Indices

Eurekahedge Small Hedge Fund Index (< US$100m)

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

SPECIALIST ALTERNATIVE FUND INDICES

INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

Nov 2019 Return: 0.85% 3-Month Return: 1.13% 2019 Return: 6.79% 2018 Return: -4.54% Bloomberg Ticker: EHFI256




Index Returns

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The Eurekahedge Small Hedge Fund Index (< US$100m) (Bloomberg Ticker - EHFI256) is an equally weighted index of 1349 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 )  
8.61
2019 Return (%) 6.79
2018 Return (%) -4.54
1.13
417.97
5.28
-5.17
Risk/Return
5.02
2.82
4.53
-13.86
1.32
2.35
71.55
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Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2019 2.51 1.00 0.58 0.98 -1.29 1.81 0.44 -0.51 -0.15 0.43 0.85 n/a 6.79
2018 1.95 -1.61 -0.76 0.41 0.42 -0.49 0.37 -0.01 -0.23 -2.56 -0.19 -1.85 -4.54
2017 1.03 1.09 0.53 0.51 0.17 0.12 1.03 0.65 0.57 1.15 0.38 0.97 8.50
2016 -1.76 0.26 1.56 0.99 0.36 0.42 1.67 0.25 0.58 -0.36 0.27 0.82 5.12
2015 0.85 1.62 0.66 0.90 0.78 -1.13 -0.15 -2.11 -0.72 1.48 0.54 -0.76 1.91
2014 -0.37 1.79 -0.17 0.06 1.03 1.21 -0.07 1.23 -0.20 -0.34 1.00 -0.03 5.23
2013 2.22 0.17 0.77 0.63 0.40 -1.33 1.24 -0.37 1.42 1.65 0.76 1.10 8.96
2012 2.45 2.08 -0.08 -0.37 -1.91 0.25 1.15 0.79 1.02 -0.23 0.52 1.34 7.16
2011 0.29 1.12 0.22 1.53 -0.97 -1.19 0.49 -2.39 -2.84 2.28 -0.81 0.08 -2.29
2010 -0.71 0.81 2.33 1.22 -2.57 -0.44 1.52 0.39 3.39 2.39 0.22 3.00 11.99
2009 0.10 -0.89 1.73 3.71 5.28 0.47 2.40 1.36 2.78 -0.25 1.95 1.15 21.50
2008 -2.08 2.55 -1.79 1.49 1.72 -0.79 -1.80 -0.86 -4.63 -5.17 -1.40 1.30 -11.17
2007 1.28 0.59 0.61 1.85 2.11 1.17 0.47 -1.32 3.29 2.73 -1.04 1.03 13.43
2006 3.33 0.42 2.13 2.16 -1.33 -0.34 -0.22 1.07 0.05 1.71 2.25 1.50 13.39
2005 -0.37 1.71 -0.62 -1.27 1.23 1.55 1.74 0.86 2.09 -1.10 2.26 1.93 10.40
2004 1.79 2.12 1.15 -1.38 -0.49 0.29 -0.29 0.29 1.90 1.02 3.10 1.34 11.30
2003 1.33 0.80 -0.58 2.76 4.25 1.69 1.54 2.45 1.80 3.14 0.81 2.55 24.91
2002 1.23 0.37 2.02 1.33 1.83 0.39 -0.89 1.39 -0.38 0.57 1.74 1.71 11.86
2001 3.10 0.09 1.01 0.99 1.74 1.17 -0.06 1.11 -1.31 2.69 1.03 2.09 14.46
2000 2.02 4.02 2.43 -1.17 0.66 2.09 0.26 3.62 -0.40 -0.12 0.42 4.03 19.19
* Based on 48.48% of funds which have reported November 2019 returns as at 13 December 2019
 Download Index Returns
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