Eurekahedge : Asian Hedge Fund Index and Indices

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Methodology

Index Press Release

Eurekahedge Asian Hedge Fund Index ( Bloomberg Ticker - EHFI38 )

Download Constituent Funds

Statistics (as at Jun 2009 )

	Summary Data
	Annualised Return (%)	9.45
	Best Monthly Return (%)	7.43
	Worst Monthly Return (%)	-6.37
	2008 Return (%)	-20.84
	2009 Return (%)	14.27
	Rise in NAV Since Inception Date	135.75
	Last 3 Months (%)	14.13
	Last 12 Months (%)	-0.69

Risk/Return
Sharpe Ratio (x)	0.71
Annualised Std Deviation (%)	7.66
Downside Deviation (%)	5.00
Sortino Ratio (x)	1.09
Maximum Drawdown (%)	-24.40
Percentage of Positive Mths (%)	69.30

Performance Tables

Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

YTD

Downloads
>	Index Data Series
>	Statistics
>	Constituent Funds

2009

-1.20

-0.96

2.32

4.28

7.43

1.88*

n/a

14.27

2008

-5.53

1.34

-3.72

2.34

0.33

-3.75

-1.75

-2.33

-5.37

-6.37

-0.51

2.73

-20.84

2007

1.48

1.25

0.75

2.66

3.39

2.16

2.82

-2.35

3.92

3.32

-2.31

0.44

18.73

2006

3.60

0.17

3.14

1.98

-2.33

-0.72

-0.55

1.16

0.88

2.04

2.78

2.70

15.69

2005

0.96

2.07

-0.76

-0.46

0.08

1.24

1.82

0.97

3.26

-1.23

2.82

4.55

16.25

2004

1.33

1.66

2.59

-0.51

-1.30

0.46

-0.29

0.13

1.22

0.79

2.90

1.44

10.83

2003

1.31

0.14

-0.78

1.24

2.44

3.11

3.21

4.36

2.28

4.34

-0.93

3.49

26.85

2002

1.90

0.85

1.99

0.83

1.55

-1.23

-1.59

0.04

-1.06

-0.18

1.00

-0.24

3.84

2001

2.83

0.08

0.35

2.08

1.92

0.73

-1.43

0.44

-2.04

1.72

2.00

0.94

9.93

2000

-0.20

2.70

1.20

-3.29

0.61

3.45

-1.13

2.19

-2.24

-1.57

0.08

0.11

1.71

* Based on 9.57% of the NAV for Jun-2009 as at 4-Jul-2009

Eurekahedge Index Methodology

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