Indices
Eurekahedge Islamic Fund Index
EQUAL WEIGHTED HEDGE FUND INDICES
ASSET WEIGHTED HEDGE FUND INDICES
SPECIALIST ALTERNATIVE FUND INDICES
INVESTIBLE BENCHMARK INDICES
METHODOLOGIES
INDEX PRESS RELEASES
- Index Flash Update (December 2019)
- Index Flash Update (November 2019)
- Index Flash Update (October 2019)
- Eurekahedge launches new benchmark Eurekahedge Multi-Factor Risk Premia Index
- Eurekahedge and CBOE launch four benchmark indices tracking volatility-based investment strategies
- Eurekahedge and MPI announce new benchmark index tracking the top 50 hedge funds
- Eurekahedge and ILS Advisers launch new USD hedge index
- Eurekahedge launches new insurance linked securities index
- Mizuho-Eurekahedge Index goes live
- Mizuho-Eurekahedge Index press release
- EU Benchmark Regulation
| Nov 2019 Return: | 1.39% | 3-Month Return: | 3.09% | 2019 Return: | 8.52% | 2018 Return: | -4.66% | Bloomberg Ticker: | EHFI00 |
|---|
Index Returns
The Eurekahedge Islamic Fund Index (Bloomberg Ticker - EHFI00) is an equally weighted index of 254 constituent funds. The index is designed to provide a broad measure of the performance of underlying fund managers who are Sharia compliant as determined by international Sharia standards. The index constituents are long only relative returns funds comprising unit trust, mutual fund and real estate managers. 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.
For more information on the index methodology, please click here.
Statistics
| Statistics (as at Nov 2019 ) | |
|---|---|
| 3.05 | |
| 2019 Return (%) | 8.52 |
| 2018 Return (%) | -4.66 |
| 3.09 | |
| 81.91 | |
| 6.12 | |
| -12.32 |
| Risk/Return | |
|---|---|
| 7.67 | |
| 5.89 | |
| 4.91 | |
| -31.10 | |
| 0.14 | |
| 0.18 | |
| 61.51 |
Historical Monthly Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | 3.11 | 1.17 | 0.92 | 1.52 | -2.39 | 2.06 | 0.14 | -1.27 | 0.57 | 1.10 | 1.39 | n/a | 8.52 |
| 2018 | 2.09 | -1.46 | -0.43 | 0.48 | -1.17 | -0.10 | 1.33 | 0.17 | -0.60 | -3.06 | -0.27 | -1.64 | -4.66 |
| 2017 | 1.56 | 0.55 | 1.20 | 0.86 | 0.24 | 0.41 | 0.56 | -0.02 | 0.33 | 0.37 | -0.41 | 1.07 | 6.92 |
| 2016 | -4.15 | 1.08 | 2.66 | 1.10 | -0.26 | 0.37 | 1.83 | -0.13 | -0.63 | 0.08 | 0.87 | 1.49 | 4.23 |
| 2015 | 1.82 | 1.56 | -1.29 | 2.22 | -0.57 | -1.45 | -0.33 | -4.71 | -0.25 | 2.16 | -0.87 | 0.09 | -1.81 |
| 2014 | -0.34 | 2.22 | 1.22 | 0.77 | 0.77 | 0.30 | 1.62 | 0.89 | -0.82 | -0.96 | -0.95 | -1.73 | 2.95 |
| 2013 | 1.24 | 0.08 | 1.05 | 0.89 | 2.85 | -2.44 | 2.37 | -1.33 | 1.83 | 1.74 | 0.27 | 1.08 | 9.92 |
| 2012 | 2.50 | 2.69 | 0.60 | -0.24 | -2.73 | 0.29 | 1.34 | 1.20 | 0.99 | -0.04 | -0.55 | 1.65 | 7.86 |
| 2011 | -0.75 | -1.00 | 2.30 | 1.48 | -0.36 | -0.51 | -0.40 | -4.50 | -2.27 | 3.50 | -1.41 | 0.81 | -3.31 |
| 2010 | -0.96 | 1.02 | 3.14 | 0.86 | -4.81 | -0.03 | 2.67 | -0.65 | 3.89 | 1.86 | 0.15 | 2.38 | 9.63 |
| 2009 | -1.73 | -1.81 | 3.29 | 6.12 | 5.89 | 0.12 | 4.07 | 1.37 | 2.32 | -0.29 | 0.32 | 0.64 | 21.87 |
| 2008 | -3.80 | 2.54 | -3.48 | 2.66 | 0.68 | -2.40 | -3.11 | -3.05 | -7.45 | -12.32 | -3.04 | 0.58 | -28.60 |
| 2007 | 0.94 | 2.06 | 0.80 | 2.99 | 2.24 | 0.41 | 1.68 | -1.50 | 3.31 | 3.64 | -0.75 | 2.57 | 19.86 |
| 2006 | 2.69 | 0.35 | -0.73 | 0.47 | -3.62 | 0.78 | -1.00 | 1.92 | 0.68 | 1.57 | 0.41 | 0.96 | 4.43 |
| 2005 | -0.46 | 1.87 | 0.17 | 0.36 | 0.59 | 1.98 | 1.22 | 1.35 | 0.84 | -0.86 | 1.66 | 0.69 | 9.78 |
| 2004 | 1.59 | 1.19 | -0.14 | -0.15 | -1.01 | 0.69 | -0.82 | -0.34 | 1.40 | 1.33 | 3.25 | 1.11 | 8.31 |
| 2003 | -1.00 | -0.79 | 0.26 | 2.70 | 3.79 | 2.27 | 1.73 | 1.90 | 0.75 | 2.94 | -0.02 | 1.93 | 17.61 |
| 2002 | -0.36 | -0.47 | 3.04 | -0.62 | -1.25 | -3.37 | -3.61 | 0.30 | -4.75 | 2.87 | 2.09 | -1.24 | -7.45 |
| 2001 | 2.34 | -4.54 | -4.46 | 3.49 | 0.76 | -1.31 | 0.21 | -1.60 | -5.46 | 2.63 | 2.93 | 1.61 | -3.86 |
| 2000 | 0.83 | 4.22 | 2.99 | -4.12 | -2.53 | 2.19 | -1.78 | 1.68 | -4.46 | -2.25 | -3.92 | -1.03 | -8.33 |
* Based on 26.38% of funds which have reported November 2019 returns as at 13 December 2019
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