Indices

Mizuho-Eurekahedge TOP100 Index - USD

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

SPECIALIST ALTERNATIVE FUND INDICES

INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

Nov 2018 Return: -0.58% 3-Month Return: -1.35% 2018 Return: -2.55% 2017 Return: 6.76% Bloomberg Ticker: EHFI608


Index Returns

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The Mizuho-Eurekahedge TOP100 Index (Bloomberg Ticker - EHFI608) is an asset weighted index of the top 100 hedge funds by asset size. The index is designed to provide a representative capital weighted benchmark for the top 100 hedge funds irrespective of regional investment mandate or style. The index is base weighted at 100 at December 2004, does not contain duplicate funds and is denominated in USD. The indices are rebalanced quarterly and the constituents for the quarter are determined by the preceding month's AUM ranking.

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

Statistics

Statistics (as at Nov 2018 )  
4.90
2018 Return (%) -2.55
2017 Return (%) 6.76
-1.35
94.48
4.48
-4.89
Risk/Return
4.95
3.16
1.01
-13.76
0.58
0.92
60.48
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Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2018 2.45 -2.21 -0.03 -0.48 -1.04 -0.19 0.51 -0.17 0.47 -1.24 -0.58 n/a -2.55
2017 0.52 0.69 -0.01 0.65 0.88 -0.34 1.13 0.63 0.03 1.04 0.83 0.52 6.76
2016 -0.25 -0.59 0.90 -0.22 -0.57 0.29 0.87 -0.15 -0.05 -0.49 -0.41 0.94 0.25
2015 1.02 0.96 -0.01 0.53 0.24 -1.22 0.65 -1.30 -0.02 0.28 -0.07 -0.18 0.85
2014 -0.94 2.07 -0.17 0.06 0.82 0.48 -0.77 0.59 -0.56 -0.32 1.35 -0.27 2.32
2013 1.90 -0.48 0.78 1.70 -0.79 -2.25 1.16 -0.61 1.68 1.82 0.63 0.45 6.06
2012 1.42 1.55 -0.27 0.26 -1.06 -0.18 1.57 0.72 0.93 -0.52 0.49 1.41 6.46
2011 0.31 1.42 0.75 2.99 -1.30 -0.93 1.10 -0.10 -2.45 0.98 -0.69 -0.11 1.87
2010 -0.14 0.19 2.28 1.15 -3.68 -0.01 2.21 0.08 3.82 2.10 -1.57 3.56 10.19
2009 0.53 -0.39 0.66 1.63 4.48 0.00 2.52 1.37 2.77 0.18 1.81 0.35 17.01
2008 -0.98 2.07 -1.53 0.68 1.30 -0.18 -2.68 -2.25 -4.89 -3.91 -0.62 0.99 -11.61
2007 0.95 0.50 1.55 2.29 2.32 0.95 1.10 -1.46 3.11 3.70 -1.61 0.41 14.55
2006 3.26 0.10 1.55 3.01 -1.84 -0.39 -0.02 0.98 0.00 1.70 2.17 1.74 12.85
2005 -0.96 1.77 -0.73 -1.57 0.35 1.47 1.23 1.07 2.25 -1.58 1.69 1.56 6.63
* Based on 61.62% of funds which have reported November 2018 returns as at 14 December 2018
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Copyright Eurekahedge 2005 - 2018, 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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