Indices

CBOE Eurekahedge Tail Risk 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: 4.03% 3-Month Return: 1.89% 2016 Return: -9.88% 2015 Return: -9.51% Bloomberg Ticker: EHFI453
                                      

Index Returns

The CBOE Eurekahedge Tail Risk Index is an equally weighted index of 8 constituent funds. The index is designed to provide a broad measure of the performance of underlying hedge fund managers that specifically seek to achieve capital appreciation during periods of extreme market stress. The CBOE Eurekahedge Tail Risk 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 )  
-4.19
2016 Return (%) -9.88
2015 Return (%) -9.51
1.89
-31.98
27.53
-5.18
Risk/Return
12.94
7.00
10.92
-51.06
-0.48
-0.88
29.63

Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2016 3.48 -1.01 -3.95 -0.99 -1.60 -2.89 -2.47 0.00 -2.58 -2.63 0.58 4.03 -9.88
2015 -0.05 -2.47 0.34 -2.60 -0.75 -0.51 -3.36 7.31 -0.73 -3.52 0.13 -3.27 -9.51
2014 0.03 -0.55 -1.85 -0.52 -0.62 0.76 -1.71 -0.17 -1.44 -2.72 3.34 2.35 -3.22
2013 -2.65 -0.96 -0.45 1.20 -0.91 -0.05 -2.93 -0.17 -0.70 -1.69 -0.68 -1.52 -10.98
2012 -2.87 -1.76 -4.35 -2.83 5.15 -4.80 -0.35 -1.51 -2.91 -1.82 -3.99 -1.18 -21.21
2011 -2.21 -1.28 -0.12 -1.68 -1.63 -1.68 1.10 27.53 6.44 -5.18 -0.01 -2.44 16.39
2010 -4.19 0.67 -1.48 1.74 5.49 1.62 -4.08 2.87 -1.57 -1.61 2.34 -1.22 0.10
2009 1.49 -1.41 -0.13 -2.82 0.31 -5.09 0.73 0.27 -2.03 2.55 4.47 -4.42 -6.33
2008 3.06 -0.34 -1.60 -1.00 -0.67 -2.90 3.01 0.74 5.97 6.81 -0.02 -0.64 12.58
* Based on 75.00% of funds which have reported December 2016 returns as at 19 January 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.