Indices

Eurekahedge ILS Advisers Index

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

SPECIALIST ALTERNATIVE FUND INDICES

INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

Jan 2017 Return: 0.32% 3-Month Return: 0.82% 2017 Return: 0.32% 2016 Return: 5.19% Bloomberg Ticker: EHFI300
                                                 

Index Returns

The Eurekahedge ILS Advisers Index is ILS Advisers and Eurekahedge’s collaborative equally weighted index of 34 constituent funds. The index is designed to provide a broad measure of the performance of underlying hedge fund managers who explicitly allocate to insurance linked investments and have at least 70% of their portfolio invested in non-life risk. The index is base weighted at 100 at December 2005, does not contain duplicate funds and is denominated in local currencies.

The Eurekahedge ILS Advisers Index is tracked by ILS Adviser’s ‘ILS Diversified Ltd’, a fund of hedge funds solely invested in insurance-linked securities (ILS). The index methodology is available here.

For more information about ILS Advisers, please visit http://www.ilsadvisers.com.

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

Statistics

Statistics (as at Jan 2017 )  
6.34
2017 Return (%) 0.32
2016 Return (%) 5.19
0.82
97.63
1.60
-3.94
Risk/Return
1.99
1.34
0.61
-3.94
2.18
3.25
93.98

Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2017 0.32 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a 0.32
2016 0.21 0.53 0.40 0.40 0.04 0.26 0.41 0.86 1.03 0.42 0.31 0.18 5.19
2015 0.39 0.24 0.21 0.08 0.16 0.15 0.40 0.84 1.03 0.27 0.31 0.08 4.24
2014 0.50 0.50 0.45 0.32 0.08 0.21 0.41 0.81 0.86 0.60 0.14 0.42 5.42
2013 0.67 0.74 0.64 0.85 0.44 0.00 0.40 0.92 1.20 0.61 0.48 0.42 7.61
2012 0.18 0.19 0.32 0.43 0.58 0.57 0.61 0.94 1.18 -0.51 0.27 1.01 5.93
2011 0.70 0.18 -3.94 0.06 0.21 0.72 0.68 0.13 0.54 0.74 -0.03 -0.04 -0.14
2010 0.92 0.94 0.45 0.49 0.28 0.16 0.51 0.75 1.16 0.90 0.29 0.42 7.52
2009 0.36 0.22 0.28 0.59 0.51 1.33 1.03 1.03 1.58 1.06 0.14 0.52 8.99
2008 0.93 0.75 0.67 0.27 0.46 0.53 0.56 0.59 -0.71 -0.59 0.25 0.06 3.83
2007 1.60 1.56 0.92 0.75 0.74 0.95 0.95 0.96 1.37 1.09 0.85 0.74 13.22
2006 0.65 0.63 0.93 0.70 -0.82 0.15 0.62 0.81 1.32 1.37 0.84 1.18 8.68
* Based on 67.65% of funds which have reported January 2017 returns as at 25 February 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.