Indices

CBOE Eurekahedge Long Volatility Hedge Fund Index

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

SPECIALIST ALTERNATIVE FUND INDICES

INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

Oct 2017 Return: -0.79% 3-Month Return: -1.84% 2017 Return: -9.65% 2016 Return: -2.82% Bloomberg Ticker: EHFI451
                                      

Index Returns

The CBOE Eurekahedge Long Volatility Index is an equally weighted index of 10 constituent funds. The index is designed to provide a broad measure of the performance of underlying hedge fund managers who take a net long view on implied volatility with a goal of positive absolute return. The CBOE Eurekahedge Long Volatility Index is a collaborative index between Eurekahedge and the Chicago Board Options Exchange.

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

* Please note that this list of constituents only contains the fund ID, fund name and management company name, and comprises funds that have reported September 2017 returns as at 24 November 2017. This file is available for download upon login/registration of a free account.

Statistics

Statistics (as at Oct 2017 )  
4.97
2017 Return (%) -9.65
2016 Return (%) -2.82
-1.84
86.33
9.98
-4.99
Risk/Return
6.34
3.16
5.55
-19.40
0.47
0.94
52.60

Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2017 -1.37 -0.93 -2.10 -0.59 -0.51 -1.06 -1.67 0.53 -1.57 -0.79 n/a n/a -9.65
2016 2.75 -0.79 -2.21 -0.57 -0.33 0.89 -1.01 -0.21 -0.74 -0.51 -0.18 0.14 -2.82
2015 2.26 -1.30 1.48 -1.19 -0.24 -0.37 -1.06 2.05 0.13 -1.41 0.33 -1.65 -1.07
2014 0.36 -0.19 -0.50 -0.60 -0.64 0.30 -0.27 -0.24 -0.25 0.68 1.61 1.34 1.58
2013 -1.50 -0.39 0.05 0.45 1.24 -1.38 -1.64 0.64 -1.28 -0.34 0.46 -0.80 -4.44
2012 -0.61 0.11 0.68 1.80 2.84 -0.96 0.29 -0.42 -1.37 -1.36 -0.64 -0.02 0.27
2011 -0.72 0.59 2.32 1.46 -1.06 -0.28 1.75 4.35 1.03 -0.97 2.40 1.39 12.83
2010 0.27 0.74 -1.35 1.48 3.03 1.54 0.05 1.77 1.49 0.59 -0.35 2.53 12.36
2009 1.09 -0.09 -0.93 0.97 0.98 -0.79 0.05 0.29 1.44 -0.08 2.19 -2.11 2.98
2008 3.09 3.25 2.27 -4.99 3.05 2.19 4.32 5.46 7.99 -1.20 3.69 9.98 45.81
2007 -0.37 -0.23 0.63 -0.83 1.17 1.20 1.77 0.86 0.32 2.61 1.09 0.76 9.30
2006 2.43 0.29 -0.19 2.91 -1.20 -2.50 -0.20 -1.26 -1.16 0.20 0.30 1.20 0.69
2005 0.31 0.32 -1.07 -0.60 0.09 1.57 -0.13 -0.63 2.97 -2.31 3.51 1.21 5.21
* Based on 90.00% of funds which have reported October 2017 returns as at 24 November 2017
Copyright Eurekahedge 2005 - 2017, All Rights Reserved. You, the user, may freely use the data for internal purposes and may reproduce the index data provided that reference to Eurekahedge is provided in your dissemination and/or reproduction. The information is provided on an "as is" basis and you assume and will bear all risk or associated costs in its use, and neither Eurekahedge nor its affiliates provide any express or implied warranty or representations as to originality, accuracy, completeness, timeliness, non-infringement, merchantability and fitness for any purpose.