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

Dec 2016 Return: 0.29% 3-Month Return: -0.40% 2016 Return: -2.68% 2015 Return: -1.07% 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 November 2016 returns as at 19 January 2017. This file is available for download upon login/registration of a free account.

Statistics

Statistics (as at Dec 2016 )  
6.23
2016 Return (%) -2.68
2015 Return (%) -1.07
-0.40
106.53
9.98
-4.99
Risk/Return
6.39
3.02
5.74
-10.91
0.66
1.40
55.56

Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2016 2.75 -0.79 -2.21 -0.57 -0.33 0.89 -1.01 -0.21 -0.74 -0.51 -0.18 0.29 -2.68
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 80.00% of funds which have reported December 2016 returns as at 19 January 2017
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