Indices
Eurekahedge Hedge Fund Index
EQUAL WEIGHTED HEDGE FUND INDICES
ASSET WEIGHTED HEDGE FUND INDICES
SPECIALIST ALTERNATIVE FUND INDICES
INVESTIBLE BENCHMARK INDICES
METHODOLOGIES
INDEX PRESS RELEASES
- Index Flash Update (April 2018)
- Index Flash Update (March 2018)
- Index Flash Update (February 2018)
- Eurekahedge launches new benchmark Eurekahedge Multi-Factor Risk Premia Index
- Eurekahedge and CBOE launch four benchmark indices tracking volatility-based investment strategies
- Eurekahedge and MPI announce new benchmark index tracking the top 50 hedge funds
- Eurekahedge and ILS Advisers launch new USD hedge index
- Eurekahedge launches new insurance linked securities index
- Mizuho-Eurekahedge Index goes live
- Mizuho-Eurekahedge Index press release
- EU Benchmark Regulation
| Mar 2018 Return: | -0.64% | 3-Month Return: | -0.25% | 2018 Return: | -0.25% | 2017 Return: | 8.28% | Bloomberg Ticker: | EHFI251 |
|---|
Index Returns
Statistics
| Statistics (as at Mar 2018 ) | |
|---|---|
| 8.73 | |
| 2018 Return (%) | -0.25 |
| 2017 Return (%) | 8.28 |
| -0.25 | |
| 360.91 | |
| 5.25 | |
| -4.41 |
| Risk/Return | |
|---|---|
| 4.77 | |
| 2.57 | |
| 4.43 | |
| -12.38 | |
| 1.41 | |
| 2.62 | |
| 71.69 |
Historical Monthly Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | 2.00 | -1.58 | -0.64 | n/a | n/a | n/a | n/a | n/a | n/a | n/a | n/a | n/a | -0.25 |
| 2017 | 0.91 | 1.02 | 0.52 | 0.54 | 0.29 | 0.08 | 0.98 | 0.61 | 0.49 | 1.17 | 0.33 | 1.05 | 8.28 |
| 2016 | -1.72 | 0.04 | 1.47 | 0.79 | 0.39 | 0.30 | 1.61 | 0.32 | 0.52 | -0.32 | 0.30 | 0.86 | 4.61 |
| 2015 | 0.84 | 1.58 | 0.71 | 0.96 | 0.76 | -1.17 | -0.04 | -1.89 | -0.74 | 1.36 | 0.49 | -0.70 | 2.10 |
| 2014 | -0.29 | 1.72 | -0.18 | -0.01 | 1.01 | 1.07 | -0.09 | 1.15 | -0.17 | -0.27 | 1.04 | 0.04 | 5.10 |
| 2013 | 2.15 | 0.22 | 0.80 | 0.77 | 0.47 | -1.29 | 1.20 | -0.35 | 1.33 | 1.57 | 0.81 | 1.04 | 9.03 |
| 2012 | 2.28 | 1.96 | -0.05 | -0.24 | -1.61 | 0.26 | 1.14 | 0.76 | 0.99 | -0.17 | 0.52 | 1.34 | 7.36 |
| 2011 | 0.37 | 1.11 | 0.29 | 1.49 | -0.83 | -1.06 | 0.46 | -2.19 | -2.54 | 2.02 | -0.82 | 0.05 | -1.75 |
| 2010 | -0.46 | 0.71 | 2.28 | 1.19 | -2.33 | -0.42 | 1.51 | 0.38 | 3.14 | 2.16 | 0.23 | 2.74 | 11.57 |
| 2009 | 0.35 | -0.83 | 1.67 | 3.56 | 5.04 | 0.47 | 2.41 | 1.46 | 2.64 | -0.03 | 1.70 | 1.15 | 21.30 |
| 2008 | -1.85 | 2.41 | -1.72 | 1.45 | 1.77 | -0.53 | -1.67 | -0.86 | -4.41 | -4.34 | -1.17 | 1.13 | -9.62 |
| 2007 | 1.28 | 0.69 | 0.77 | 1.93 | 2.15 | 1.16 | 0.56 | -1.21 | 2.98 | 2.79 | -1.20 | 0.98 | 13.56 |
| 2006 | 3.33 | 0.52 | 2.00 | 2.19 | -1.37 | -0.26 | -0.14 | 1.03 | 0.19 | 1.78 | 2.20 | 1.63 | 13.81 |
| 2005 | -0.18 | 1.78 | -0.57 | -1.20 | 1.18 | 1.60 | 1.77 | 1.01 | 2.20 | -1.00 | 2.21 | 2.04 | 11.29 |
| 2004 | 1.81 | 1.73 | 0.78 | -1.40 | -0.34 | 0.35 | -0.50 | 0.14 | 1.73 | 1.11 | 2.98 | 1.44 | 10.19 |
| 2003 | 1.34 | 0.70 | -0.29 | 2.55 | 3.78 | 1.08 | 1.20 | 1.98 | 1.34 | 2.62 | 0.98 | 2.23 | 21.27 |
| 2002 | 0.64 | -0.14 | 1.76 | 0.54 | 1.13 | 0.13 | -0.97 | 1.04 | -0.21 | 0.39 | 1.71 | 1.19 | 7.42 |
| 2001 | 3.03 | -0.23 | 0.57 | 1.08 | 1.62 | 0.64 | -0.28 | 0.62 | -1.14 | 2.18 | 0.86 | 1.68 | 11.09 |
| 2000 | 1.47 | 5.25 | 1.62 | -1.20 | 0.20 | 2.33 | 0.22 | 3.56 | -0.22 | -0.04 | -0.14 | 3.68 | 17.83 |
* Based on 81.18% of funds which have reported March 2018 returns as at 25 April 2018
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