Indices

Eurekahedge Distressed Debt Hedge Fund Index

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

SPECIALIST ALTERNATIVE FUND INDICES

INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

Nov 2019 Return: 0.16% 3-Month Return: -0.06% 2019 Return: 1.03% 2018 Return: 3.25% Bloomberg Ticker: EHFI287




Index Returns

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The Eurekahedge Distressed Debt Hedge Fund Index (Bloomberg Ticker - EHFI287) is an equally weighted index of 20 constituent funds. The index is designed to provide a broad measure of the performance of underlying hedge fund managers The index is base weighted at 100 at Dec 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 Nov 2019 )  
9.89
2019 Return (%) 1.03
2018 Return (%) 3.25
-0.06
553.70
6.63
-9.43
Risk/Return
6.21
3.77
5.40
-28.58
1.27
2.09
74.06
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Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2019 1.75 0.18 -0.06 0.84 -0.95 0.72 -0.35 -1.01 -0.05 -0.17 0.16 n/a 1.03
2018 1.87 0.42 0.55 1.24 1.07 0.55 0.59 0.37 1.01 -0.48 -1.39 -2.50 3.25
2017 1.79 1.07 0.41 0.15 -0.09 0.25 1.00 -0.13 0.58 0.15 0.38 1.21 6.98
2016 -1.85 -0.97 2.52 2.10 2.16 0.78 1.35 1.57 1.19 1.62 1.14 1.76 14.12
2015 -0.60 1.50 0.26 0.94 0.28 -1.56 -0.53 -2.08 -0.94 0.50 -1.33 -0.70 -4.23
2014 0.69 1.52 0.66 0.47 0.61 0.98 0.10 0.22 -1.20 -1.03 -0.25 -1.00 1.75
2013 2.38 0.74 1.60 1.90 2.32 -1.02 1.09 0.16 1.41 1.61 1.22 1.05 15.39
2012 2.54 2.03 0.95 -0.01 -1.22 -0.09 1.04 1.73 1.74 1.31 0.93 2.56 14.32
2011 2.00 1.61 0.23 1.63 0.36 -0.45 0.49 -3.22 -3.48 2.10 -1.07 1.05 1.06
2010 2.83 0.90 2.82 2.65 -2.18 -0.59 1.64 0.17 1.97 6.63 1.03 3.02 22.68
2009 0.08 -1.89 -0.57 4.72 6.25 3.29 4.75 3.23 4.90 2.10 2.11 2.29 35.71
2008 -2.16 -0.43 -1.23 0.66 1.04 -1.18 -1.29 -0.52 -5.10 -9.43 -4.52 -4.34 -25.44
2007 1.69 2.44 0.88 1.79 1.49 1.07 0.15 -0.56 0.94 1.48 -1.89 0.00 9.81
2006 2.12 1.14 2.10 2.26 0.99 0.05 0.08 0.79 0.71 2.01 1.76 1.76 16.93
2005 0.63 1.54 0.47 -0.33 0.41 1.37 1.85 1.16 0.85 -0.02 1.27 1.68 11.41
2004 3.88 1.18 0.31 1.14 -0.25 2.11 -0.01 0.99 1.34 1.76 3.19 2.94 20.15
2003 2.79 1.21 1.68 4.47 3.72 3.02 1.37 1.79 2.75 2.91 1.58 2.22 33.76
2002 1.84 -0.32 0.96 1.59 1.39 -1.59 -2.74 0.26 -0.95 -0.31 3.69 2.92 6.77
2001 3.29 1.83 -0.55 1.13 2.33 4.09 0.60 0.96 -1.02 1.25 1.39 0.10 16.39
2000 1.72 4.92 0.32 -0.39 0.14 2.51 2.03 2.39 0.62 -1.12 -2.85 0.78 11.42
* Based on 45.00% of funds which have reported November 2019 returns as at 13 December 2019
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