Indices

Eurekahedge Fund of Funds Index

Oct 2016 Return: -0.32% 3-Month Return: 0.28% 2016 Return: -0.91% 2015 Return: 0.44% Bloomberg Ticker: EHFI94


Index Returns

The Eurekahedge Fund of Funds Index (Bloomberg Ticker - EHFI94) is an equally weighted index of 530 constituent funds. The index is designed to provide a broad measure of the performance of underlying investment managers who exclusively invest in single manager hedge funds. 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 Oct 2016 )  
4.01
2016 Return (%) -0.91
2015 Return (%) 0.44
0.28
93.80
4.82
-5.95
Risk/Return
4.64
3.38
3.21
-20.02
0.43
0.59
66.83

Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2016 -2.53 -1.06 0.79 0.41 0.47 -0.55 1.32 0.33 0.28 -0.32 n/a n/a -0.91
2015 0.53 1.52 0.75 0.32 0.86 -1.17 0.28 -2.05 -1.47 1.06 0.40 -0.52 0.44
2014 -0.32 1.48 -0.55 -0.57 1.11 0.82 -0.21 0.82 -0.08 -0.49 1.29 0.22 3.55
2013 1.91 0.28 0.80 0.74 0.62 -1.67 0.95 -0.71 1.30 1.30 1.37 1.04 8.17
2012 1.64 1.42 -0.02 -0.25 -1.40 -0.30 0.90 0.53 0.70 -0.27 0.32 1.14 4.46
2011 0.05 0.73 -0.09 1.13 -1.01 -1.25 0.30 -2.47 -2.35 0.97 -0.85 -0.32 -5.11
2010 -0.42 0.19 1.69 0.83 -2.47 -0.77 0.67 0.14 1.90 1.39 -0.14 1.98 5.02
2009 0.56 -0.44 0.07 1.00 2.99 0.22 1.54 1.02 1.56 -0.13 0.82 0.59 10.20
2008 -2.76 1.52 -2.56 1.08 1.65 -0.70 -2.52 -1.44 -5.95 -5.84 -2.20 -1.09 -19.23
2007 1.26 0.78 0.91 1.77 2.08 0.77 0.54 -2.12 2.18 3.00 -1.50 0.52 10.55
2006 2.95 0.41 1.70 1.80 -1.98 -0.62 -0.12 0.76 0.02 1.62 1.82 1.80 10.55
2005 0.10 1.42 -0.48 -1.37 0.34 1.40 1.75 0.85 1.71 -1.54 1.73 2.06 8.19
2004 1.57 1.19 0.46 -0.74 -0.94 0.27 -0.49 0.04 0.92 0.72 2.42 1.46 7.04
2003 0.82 0.37 -0.04 1.29 2.07 0.80 0.24 0.81 1.15 1.53 0.56 1.57 11.75
2002 0.54 -0.08 0.76 0.62 0.58 -0.68 -1.04 0.46 -0.34 -0.22 0.80 0.78 2.18
2001 1.57 0.33 0.07 0.55 1.03 0.16 -0.16 0.62 -0.90 0.84 0.42 1.02 5.68
2000 1.22 4.82 0.45 -1.92 -0.33 1.97 0.40 2.15 -0.06 -0.30 -0.41 1.62 9.86
* Based on 82.64% of funds which have reported October 2016 returns as at 4 December 2016
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