Indices

Mizuho-Eurekahedge Long Short Equities Index - USD

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

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INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

Jul 2019 Return: -0.03% 3-Month Return: -0.08% 2019 Return: 4.74% 2018 Return: -7.11% 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 623 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 Jul 2019 )  
4.17
2019 Return (%) 4.74
2018 Return (%) -7.11
-0.08
81.48
6.98
-8.55
Risk/Return
8.12
5.74
2.13
-27.23
0.27
0.38
56.00
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Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2019 3.35 0.58 -0.06 0.91 -2.26 2.26 -0.03 n/a n/a n/a n/a n/a 4.74
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 82.02% of funds which have reported July 2019 returns as at 25 August 2019
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