Indices

MEBI Zero Beta Strategy L1

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

SPECIALIST ALTERNATIVE FUND INDICES

INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

Jun 2017 Return: 0.81% 3-Month Return: 2.96% 2017 Return: 3.55% 2016 Return: 3.11% Bloomberg Ticker: EHFI702
                                      

Index Returns

The MEBI Zero Beta Strategy L1 is a Mizuho-Eurekahedge Bespoke index that aims to have zero correlation on Japanese bonds under pre-determined assumptions, with its 4 constituent assets: Japanese bonds, US bonds, Japanese equities and US equities. The index is updated on a daily basis on business days in Tokyo and Singapore.

Statistics

Statistics (as at Jun 2017 )  
3.99
2017 Return (%) 3.55
2016 Return (%) 3.11
2.96
148.56
5.86
-6.68
Risk/Return
6.15
4.10
4.72
-17.22
0.65
0.97
62.01

Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2017 0.12 0.65 -0.20 0.95 1.17 0.81 n/a n/a n/a n/a n/a n/a 3.55
2016 -2.33 -0.08 2.45 -0.43 1.47 -2.34 2.34 -0.15 0.24 1.12 -0.06 0.97 3.11
2015 1.52 0.77 0.37 0.45 0.78 -2.59 1.34 -4.62 -1.37 4.82 0.02 -0.72 0.47
2014 -0.11 1.02 -0.39 0.23 1.74 0.78 -0.26 1.43 -0.24 1.55 1.98 -0.11 7.84
2013 1.45 1.54 1.71 1.91 -1.26 -1.90 0.82 -1.18 2.47 1.43 0.72 -0.36 7.50
2012 1.87 1.44 0.35 0.56 -1.25 1.51 0.54 0.61 0.87 -0.54 1.35 0.47 8.02
2011 1.06 1.24 -1.88 1.24 1.13 -0.09 1.42 -0.10 -0.47 0.88 -0.36 1.30 5.44
2010 0.46 0.74 2.36 1.21 -2.34 -0.11 1.93 -0.08 2.14 0.22 0.37 -0.56 6.41
2009 -4.43 -2.11 3.78 0.80 0.51 0.32 2.15 1.36 0.38 -0.34 1.05 -0.12 3.16
2008 -0.56 0.25 0.04 -0.14 -0.43 -1.34 0.10 0.75 -4.15 -6.68 3.76 3.49 -5.21
2007 0.67 0.31 -0.31 0.75 0.48 -0.66 -0.92 0.07 0.86 0.63 -0.06 -0.81 0.99
2006 0.75 -0.96 0.29 -0.31 -2.15 -0.23 0.24 2.24 0.38 0.34 0.54 0.58 1.66
2005 -0.06 0.08 0.23 -0.54 1.20 0.86 -0.06 1.13 0.87 -0.27 2.07 1.08 6.75
2004 1.25 1.77 1.35 -2.48 -0.50 1.14 -0.66 1.56 0.21 0.25 0.38 1.71 6.08
2003 -1.18 1.22 -0.62 1.50 3.68 0.36 -3.02 1.20 2.44 0.17 -0.17 1.98 7.63
2002 -1.01 1.23 -0.21 1.23 1.10 -1.13 0.02 1.13 0.45 -0.19 -0.05 0.65 3.23
2001 1.85 -3.06 -0.57 2.55 -0.59 -0.62 -0.97 -2.40 -1.88 2.42 -0.47 -1.31 -5.09
2000 -1.41 -0.75 2.51 -1.58 -2.97 1.93 -2.56 2.22 -2.32 -2.04 -2.74 -2.33 -11.61
1999 2.06 -1.10 4.36 2.82 -1.42 2.15 0.27 -0.26 0.29 1.59 1.88 3.08 16.70
1998 2.08 2.40 0.84 -0.05 0.39 0.56 0.92 -5.59 1.43 0.73 2.53 -2.73 3.26
1997 -0.02 0.68 -3.60 5.86 3.81 3.12 3.69 -5.61 1.00 -4.02 1.10 -1.48 3.92
1996 1.72 -1.44 2.57 1.50 0.37 0.97 -4.83 0.03 4.37 -0.12 3.13 -2.69 5.36
1995 -0.86 -0.37 1.52 2.11 0.80 -0.87 4.76 1.81 2.59 -0.59 3.33 1.56 16.76
1994 n/a n/a n/a 1.27 1.95 -2.01 0.54 0.56 -1.46 0.87 -1.85 1.22 1.01
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.