Indices

Eurekahedge ILS Advisers Index - USD Hedged

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

SPECIALIST ALTERNATIVE FUND INDICES

INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

Dec 2016 Return: 0.18% 3-Month Return: 0.95% 2016 Return: 5.36% 2015 Return: 4.30%
                                  

Index Returns

The Eurekahedge ILS Advisers Index - USD Hedged 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 USD hedged. The Eurekahedge ILS Advisers - USD Hedged Index utilises the month end FX spot rates and factors in the hedging cost for all non-USD denominated index constituents.

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

Statistics

Statistics (as at Dec 2016 )  
6.60
2016 Return (%) 5.36
2015 Return (%) 4.30
0.95
101.89
1.68
-3.94
Risk/Return
2.03
1.33
0.62
-3.94
2.26
3.45
94.70

Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2016 0.23 0.55 0.41 0.42 0.06 0.28 0.43 0.88 1.05 0.44 0.33 0.18 5.36
2015 0.40 0.25 0.22 0.09 0.17 0.16 0.41 0.85 0.99 0.28 0.32 0.10 4.30
2014 0.50 0.50 0.45 0.32 0.08 0.21 0.41 0.81 0.86 0.61 0.14 0.43 5.44
2013 0.68 0.75 0.64 0.85 0.44 0.00 0.40 0.92 1.20 0.64 0.49 0.42 7.67
2012 0.18 0.19 0.32 0.43 0.59 0.57 0.62 0.94 1.19 -0.51 0.27 1.02 5.95
2011 0.70 0.18 -3.94 0.06 0.21 0.71 0.67 0.12 0.53 0.73 -0.04 -0.04 -0.20
2010 0.92 0.94 0.45 0.49 0.29 0.16 0.52 0.75 1.17 0.90 0.29 0.42 7.54
2009 0.35 0.22 0.28 0.59 0.51 1.33 1.04 1.03 1.58 1.06 0.14 0.52 8.99
2008 0.99 0.77 0.69 0.26 0.46 0.52 0.55 0.58 -0.72 -0.57 0.25 0.07 3.91
2007 1.68 1.64 1.00 0.83 0.82 1.03 1.02 1.03 1.45 1.16 0.91 0.81 14.23
2006 0.74 0.73 1.03 0.80 -0.72 0.25 0.73 0.92 1.42 1.47 0.94 1.27 10.01
* Based on 67.65% of funds which have reported December 2016 returns as at 23 January 2017
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