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Mizuho-Eurekahedge Long Short Equities Index - USD

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

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METHODOLOGIES

INDEX PRESS RELEASES

May 2018 Return: -0.56% 3-Month Return: -1.28% 2018 Return: -0.11% 2017 Return: 13.97% Bloomberg Ticker: EHFI604


Index Returns

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The Mizuho-Eurekahedge Long Short Equities Index - USD (Bloomberg Ticker - EHFI604) is a flagship asset weighted index of 654 constituent funds. The index is designed to provide a representative capital weighted benchmark for hedge fund industry members who invest with a strategy. The index is base weighted at 100 at December 2004, does not contain duplicate funds and is denominated in USD.

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

Statistics

Statistics (as at May 2018 )  
4.75
2018 Return (%) -0.11
2017 Return (%) 13.97
-1.28
86.33
6.98
-8.55
Risk/Return
8.25
5.80
1.94
-27.23
0.33
0.47
57.76
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Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2018 3.46 -2.20 -0.19 -0.54 -0.56 n/a n/a n/a n/a n/a n/a n/a -0.11
2017 1.98 0.35 0.76 1.30 1.59 0.77 2.25 0.85 0.73 0.68 1.16 0.75 13.97
2016 -2.99 -0.67 3.30 0.29 -0.38 -1.16 1.92 0.06 0.63 -1.42 -0.79 0.61 -0.74
2015 -1.80 1.74 -0.71 2.75 0.20 -0.33 -0.45 -1.85 -1.08 1.71 -1.07 0.81 -0.19
2014 -1.65 3.11 -0.52 -0.84 0.68 0.96 -1.11 0.62 -2.11 -0.08 0.69 -0.49 -0.85
2013 3.16 -0.43 0.50 1.42 -0.22 -1.79 1.92 -0.91 3.30 2.30 0.87 1.32 11.90
2012 2.86 3.01 -0.23 -0.30 -5.05 1.08 -0.07 1.29 1.94 -0.06 0.76 1.80 6.99
2011 0.85 1.10 1.21 2.99 -1.83 -0.95 0.02 -3.42 -6.28 4.80 -2.72 -1.00 -5.57
2010 -1.86 -0.43 2.45 0.43 -5.85 -0.58 3.77 -1.22 5.68 2.20 -1.81 3.83 6.24
2009 -2.17 -1.54 2.72 3.41 6.98 0.11 3.42 1.07 3.41 -0.57 1.33 0.69 20.16
2008 -4.72 2.35 -2.07 2.15 2.15 -2.16 -3.29 -3.40 -7.88 -8.55 -1.68 2.75 -22.48
2007 0.52 0.99 2.11 2.89 2.50 1.25 1.30 -2.55 4.12 4.19 -2.70 0.16 15.51
2006 4.64 -0.26 2.52 3.31 -3.10 -0.97 -0.12 1.38 -0.29 2.43 3.20 1.98 15.46
2005 -0.48 2.70 -1.42 -1.74 -0.05 1.57 2.55 1.81 3.19 -2.53 2.31 3.40 11.68
* Based on 57.65% of funds which have reported May 2018 returns as at 18 June 2018
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