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 (January 2019)
- Index Flash Update (December 2018)
- Index Flash Update (November 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
| Dec 2018 Return: | -1.48% | 3-Month Return: | -4.18% | 2018 Return: | -3.98% | 2017 Return: | 8.52% | Bloomberg Ticker: | EHFI251 |
|---|
Index Returns
Statistics
| Statistics (as at Dec 2018 ) | |
|---|---|
| 8.20 | |
| 2018 Return (%) | -3.98 |
| 2017 Return (%) | 8.52 |
| -4.18 | |
| 347.28 | |
| 5.28 | |
| -4.42 |
| Risk/Return | |
|---|---|
| 4.77 | |
| 2.62 | |
| 4.34 | |
| -12.37 | |
| 1.30 | |
| 2.37 | |
| 70.18 |
Historical Monthly Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | 1.99 | -1.50 | -0.66 | 0.42 | 0.28 | -0.43 | 0.34 | -0.08 | -0.13 | -2.38 | -0.37 | -1.48 | -3.98 |
| 2017 | 0.94 | 1.05 | 0.54 | 0.55 | 0.32 | 0.12 | 1.00 | 0.64 | 0.53 | 1.19 | 0.34 | 0.99 | 8.52 |
| 2016 | -1.71 | 0.09 | 1.49 | 0.79 | 0.41 | 0.29 | 1.62 | 0.34 | 0.53 | -0.31 | 0.33 | 0.86 | 4.79 |
| 2015 | 0.83 | 1.61 | 0.73 | 0.99 | 0.79 | -1.17 | -0.02 | -1.89 | -0.75 | 1.37 | 0.50 | -0.67 | 2.27 |
| 2014 | -0.29 | 1.72 | -0.19 | -0.02 | 1.02 | 1.08 | -0.09 | 1.15 | -0.17 | -0.25 | 1.03 | 0.07 | 5.15 |
| 2013 | 2.15 | 0.22 | 0.81 | 0.77 | 0.48 | -1.28 | 1.21 | -0.34 | 1.34 | 1.58 | 0.82 | 1.05 | 9.14 |
| 2012 | 2.28 | 1.96 | -0.04 | -0.24 | -1.61 | 0.26 | 1.15 | 0.76 | 0.98 | -0.16 | 0.52 | 1.35 | 7.39 |
| 2011 | 0.38 | 1.11 | 0.29 | 1.48 | -0.82 | -1.06 | 0.45 | -2.20 | -2.55 | 2.04 | -0.81 | 0.05 | -1.73 |
| 2010 | -0.46 | 0.71 | 2.30 | 1.18 | -2.34 | -0.43 | 1.51 | 0.39 | 3.13 | 2.16 | 0.23 | 2.74 | 11.55 |
| 2009 | 0.37 | -0.82 | 1.68 | 3.56 | 5.02 | 0.48 | 2.41 | 1.46 | 2.63 | -0.03 | 1.70 | 1.15 | 21.31 |
| 2008 | -1.84 | 2.40 | -1.72 | 1.44 | 1.77 | -0.54 | -1.66 | -0.85 | -4.42 | -4.33 | -1.18 | 1.13 | -9.62 |
| 2007 | 1.28 | 0.68 | 0.77 | 1.93 | 2.15 | 1.16 | 0.55 | -1.21 | 2.97 | 2.79 | -1.19 | 0.99 | 13.55 |
| 2006 | 3.33 | 0.52 | 2.00 | 2.18 | -1.37 | -0.26 | -0.14 | 1.03 | 0.19 | 1.78 | 2.19 | 1.63 | 13.78 |
| 2005 | -0.18 | 1.78 | -0.56 | -1.20 | 1.19 | 1.60 | 1.78 | 1.01 | 2.19 | -1.01 | 2.21 | 2.03 | 11.29 |
| 2004 | 1.81 | 1.73 | 0.78 | -1.40 | -0.33 | 0.36 | -0.50 | 0.14 | 1.73 | 1.11 | 2.98 | 1.44 | 10.22 |
| 2003 | 1.33 | 0.70 | -0.28 | 2.55 | 3.77 | 1.08 | 1.21 | 1.99 | 1.33 | 2.61 | 0.99 | 2.23 | 21.25 |
| 2002 | 0.64 | -0.13 | 1.77 | 0.54 | 1.13 | 0.12 | -0.97 | 1.04 | -0.21 | 0.40 | 1.71 | 1.19 | 7.40 |
| 2001 | 3.04 | -0.23 | 0.58 | 1.09 | 1.62 | 0.64 | -0.28 | 0.62 | -1.15 | 2.17 | 0.86 | 1.68 | 11.11 |
| 2000 | 1.48 | 5.28 | 1.62 | -1.20 | 0.20 | 2.33 | 0.22 | 3.56 | -0.21 | -0.03 | -0.14 | 3.68 | 17.92 |
* Based on 75.12% of funds which have reported December 2018 returns as at 23 January 2019
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