Indices

Eurekahedge Fund of Funds Index

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

SPECIALIST ALTERNATIVE FUND INDICES

INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

Mar 2017 Return: 0.44% 3-Month Return: 2.07% 2017 Return: 2.07% 2016 Return: -0.12% Bloomberg Ticker: EHFI94


Index Returns

The Eurekahedge Fund of Funds Index (Bloomberg Ticker - EHFI94) is an equally weighted index of 523 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 Mar 2017 )  
4.09
2017 Return (%) 2.07
2016 Return (%) -0.12
2.07
99.57
4.82
-5.94
Risk/Return
4.59
3.34
3.19
-19.97
0.45
0.62
67.15

Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2017 0.82 0.80 0.44 n/a n/a n/a n/a n/a n/a n/a n/a n/a 2.07
2016 -2.53 -1.06 0.80 0.40 0.46 -0.55 1.39 0.32 0.29 -0.31 -0.07 0.81 -0.12
2015 0.56 1.51 0.75 0.30 0.86 -1.18 0.27 -2.06 -1.48 1.09 0.40 -0.54 0.42
2014 -0.32 1.49 -0.57 -0.57 1.12 0.83 -0.23 0.82 -0.07 -0.50 1.29 0.23 3.53
2013 1.91 0.27 0.81 0.72 0.62 -1.65 0.95 -0.70 1.29 1.30 1.37 1.05 8.17
2012 1.65 1.42 -0.02 -0.25 -1.39 -0.30 0.91 0.53 0.70 -0.27 0.33 1.13 4.47
2011 0.06 0.73 -0.09 1.13 -1.00 -1.24 0.31 -2.46 -2.36 0.98 -0.84 -0.32 -5.07
2010 -0.42 0.19 1.69 0.84 -2.46 -0.77 0.67 0.14 1.89 1.39 -0.13 1.98 5.03
2009 0.56 -0.44 0.07 1.00 3.00 0.22 1.54 1.02 1.56 -0.12 0.82 0.59 10.25
2008 -2.76 1.53 -2.56 1.08 1.66 -0.70 -2.51 -1.44 -5.94 -5.83 -2.19 -1.07 -19.17
2007 1.26 0.77 0.91 1.77 2.08 0.77 0.53 -2.11 2.17 2.99 -1.50 0.52 10.54
2006 2.95 0.41 1.70 1.80 -1.98 -0.62 -0.11 0.76 0.01 1.62 1.82 1.80 10.54
2005 0.10 1.42 -0.48 -1.37 0.34 1.40 1.75 0.85 1.71 -1.54 1.74 2.06 8.18
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 7.03
2003 0.82 0.37 -0.04 1.29 2.07 0.80 0.24 0.82 1.15 1.53 0.56 1.57 11.73
2002 0.54 -0.08 0.76 0.62 0.58 -0.68 -1.04 0.46 -0.34 -0.21 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 5.67
2000 1.22 4.82 0.45 -1.92 -0.33 1.97 0.39 2.15 -0.06 -0.30 -0.41 1.62 9.86
* Based on 71.13% of funds which have reported March 2017 returns as at 28 April 2017
Copyright Eurekahedge 2005 - 2017, 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.