Indices

Eurekahedge Hedge Fund Index

Aug 2016 Return: 0.23% 3-Month Return: 2.09% 2016 Return: 2.83% 2015 Return: 1.64% Bloomberg Ticker: EHFI251




Index Returns

 Download Constituents     Download Index Returns
The Eurekahedge Hedge Fund Index (Bloomberg Ticker - EHFI251) is Eurekahedge's flagship equally weighted index of 2746 constituent funds. The index is designed to provide a broad measure of the performance all underlying hedge fund managers irrespective of regional mandate. The index is base weighted at 100 at December 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 Aug 2016 )  
8.92
2016 Return (%) 2.83
2015 Return (%) 1.64
2.09
315.45
5.28
-4.46
Risk/Return
4.94
2.68
4.57
-12.51
1.40
2.58
70.00
 Download Statistics

Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2016 -1.78 -0.01 1.37 0.82 0.35 0.29 1.56 0.23 n/a n/a n/a n/a 2.83
2015 0.77 1.54 0.71 0.92 0.70 -1.15 -0.07 -1.93 -0.80 1.27 0.45 -0.74 1.64
2014 -0.29 1.68 -0.20 -0.02 1.02 1.07 -0.10 1.10 -0.21 -0.31 1.02 0.04 4.86
2013 2.15 0.24 0.79 0.80 0.47 -1.29 1.16 -0.33 1.33 1.59 1.00 1.02 9.25
2012 2.26 1.96 -0.06 -0.23 -1.62 0.25 1.14 0.74 0.99 -0.14 0.51 1.34 7.31
2011 0.37 1.10 0.30 1.49 -0.83 -1.05 0.45 -2.23 -2.54 2.01 -0.82 0.05 -1.78
2010 -0.46 0.70 2.27 1.17 -2.34 -0.42 1.52 0.39 3.14 2.15 0.24 2.73 11.52
2009 0.36 -0.81 1.66 3.55 5.03 0.46 2.40 1.45 2.63 -0.04 1.71 1.15 21.24
2008 -1.85 2.43 -1.72 1.46 1.77 -0.52 -1.67 -0.87 -4.44 -4.46 -1.16 1.11 -9.74
2007 1.28 0.68 0.78 1.93 2.15 1.16 0.56 -1.22 2.98 2.80 -1.19 1.00 13.59
2006 3.33 0.52 2.00 2.19 -1.38 -0.26 -0.14 1.03 0.19 1.78 2.20 1.63 13.80
2005 -0.18 1.79 -0.58 -1.20 1.17 1.60 1.77 1.00 2.20 -1.00 2.21 2.04 11.27
2004 1.81 1.73 0.78 -1.40 -0.34 0.36 -0.50 0.14 1.73 1.11 2.98 1.44 10.19
2003 1.33 0.70 -0.28 2.54 3.77 1.08 1.19 1.98 1.33 2.63 0.98 2.24 21.25
2002 0.64 -0.13 1.77 0.53 1.13 0.10 -1.00 1.03 -0.23 0.40 1.72 1.18 7.33
2001 3.01 -0.28 0.55 1.13 1.62 0.66 -0.28 0.60 -1.21 2.19 0.87 1.70 11.00
2000 1.46 5.28 1.66 -1.22 0.17 2.35 0.22 3.60 -0.23 -0.04 -0.19 3.68 17.82
* Based on 85.07% of funds which have reported August 2016 returns as at 25 September 2016
 Download Index Returns
Copyright Eurekahedge 2005 - 2016, 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.