Indices

Eurekahedge Long-Only Absolute Return Fund Index

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

SPECIALIST ALTERNATIVE FUND INDICES

INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

Oct 2018 Return: -5.08% 3-Month Return: -7.21% 2018 Return: -8.69% 2017 Return: 20.39% Bloomberg Ticker: EHFI1


Index Returns

The Eurekahedge Long-Only Absolute Return Fund Index (Bloomberg Ticker - EHFI1) is an equally weighted index of 494 constituent funds. The index is designed to provide a broad measure of the performance of underlying long-only fund managers who pursue absolute returns with flexible investment mandates. 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 2018 )  
7.90
2018 Return (%) -8.69
2017 Return (%) 20.39
-7.21
318.50
12.59
-19.32
Risk/Return
12.86
9.13
9.21
-48.09
0.46
0.65
65.04

Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2018 3.57 -2.14 -1.54 0.68 -0.96 -2.28 1.20 -1.23 -1.02 -5.08 n/a n/a -8.69
2017 2.64 2.06 1.78 1.15 0.92 0.96 2.00 1.26 1.24 1.84 0.80 2.07 20.39
2016 -6.06 -0.13 5.98 1.86 0.22 0.38 3.80 1.12 0.62 0.33 -1.16 0.88 7.65
2015 0.48 3.16 0.26 3.38 0.67 -2.26 -1.41 -6.07 -2.14 4.49 -0.12 -1.10 -1.11
2014 -2.04 2.68 0.73 0.06 2.29 1.75 0.50 2.18 -2.20 -0.07 0.48 -1.84 4.46
2013 3.84 0.57 0.86 1.47 0.93 -4.62 2.40 -1.50 4.18 2.76 0.46 0.90 12.60
2012 6.16 5.10 -0.24 -0.70 -6.33 1.56 1.19 1.67 3.14 0.46 0.82 3.27 16.71
2011 -0.98 0.09 0.99 1.82 -1.12 -1.39 -0.52 -6.40 -7.76 6.40 -3.76 -0.82 -13.31
2010 -1.32 1.12 5.73 1.64 -6.38 -0.73 4.33 -0.81 6.06 2.75 -0.01 4.00 16.86
2009 -3.22 -4.20 5.65 12.59 11.75 0.88 7.12 3.05 5.41 0.01 1.87 3.15 52.05
2008 -8.09 2.00 -5.04 4.60 1.60 -6.70 -2.62 -2.91 -12.37 -19.32 -4.47 2.62 -42.16
2007 2.14 1.06 1.90 3.29 3.79 1.61 1.21 -2.55 4.09 4.06 -4.06 0.89 18.48
2006 6.33 1.43 2.75 3.07 -5.60 -0.80 -0.22 2.50 1.28 3.44 3.12 3.50 22.30
2005 1.16 4.31 -1.84 -2.02 1.92 2.67 3.71 1.63 4.91 -3.16 4.49 3.97 23.54
2004 3.47 2.43 1.81 -1.91 -2.21 1.78 -1.42 1.25 2.86 1.07 4.54 2.71 17.39
2003 -0.81 -0.42 -1.08 5.35 5.77 3.99 3.67 5.65 2.11 4.94 0.64 4.42 39.65
2002 1.99 0.76 4.91 1.02 -0.01 -5.01 -5.53 0.78 -6.87 3.01 3.82 -2.23 -4.10
2001 5.94 -2.72 -3.10 3.94 3.95 0.05 -3.78 -1.46 -8.50 4.65 6.18 3.01 7.21
2000 1.62 5.28 4.42 -4.65 -4.06 3.68 -0.31 4.50 -4.89 -3.07 -4.63 -0.14 -3.09
* Based on 58.10% of funds which have reported October 2018 returns as at 14 November 2018
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