Indices
Institutional Low Volatility Index
EQUAL WEIGHTED HEDGE FUND INDICES
ASSET WEIGHTED HEDGE FUND INDICES
SPECIALIST ALTERNATIVE FUND INDICES
INVESTIBLE BENCHMARK INDICES
METHODOLOGIES
INDEX PRESS RELEASES
- Index Flash Update (June 2022)
- Index Flash Update (May 2022)
- Index Flash Update (April 2022)
- Eurekahedge launches new benchmark Eurekahedge Multi-Factor Risk Premia Index
- Eurekahedge and CBOE launch four benchmark indices tracking volatility-based investment strategies
- Eurekahedge and MPI announce new benchmark index tracking the top 50 hedge funds
- Eurekahedge and ILS Advisers launch new USD hedge index
- Eurekahedge launches new insurance linked securities index
- Eurekahedge Asset Weighted Index goes live
- Eurekahedge Asset Weighted Index press release
- EU Benchmark Regulation
| Aug 2023 Return: | 0.39% | 3-Month Return: | 1.21% | 2023 Return: | 2.93% | 2022 Return: | -4.48% | Bloomberg Ticker: | EHFI689 |
|---|
Index Returns
The Institutional Indices are a set of equally weighted indices that are rebalanced at the beginning of each year, where constituents are selected annually In January (using the previous September’s data as to account for late reporting funds) and added to the index on January 1st. The indices are reconstituted annually therefore the constituents are selected once and do not change throughout the calendar year. It is base weighted at 100 as of 31 December 2007, does not contain duplicate funds and is denominated in USD. The indices’ returns and values for the most recent three months shall remain provisional until all funds have reported their returns.
For more information on the index methodology, please click here.
For more information on the index methodology, please click here.
Statistics
| Statistics (as at Aug 2023 ) | |
|---|---|
| 2.46 | |
| 2023 Return (%) | 2.93 |
| 2022 Return (%) | -4.48 |
| 1.21 | |
| 46.37 | |
| 4.02 | |
| -6.66 |
| Risk/Return | |
|---|---|
| 5.01 | |
| 3.91 | |
| 3.12 | |
| -21.76 | |
| 0.09 | |
| 0.12 | |
| 62.23 |
Historical Monthly Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 1.53 | -0.53 | 0.61 | 0.29 | -0.19 | 0.61 | 0.20 | 0.39 | n/a | n/a | n/a | n/a | 2.93 |
| 2022 | -2.68 | -0.76 | -0.26 | -0.84 | -0.61 | -1.42 | 1.50 | -0.52 | -1.84 | 0.62 | 2.41 | -0.06 | -4.48 |
| 2021 | 0.17 | 1.89 | 0.44 | 2.29 | 0.35 | 0.20 | -0.75 | 1.09 | -0.53 | 0.85 | -0.67 | 1.07 | 6.52 |
| 2020 | 0.33 | -1.70 | -5.62 | 2.62 | 1.62 | 0.96 | 1.53 | 2.09 | -0.54 | 0.44 | 4.02 | 2.07 | 7.73 |
| 2019 | 1.53 | 0.97 | 0.20 | 0.98 | -0.99 | 1.08 | 0.63 | -0.16 | -0.20 | -0.05 | 0.91 | 0.95 | 5.98 |
| 2018 | 1.15 | -0.76 | -0.16 | 0.41 | 0.29 | -0.37 | 0.70 | -0.18 | 0.05 | -1.83 | -0.27 | -1.62 | -2.61 |
| 2017 | 0.68 | 0.50 | 0.49 | 0.26 | 0.50 | 0.39 | 0.81 | 0.13 | 0.55 | 0.44 | 0.27 | 0.25 | 5.41 |
| 2016 | -1.90 | -0.83 | 0.82 | -0.15 | 0.90 | -1.92 | 1.37 | 0.74 | 0.30 | -0.07 | 0.68 | 1.12 | 1.00 |
| 2015 | 0.13 | 1.58 | 1.00 | 0.48 | 0.88 | -0.70 | 0.55 | -0.96 | -1.26 | 1.08 | 0.15 | 0.49 | 3.44 |
| 2014 | 0.21 | 1.60 | -0.34 | -0.50 | 0.73 | 0.54 | -0.42 | 0.81 | -0.10 | -0.14 | 0.74 | 0.31 | 3.46 |
| 2013 | 2.42 | 0.56 | 1.20 | 1.00 | 0.99 | -0.20 | 1.23 | -0.69 | 1.20 | 1.88 | 1.47 | 1.13 | 12.85 |
| 2012 | 1.12 | 1.94 | 0.50 | -0.18 | -1.59 | 0.30 | 0.56 | 0.90 | 0.63 | 0.12 | 0.58 | 1.11 | 6.11 |
| 2011 | -0.02 | 0.41 | 0.46 | 0.88 | -0.37 | -0.46 | -0.37 | -1.45 | -1.01 | 1.42 | -0.89 | -0.20 | -1.64 |
| 2010 | -0.29 | -0.15 | 1.74 | 0.46 | -2.53 | -0.91 | 0.75 | -0.35 | 2.22 | 1.25 | -0.64 | 2.23 | 3.73 |
| 2009 | -0.61 | -1.40 | 1.01 | 3.04 | 3.39 | 0.02 | 3.09 | 2.50 | 1.72 | -1.61 | -0.02 | 1.40 | 13.08 |
| 2008 | -4.35 | 0.92 | -2.24 | 2.34 | 1.26 | -3.00 | -1.88 | -0.80 | -6.66 | -5.86 | -2.19 | 0.63 | -20.16 |
* Based on 92.31% of funds which have reported August 2023 returns as at 1 October 2023
Copyright Eurekahedge 2005 - 2023, 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.
