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 firstname.lastname@example.org.
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.
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