return: 1.49% 2016 Return: 1.02% 2015 Return: 1.63% Bloomberg Ticker: EHFI251


Index Returns

The Eurekahedge Hedge Fund Index (Bloomberg Ticker - EHFI251) is Eurekahedge's flagship equally weighted index of 2827 constituent funds. The index is designed to provide a broad measure of the performance all underlying hedge fund managers irrespective of regional mandate. The index is base weighted at 100 at December 1999, does not contain duplicate funds and is denominated in local currencies.

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

Statistics

Statistics (as at Jun 2016 )  
8.88
2016 Return (%) 1.02
2015 Return (%) 1.63
1.49
307.24
5.30
-4.46
Risk/Return
4.97
2.69
4.58
-12.50
1.39
2.56
69.70

Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2016 -1.77 -0.03 1.36 0.82 0.32 0.34 n/a n/a n/a n/a n/a n/a 1.02
2015 0.78 1.53 0.71 0.92 0.70 -1.16 -0.07 -1.92 -0.79 1.26 0.45 -0.74 1.63
2014 -0.29 1.68 -0.21 -0.03 1.01 1.07 -0.10 1.10 -0.22 -0.31 1.01 0.03 4.82
2013 2.15 0.24 0.78 0.79 0.46 -1.29 1.15 -0.33 1.33 1.59 1.00 1.02 9.23
2012 2.26 1.96 -0.06 -0.24 -1.63 0.25 1.14 0.74 0.99 -0.15 0.51 1.34 7.29
2011 0.37 1.10 0.30 1.49 -0.83 -1.05 0.45 -2.23 -2.54 2.01 -0.82 0.04 -1.80
2010 -0.47 0.70 2.27 1.17 -2.35 -0.43 1.51 0.39 3.13 2.15 0.24 2.73 11.48
2009 0.37 -0.80 1.66 3.54 5.03 0.46 2.39 1.45 2.63 -0.04 1.71 1.15 21.22
2008 -1.85 2.43 -1.72 1.46 1.77 -0.52 -1.67 -0.87 -4.44 -4.46 -1.16 1.11 -9.73
2007 1.28 0.68 0.78 1.93 2.15 1.16 0.56 -1.22 2.98 2.80 -1.19 1.00 13.58
2006 3.33 0.52 2.01 2.19 -1.38 -0.26 -0.14 1.03 0.19 1.78 2.20 1.63 13.80
2005 -0.18 1.79 -0.58 -1.19 1.17 1.60 1.77 1.00 2.20 -1.00 2.21 2.03 11.27
2004 1.81 1.73 0.78 -1.40 -0.34 0.36 -0.51 0.14 1.73 1.11 2.98 1.44 10.19
2003 1.33 0.70 -0.29 2.55 3.77 1.08 1.19 1.98 1.34 2.63 0.98 2.23 21.25
2002 0.63 -0.13 1.77 0.53 1.12 0.10 -0.99 1.03 -0.23 0.40 1.72 1.18 7.32
2001 3.00 -0.29 0.55 1.13 1.62 0.66 -0.28 0.60 -1.21 2.19 0.87 1.69 10.99
2000 1.46 5.30 1.65 -1.24 0.17 2.35 0.21 3.60 -0.24 -0.05 -0.20 3.68 17.78
* Based on 90.94% of funds which have reported June 2016 returns as at 29 July 2016
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