Indices

Eurekahedge 50

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

SPECIALIST ALTERNATIVE FUND INDICES

INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

Sep 2024 Return: 0.76% 3-Month Return: 1.56% 2024 Return: 5.55% 2023 Return: 5.18% Bloomberg Ticker: EHFI400
                                                                                                                                            

Index Returns

The Eurekahedge 50 Index is designed to provide a broad measure of the performance of 50 select large hedge funds which are expected to continue their superior risk-adjusted performance. The index is equally weighted and is rebalanced at the beginning of each year. It is base weighted at 100 at 31 December 2006, does not contain duplicate funds and is denominated in USD. The index’s returns and values for the most recent 3 months shall remain provisional until all funds have reported their returns. The Eurekahedge 50 is a collaborative index between Eurekahedge and Markov Processes International. Please contact us for more information on this index and the methodology.

The Eurekahedge 50 is tracked by MPI’s Eurekahedge 50 Tracker Index which aims to replicate the benchmark with a number of liquid market indexes, and provides daily updates. For more information about MPI, please visit http://www.markovprocesses.com/product/mpi-hedge-fund-indices/.

For more information on the index methodology, please click here.

Statistics

Statistics (as at Sep 2024 )  
5.10
2024 Return (%) 5.55
2023 Return (%) 5.18
1.56
141.84
5.45
-9.87
Risk/Return
5.70
4.28
3.85
-22.61
0.54
0.72
69.48

Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 0.59 1.66 1.85 -0.44 0.41 -0.19 1.19 -0.38 0.76 n/a n/a n/a 5.55
2023 0.66 0.04 -1.97 0.58 -0.35 2.23 0.97 -0.13 0.60 -0.80 1.40 1.91 5.18
2022 -0.64 0.17 1.15 -0.16 -1.38 -1.71 0.49 0.48 -1.09 1.09 -0.11 0.71 -1.06
2021 -0.24 2.14 0.69 1.71 0.77 0.46 0.42 0.61 0.19 1.54 -0.63 1.31 9.30
2020 0.42 -1.62 -9.87 3.44 1.97 0.79 1.64 1.44 -0.14 0.46 4.05 2.99 4.94
2019 1.92 0.79 0.59 1.52 -1.04 1.47 0.55 -0.89 0.04 -0.11 0.67 1.47 7.14
2018 2.11 -0.97 -0.26 0.37 0.42 0.08 0.64 -0.14 0.18 -1.79 -0.74 -1.36 -1.50
2017 1.09 0.92 0.32 0.22 0.31 -0.12 0.89 0.63 0.28 1.30 0.03 0.90 6.96
2016 -1.80 -0.53 0.65 0.76 0.60 0.17 1.57 0.31 0.26 0.21 1.07 0.95 4.27
2015 -0.08 1.42 0.57 0.53 0.83 -1.21 0.21 -1.02 -1.51 0.39 0.07 -0.17 -0.01
2014 -0.08 1.56 0.12 -0.30 0.83 0.81 -0.19 0.24 0.19 -0.81 0.86 -0.21 3.04
2013 2.27 0.54 1.27 0.95 1.11 -1.02 1.32 -0.35 1.27 1.43 1.21 1.15 11.69
2012 2.27 1.58 0.80 0.24 -1.03 0.28 1.16 1.11 1.23 0.71 0.64 1.63 11.10
2011 1.30 0.97 0.38 0.96 -0.10 -0.80 -0.04 -2.15 -2.15 1.74 -0.10 -0.12 -0.17
2010 0.85 0.21 2.90 1.85 -2.32 -1.15 1.52 -0.20 3.13 1.80 1.05 2.90 13.12
2009 1.63 -0.33 1.52 3.94 5.45 1.57 3.56 2.34 2.60 0.15 1.35 2.37 29.35
2008 -1.95 1.06 -3.36 1.39 1.63 -0.79 -1.47 -0.89 -6.83 -8.18 -2.89 -1.25 -21.58
2007 1.22 1.03 1.21 1.78 2.14 0.81 0.88 -1.64 1.90 2.88 -1.83 0.52 11.35
* Based on 18.75% of funds which have reported September 2024 returns as at 8 October 2024
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