Indices

Eurekahedge European Hedge Fund Index

Aug 2016 Return: 0.60% 3-Month Return: 0.30% 2016 Return: -0.96% 2015 Return: 4.89% Bloomberg Ticker: EHFI91


Index Returns

The Eurekahedge European Hedge Fund Index (Bloomberg Ticker - EHFI91) is an equally weighted index of 311 constituent funds. The index is designed to provide a broad measure of the performance of underlying hedge fund managers who invest exclusively in Europe. 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 Aug 2016 )  
7.26
2016 Return (%) -0.96
2015 Return (%) 4.89
0.30
221.41
9.39
-6.06
Risk/Return
6.02
3.63
5.02
-18.70
0.87
1.45
68.00

Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2016 -2.39 -0.88 0.95 0.12 0.97 -1.79 1.51 0.60 n/a n/a n/a n/a -0.96
2015 1.19 2.32 0.89 0.52 0.88 -1.31 1.13 -1.57 -1.07 1.36 0.71 -0.19 4.89
2014 0.33 1.84 -0.41 -0.59 1.05 -0.03 -0.89 0.35 -0.30 -0.60 0.61 -0.20 1.13
2013 2.00 0.40 0.00 0.19 1.12 -1.22 1.67 -0.15 1.73 2.03 0.86 0.97 9.99
2012 2.74 2.10 0.11 -0.55 -2.38 0.26 0.98 0.76 0.91 0.28 0.65 1.22 7.22
2011 0.74 0.60 0.11 0.66 -0.55 -0.86 -0.63 -3.80 -2.24 2.03 -1.23 -0.14 -5.30
2010 0.92 0.11 2.76 0.57 -2.60 -0.75 1.47 -0.09 2.26 1.46 0.39 2.70 9.49
2009 -0.72 -0.71 1.82 4.37 4.24 -0.06 2.16 2.71 3.21 0.35 0.35 1.22 20.45
2008 -2.91 1.55 -1.34 1.45 1.78 -0.94 -1.98 -0.92 -6.06 -6.03 -1.54 -1.11 -16.94
2007 1.59 0.76 1.64 1.53 0.84 0.83 -0.06 -1.67 0.82 1.89 -1.54 0.86 7.66
2006 3.68 2.04 1.80 2.03 -2.64 -0.51 0.48 1.13 0.28 1.66 1.78 2.73 15.30
2005 1.86 2.21 -0.59 -1.02 0.98 1.74 2.60 1.86 2.95 -2.25 1.95 2.62 15.82
2004 2.89 1.97 0.48 -0.62 -0.76 0.66 -0.58 0.13 1.58 0.71 1.37 1.71 9.90
2003 0.24 0.59 0.21 2.48 2.12 1.08 0.70 1.41 0.84 1.33 0.73 1.03 13.52
2002 1.65 0.34 2.08 1.17 0.52 -1.17 -1.58 0.68 -0.69 1.44 1.54 -0.02 6.05
2001 2.92 -0.59 -0.57 2.67 1.54 2.27 -0.69 0.48 -2.02 2.05 1.74 1.61 11.86
2000 4.13 9.39 4.66 -1.53 -1.88 -0.14 1.70 3.07 -1.85 0.35 -2.21 1.21 17.55
* Based on 84.24% of funds which have reported August 2016 returns as at 25 September 2016
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