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

Aug 2023 Return: -1.17% 3-Month Return: 3.31% 2023 Return: 4.63% 2022 Return: 2.80% Bloomberg Ticker: EHFI287




Index Returns

The Eurekahedge Distressed Debt Hedge Fund Index (Bloomberg Ticker - EHFI287) is an equally weighted index of 19 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 Aug 2023 )  
9.76
2023 Return (%) 4.63
2022 Return (%) 2.80
3.31
805.28
6.54
-12.50
Risk/Return
6.77
4.53
5.47
-29.34
1.15
1.71
75.00

Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2023 3.13 0.41 -2.31 -0.06 0.18 2.72 1.76 -1.17 n/a n/a n/a n/a 4.63
2022 0.27 0.29 2.26 -0.25 -0.06 -4.34 2.15 1.08 -2.71 2.24 1.61 0.46 2.80
2021 1.80 3.77 1.20 1.55 2.58 1.68 0.44 0.78 1.07 0.94 -1.04 1.32 17.24
2020 0.07 -1.16 -12.50 2.14 3.01 3.22 1.25 1.80 -0.47 1.02 5.95 4.38 7.73
2019 1.77 0.70 0.31 1.09 -0.67 0.86 -0.36 -1.98 0.27 -0.35 -0.07 2.06 3.62
2018 2.14 0.72 0.85 1.16 0.68 0.93 0.08 0.56 1.08 -0.43 -1.41 -2.14 4.21
2017 2.07 1.56 0.62 0.46 -0.01 0.35 0.75 0.22 0.60 -0.29 -0.03 1.05 7.60
2016 -1.60 -0.70 2.72 1.76 1.86 0.86 1.69 1.62 1.42 1.10 1.09 1.80 14.41
2015 -0.68 1.24 0.25 0.95 0.29 -1.19 -0.50 -1.58 -0.83 0.16 -1.61 -0.28 -3.75
2014 0.65 1.48 0.82 0.73 0.75 1.05 0.15 0.30 -1.03 -0.97 -0.29 -0.87 2.77
2013 2.19 0.76 1.42 1.63 2.03 -0.97 0.93 0.10 1.34 1.56 1.18 0.91 13.86
2012 2.27 2.02 1.01 0.13 -1.11 -0.21 1.16 1.54 1.90 1.28 0.92 2.41 14.11
2011 2.11 1.51 0.28 1.64 0.25 -0.35 0.55 -2.84 -3.34 1.89 -0.93 0.78 1.38
2010 2.77 0.99 2.91 2.63 -2.33 -0.57 1.64 0.20 2.08 6.54 0.94 3.02 22.60
2009 0.03 -2.08 -0.60 4.58 6.00 3.16 5.14 3.06 4.79 2.04 2.22 2.36 34.98
2008 -2.12 -0.45 -1.33 0.71 1.05 -1.18 -1.04 -0.51 -5.10 -9.65 -5.02 -4.54 -26.00
2007 1.67 2.38 0.82 1.79 1.35 1.05 0.11 -0.62 0.97 1.50 -1.99 0.06 9.39
2006 2.24 1.07 2.11 2.32 0.86 0.03 0.10 0.79 0.67 1.95 1.73 1.67 16.64
2005 0.56 1.57 0.50 -0.31 0.47 1.37 1.85 1.20 0.90 -0.06 1.30 1.75 11.64
2004 3.83 1.08 0.29 1.15 -0.26 2.12 0.01 0.99 1.40 1.83 3.20 2.90 20.09
2003 2.71 1.17 1.70 4.45 3.71 2.96 1.35 1.81 2.77 2.89 1.51 2.22 33.45
2002 1.88 -0.26 1.13 1.49 1.33 -1.66 -2.71 0.40 -0.83 -0.07 3.70 2.83 7.27
2001 3.14 1.81 -0.50 1.08 2.31 4.05 0.46 0.97 -1.06 1.08 1.38 0.14 15.80
2000 1.77 4.70 0.18 -0.25 0.16 2.29 1.92 2.20 0.56 -1.08 -2.70 0.71 10.77
* Based on 47.37% of funds which have reported August 2023 returns as at 26 September 2023
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