Indices

Institutional Multi-Strategy Index

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

SPECIALIST ALTERNATIVE FUND INDICES

INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

Nov 2023 Return: 2.36% 3-Month Return: 1.61% 2023 Return: 5.55% 2022 Return: -2.19% Bloomberg Ticker: EHFI690   
                                      



Index Returns

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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.

Statistics

Statistics (as at Nov 2023 )  
3.68
2023 Return (%) 5.55
2022 Return (%) -2.19
1.61
77.65
4.19
-9.27
Risk/Return
5.33
4.15
3.37
-19.91
0.31
0.40
68.59
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Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2023 1.88 -0.24 0.14 0.43 0.02 0.87 0.54 0.19 -0.31 -0.43 2.36 n/a 5.55
2022 -0.41 -0.82 0.03 -0.52 -1.03 -2.18 0.88 0.61 -1.52 0.61 1.29 0.93 -2.19
2021 -0.09 1.62 1.40 1.41 0.67 0.12 -0.59 0.91 0.42 0.43 -0.46 0.95 6.98
2020 0.19 -1.21 -9.27 3.76 2.35 0.87 0.71 1.51 -0.41 0.85 3.99 2.07 4.85
2019 1.96 0.82 0.39 1.43 -1.13 0.91 0.63 -0.87 0.60 0.39 0.36 1.28 6.93
2018 1.36 -0.38 -0.34 0.29 0.15 -0.10 0.17 -0.03 0.17 -1.63 -0.65 -0.87 -1.87
2017 1.03 0.85 0.40 0.58 0.62 0.10 0.80 0.49 0.53 0.70 -0.12 0.36 6.51
2016 -1.95 -1.14 0.67 1.00 0.76 -0.34 1.41 0.60 0.64 0.42 0.91 1.00 4.00
2015 -0.35 1.57 0.50 0.22 0.76 -1.38 0.58 -0.60 -1.09 0.99 0.05 -0.29 0.93
2014 0.30 1.65 0.03 -0.50 0.71 0.42 0.12 0.15 0.38 -0.32 1.11 0.37 4.49
2013 2.50 0.69 1.30 0.55 1.35 -0.96 1.38 -0.30 1.28 1.32 1.50 1.19 12.42
2012 2.45 1.78 0.54 -0.22 -1.54 0.19 0.81 1.11 1.19 0.68 0.67 1.47 9.44
2011 0.98 0.69 0.38 0.83 -0.30 -0.77 -0.36 -2.60 -2.66 2.49 -0.73 -0.04 -2.19
2010 0.69 0.36 2.18 1.29 -2.20 -1.28 1.50 -0.71 2.27 1.67 0.61 2.55 9.18
2009 1.02 -1.04 1.36 3.18 4.19 1.10 3.10 2.00 0.15 -0.18 0.88 1.79 18.88
2008 -2.78 0.77 -2.59 1.16 1.23 -1.29 -1.63 -0.99 -6.16 -6.61 -2.47 -0.24 -19.88
* Based on 33.33% of funds which have reported November 2023 returns as at 9 December 2023
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