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At a Glance

Hedge Fund Indices

Global
North America
Europe
Asia
Emerging Markets
Eastern Europe and Russia
Latin America


Specialist Fund Indices

Long-Only Absolute Return
Fund of Funds
Islamic Funds

Methodology

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  Eurekahedge Asian Hedge Fund Index ( Bloomberg Ticker - EHFI38 )  
 
   Download Constituent Funds      

   
  Statistics (as at Jun 2008 )
 
  Summary Data  
  Annualised Return (%) 10.72
  Best Monthly Return (%) 4.56
  Worst Monthly Return (%) -5.49
  2006 Return (%) 15.34
  2007 Return (%) 18.05
  Rise in NAV Since Inception Date 137.61
  Last 3 Months (%) -1.22
Risk/Return    
Sharpe Ratio (x) 1.01  
Annualised Std Deviation (%) 6.62  
Downside Deviation (%) 4.09  
Sortino Ratio (x) 1.64  
Maximum Drawdown (%) -10.76  
Percentage of Positive Mths (%) 71.57  
  Performance Tables
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
Downloads
> Index Data
Series
> Statistics
> Constituent Funds
2008 -5.491.27-3.642.260.25-3.65*n/an/an/an/an/an/a -8.90
2007 1.381.280.732.563.312.132.84-2.233.733.22-2.270.23 18.05
2006 3.470.133.081.94-2.33-0.72-0.531.130.872.022.752.71 15.34
2005 0.992.04-0.67-0.360.031.241.770.953.23-1.102.754.56 16.38
2004 1.351.642.67-0.46-1.250.54-0.300.121.220.752.901.39 11.00
2003 1.260.14-0.771.312.413.143.234.402.364.48-0.933.45 27.20
2002 2.080.972.080.961.61-0.90-1.600.04-1.05-0.210.96-0.20 4.75
2001 2.730.250.272.041.960.80-1.520.71-2.281.681.900.86 9.69
2000 -0.082.541.88-3.110.613.37-1.282.08-2.35-1.890.01-0.11 1.45

* Based on 37.83% of the NAV for Jun-2008 as at 9-Jul-2008

Eurekahedge Index Methodology

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