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Mizuho-Eurekahedge Long Short Equities Index - USD

EQUAL WEIGHTED HEDGE FUND INDICES

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METHODOLOGIES

INDEX PRESS RELEASES

Sep 2017 Return: 0.66% 3-Month Return: 3.80% 2017 Return: 11.00% 2016 Return: -0.74% 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 677 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 Sep 2017 )  
4.79
2017 Return (%) 11.00
2016 Return (%) -0.74
3.80
81.67
6.98
-8.55
Risk/Return
8.37
5.90
1.73
-27.23
0.33
0.47
58.17
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Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2017 1.98 0.35 0.76 1.30 1.59 0.77 2.25 0.85 0.66 n/a n/a n/a 11.00
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 77.40% of funds which have reported September 2017 returns as at 20 October 2017
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