Indices

Eurekahedge Multi-Strategy Hedge Fund Index

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

SPECIALIST ALTERNATIVE FUND INDICES

INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

Dec 2007 Return: 0.60% 3-Month Return: 2.12% 2007 Return: 14.57% 2006 Return: 17.08% Bloomberg Ticker: EHFI254




Index Returns

The Eurekahedge Multi-Strategy Hedge Fund Index (Bloomberg Ticker - EHFI254) is an equally weighted index of 484 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 Dec 2007 )  
14.54
2007 Return (%) 14.57
2006 Return (%) 17.08
2.12
196.29
4.67
-1.02
Risk/Return
3.97
1.21
5.06
-1.41
3.16
10.34
82.29

Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2007 1.39 0.98 1.15 2.28 2.38 1.16 0.82 -0.89 2.35 2.55 -1.02 0.60 14.57
2006 3.38 1.24 1.80 1.84 -0.97 0.34 0.55 1.03 0.72 1.87 2.07 2.08 17.08
2005 0.00 2.30 -0.56 -0.72 0.50 1.32 1.63 1.01 2.22 -0.90 2.20 2.30 11.82
2004 1.66 1.48 1.04 -0.83 -0.19 0.64 0.44 0.57 1.54 1.16 2.78 1.78 12.70
2003 1.59 0.72 0.37 2.17 2.96 1.02 1.30 2.23 1.64 2.37 1.25 2.56 22.11
2002 0.77 0.37 1.57 0.67 0.99 -0.14 -0.85 1.82 0.13 1.43 1.46 1.67 10.32
2001 3.53 0.00 0.43 0.82 1.62 0.20 -0.14 1.02 -0.97 2.13 1.34 1.51 12.04
2000 1.82 4.67 1.10 -0.87 -0.54 2.56 0.70 2.83 -0.35 0.26 0.09 2.93 16.13
* Based on 101.24% of funds which have reported December 2007 returns as at 17 April 2024
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