Indices

Eurekahedge Multi-Factor Risk Premia Index

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

SPECIALIST ALTERNATIVE FUND INDICES

INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

Feb 2017 Return: 0.55% 3-Month Return: 1.00% 2017 Return: 0.76% 2016 Return: 4.17% Bloomberg Ticker: EHFI900


Index Returns

The Eurekahedge Multi-Factor Risk Premia Index (Bloomberg Ticker - EHFI900) is Eurekahedge’s flagship factor-based product. The index is composed exclusively multiple strategies managed by large global banks, and is designed to provide a broad measure of the performance of a diversified portfolio of systematic drivers of risk and return across asset classes.

The index is USD denominated and currently used as a benchmark for certain risk premia portfolios managed by Wilshire Associates and Mizuho Alternative Investments, LLC.

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

Please note that due to an improvement in the index calculation methodology and certain technical enhancements in the data aggregation process, the values of Eurekahedge Multi Asset Risk Premia Index have been restated since the period beginning 30  July 2010. For more information please contact us at advisor@eurekahedge.com.

For a list of index holidays, please click here.

Statistics

Statistics (as at Feb 2017 )  
5.77
2017 Return (%) 0.76
2016 Return (%) 4.17
1.00
44.70
3.70
-3.43
Risk/Return
4.38
2.58
3.66
-5.54
0.86
1.46
68.35

Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2017 0.21 0.55 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a 0.76
2016 1.90 1.74 0.86 -0.93 1.29 -0.05 0.06 0.01 -0.49 -0.58 0.08 0.24 4.17
2015 0.49 0.03 1.21 -1.24 0.30 -2.14 0.91 -3.43 0.04 0.19 1.12 -1.13 -3.71
2014 -1.18 2.08 -0.59 1.01 1.23 0.10 -2.19 1.97 -0.27 0.86 1.59 0.13 4.74
2013 2.41 -0.08 1.85 -0.94 -1.28 -0.43 0.74 -1.59 1.27 1.75 0.71 -0.07 4.34
2012 2.54 1.15 0.22 -0.06 -0.15 -0.87 1.83 1.53 1.08 0.46 0.86 0.65 9.60
2011 1.25 2.87 0.91 3.06 -0.88 -0.84 1.23 0.44 0.26 1.08 -0.40 1.11 10.47
2010 n/a n/a n/a n/a n/a n/a n/a 0.73 1.89 2.55 -0.87 3.70 8.20
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