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Eurekahedge Long Short Equities Asset Weighted Index - USD

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METHODOLOGIES

INDEX PRESS RELEASES

Oct 2022 Return: 2.20% 3-Month Return: -3.48% 2022 Return: -12.01% 2021 Return: 4.62% Bloomberg Ticker: EHFI604


Index Returns

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The Eurekahedge Long Short Equities Asset Weighted Index - USD (Bloomberg Ticker - EHFI604) is a flagship asset weighted index of 619 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 Oct 2022 )  
3.46
2022 Return (%) -12.01
2021 Return (%) 4.62
-3.48
83.36
6.98
-8.55
Risk/Return
8.36
6.02
3.22
-27.23
0.17
0.24
54.67
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Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 -3.02 -0.62 -0.05 -2.84 -0.54 -3.09 1.05 -1.54 -4.08 2.20 n/a n/a -12.01
2021 -1.12 2.61 -0.45 3.31 1.36 -0.40 -1.03 0.32 -1.80 1.71 -2.26 2.46 4.62
2020 -0.88 -3.98 -8.44 4.33 2.41 0.74 3.79 2.58 -2.16 -0.96 4.72 4.57 5.97
2019 3.35 0.58 -0.06 0.91 -2.26 2.24 -0.11 -1.00 0.39 1.72 0.25 2.27 8.47
2018 3.46 -2.20 -0.18 -0.54 -0.66 -1.00 0.84 -0.44 -0.10 -3.85 -0.27 -2.26 -7.11
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 94.67% of funds which have reported October 2022 returns as at 29 November 2022
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