Indices

Eurekahedge Long-Only Absolute Return Fund Index

Nov 2016 Return: 0.96% 3-Month Return: 1.87% 2016 Return: 9.01% 2015 Return: -1.81% Bloomberg Ticker: EHFI1


Index Returns

The Eurekahedge Long-Only Absolute Return Fund Index (Bloomberg Ticker - EHFI1) is an equally weighted index of 451 constituent funds. The index is designed to provide a broad measure of the performance of underlying long-only fund managers who pursue absolute returns with flexible investment mandates. The index is base weighted at 100 at Dec 1999, does not contain duplicate funds and is denominated in local currencies.

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

Statistics

Statistics (as at Nov 2016 )  
8.19
2016 Return (%) 9.01
2015 Return (%) -1.81
1.87
278.59
12.57
-19.46
Risk/Return
13.32
9.47
9.53
-48.36
0.46
0.65
65.52

Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2016 -5.97 -0.13 6.05 1.84 0.07 0.45 3.83 1.09 0.57 0.32 0.96 n/a 9.01
2015 0.39 3.13 0.17 3.51 0.52 -2.34 -1.44 -6.21 -2.16 4.57 -0.22 -1.26 -1.81
2014 -2.09 2.70 0.75 0.08 2.36 1.71 0.55 2.13 -2.26 -0.07 0.36 -2.04 4.08
2013 3.81 0.55 0.83 1.56 0.78 -4.62 2.32 -1.57 4.13 2.77 0.41 0.90 12.18
2012 6.22 5.14 -0.28 -0.76 -6.40 1.59 1.19 1.64 3.17 0.43 0.74 3.25 16.49
2011 -1.01 0.05 0.98 1.84 -1.16 -1.38 -0.44 -6.40 -7.84 6.35 -3.80 -0.86 -13.53
2010 -1.31 1.11 5.78 1.61 -6.39 -0.65 4.31 -0.77 6.04 2.73 -0.04 4.00 16.90
2009 -3.32 -4.24 5.62 12.57 11.83 0.85 7.02 3.04 5.45 0.02 1.84 3.12 51.62
2008 -8.05 2.04 -5.04 4.57 1.55 -6.65 -2.67 -3.02 -12.53 -19.46 -4.40 2.58 -42.41
2007 2.08 1.09 1.90 3.25 3.77 1.65 1.19 -2.54 4.17 4.01 -4.00 0.87 18.49
2006 6.26 1.46 2.77 3.09 -5.56 -0.81 -0.19 2.47 1.27 3.44 3.13 3.48 22.35
2005 1.15 4.20 -1.76 -2.00 1.95 2.68 3.59 1.62 4.91 -3.11 4.39 4.02 23.42
2004 3.41 2.34 1.79 -1.79 -2.24 1.81 -1.35 1.24 2.79 1.11 4.40 2.70 17.19
2003 -0.74 -0.36 -1.08 5.34 5.69 3.99 3.60 5.51 2.09 4.92 0.67 4.33 39.29
2002 1.92 0.79 4.80 1.08 0.03 -4.86 -5.37 0.81 -6.75 2.91 3.66 -2.07 -3.76
2001 5.75 -2.62 -3.05 3.88 3.93 0.13 -3.71 -1.36 -8.33 4.49 6.12 2.96 7.29
2000 1.46 4.96 4.48 -4.36 -3.87 3.69 -0.14 4.49 -4.67 -3.03 -4.44 -0.10 -2.32
* Based on 2.44% of funds which have reported November 2016 returns as at 4 December 2016
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