Indices

Eurekahedge Institutional 200

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

SPECIALIST ALTERNATIVE FUND INDICES

INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

Jul 2022 Return: 0.14% 3-Month Return: -2.38% 2022 Return: -1.72% 2021 Return: 7.23% Bloomberg Ticker: EHFI687
                                                                                                                                            

Index Returns

The Eurekahedge Institutional 200 Index is designed to report the return of 200 passively selected large institutional absolute return funds. Index construction prioritizes constituent quality, allocation stability, and the mitigation of selection and survivorship bias. The index is equally weighted and is rebalanced at the beginning of each year. It is base weighted at 100 on 31 December 2007, does not contain duplicate funds and is denominated in local currencies. The index’s returns and values for the most recent 3 months shall remain provisional until all funds have reported their returns.

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

Statistics

Statistics (as at Jul 2022 )  
2.23
2022 Return (%) -1.72
2021 Return (%) 7.23
-2.38
37.88
4.15
-9.44
Risk/Return
5.29
4.27
3.10
-18.08
0.04
0.05
64.00

Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 -0.66 0.05 1.41 -0.11 -0.87 -1.66 0.14 n/a n/a n/a n/a n/a -1.72
2021 0.37 1.98 0.77 1.90 0.90 0.11 -0.30 0.42 -0.12 0.83 -1.01 1.20 7.23
2020 0.02 -1.71 -9.44 3.25 2.08 1.33 1.54 1.18 -0.63 -0.01 3.39 2.24 2.60
2019 1.45 0.91 0.68 1.09 -0.90 1.22 0.90 -0.30 0.16 0.02 0.48 1.35 7.27
2018 1.83 -1.37 -0.37 0.40 -0.32 -0.22 0.33 -0.49 0.23 -1.69 -0.65 -0.81 -3.12
2017 0.52 0.90 0.21 0.36 0.35 -0.05 0.84 0.41 0.25 1.11 0.05 0.64 5.74
2016 -1.20 -0.77 0.02 0.11 0.38 0.10 1.12 0.21 0.22 -0.18 0.10 0.68 0.77
2015 0.95 1.37 0.81 0.01 0.67 -1.55 0.61 -1.37 -0.57 0.51 0.53 -0.56 1.38
2014 -0.20 1.30 -0.43 -0.17 0.75 0.65 -0.29 0.83 0.28 -0.42 1.51 0.41 4.28
2013 1.90 0.17 0.77 0.71 0.31 -1.51 0.71 -0.57 0.62 1.19 0.90 0.93 6.26
2012 1.33 1.21 -0.47 -0.06 -1.10 -0.62 1.12 0.38 0.54 -0.39 0.24 1.14 3.33
2011 0.41 0.97 0.24 1.49 -1.25 -1.28 0.37 -2.08 -2.43 1.21 -1.00 -0.31 -3.68
2010 -0.30 -0.10 2.02 0.77 -2.01 -0.55 1.04 0.03 2.69 1.78 -0.07 2.54 8.03
2009 0.53 -0.63 0.76 2.80 4.15 0.01 2.54 1.63 1.79 -0.48 0.65 1.08 15.75
2008 -2.28 2.21 -2.65 1.47 1.82 -0.78 -2.53 -1.35 -6.31 -6.25 -2.03 -0.11 -17.63
* Based on 41.52% of funds which have reported July 2022 returns as at 12 August 2022
Copyright Eurekahedge 2005 - 2022, 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.