| Eurekahedge Asian Hedge Fund Index (Bloomberg Ticker - EHFI38) |
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| Download Constituent Funds |
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The Eurekahedge Asian Hedge Fund Index (Bloomberg Ticker - EHFI38) is an equally weighted index of 384 constituent funds1. The index is designed to provide a broad measure of the performance of underlying hedge fund managers who invest exclusively in Asia. The index is base weighted at 100 at December 1999, does not contain duplicate funds and is denominated in local currencies.
1 As at 23 May 2013 |
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| Statistics
(as at
Apr 2013
) |
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| Summary Data |
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| Annualised Return (%) |
8.81
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| Best Monthly
Return (%) |
7.60 |
| Worst Monthly Return (%) |
-6.59 |
| 2012 Return (%) |
10.08 |
| 2013 Return (%) |
8.86 |
| Return since
Inception(%) |
208.28 |
| Last 3 Months (%) |
4.84 |
| Last 12 Months (%) |
13.99 |
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| Risk/Return |
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| Sharpe Ratio (x) |
0.89 |
| Annualised Std
Deviation (%) |
7.63 |
| Downside Deviation (%) |
4.81 |
| Sortino Ratio
(x) |
1.41 |
| Maximum Drawdown (%) |
-24.17 |
| Percentage of
Positive Mths (%) |
66.25 |
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Performance Table |
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Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
YTD |
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| 2013 |
3.83 | 0.96 | 0.87 | 2.95* | n/a | n/a | n/a | n/a | n/a | n/a | n/a | n/a | 8.86
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| 2012 |
3.06 | 3.51 | -0.97 | -0.48 | -3.53 | 0.36 | -0.23 | 0.24 | 2.55 | 0.81 | 1.45 | 3.11 | 10.08
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| 2011 |
-0.40 | -0.23 | 1.38 | 1.58 | -1.28 | -0.96 | 1.16 | -3.61 | -5.25 | 3.12 | -2.74 | -0.68 | -7.91
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| 2010 |
-1.32 | 0.14 | 2.99 | 1.40 | -4.19 | -0.51 | 1.74 | -0.04 | 3.91 | 2.02 | 0.32 | 2.23 | 8.78
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| 2009 |
-1.29 | -0.98 | 2.63 | 4.52 | 7.60 | 1.57 | 4.21 | -0.11 | 2.29 | 0.35 | 1.08 | 2.14 | 26.39
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| 2008 |
-5.24 | 1.40 | -3.48 | 2.28 | 0.37 | -3.75 | -1.66 | -2.41 | -5.35 | -6.59 | -0.57 | 3.02 | -20.36
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| 2007 |
1.39 | 1.31 | 0.76 | 2.52 | 3.27 | 2.11 | 2.72 | -2.24 | 3.78 | 3.31 | -2.41 | 0.51 | 18.17
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| 2006 |
3.38 | 0.10 | 2.98 | 1.93 | -2.26 | -0.78 | -0.57 | 1.14 | 0.84 | 1.95 | 2.69 | 2.62 | 14.77
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| 2005 |
0.98 | 2.06 | -0.68 | -0.48 | 0.09 | 1.26 | 1.80 | 0.93 | 3.27 | -1.10 | 2.82 | 4.54 | 16.45
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| 2004 |
1.28 | 1.58 | 2.52 | -0.30 | -1.50 | 0.46 | -0.35 | 0.11 | 1.20 | 0.71 | 2.89 | 1.47 | 10.46
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| 2003 |
1.19 | 0.13 | -0.90 | 1.43 | 2.39 | 3.01 | 3.20 | 4.35 | 2.12 | 4.22 | -0.82 | 3.35 | 26.21
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| 2002 |
2.12 | 0.76 | 2.20 | 0.84 | 1.58 | -1.01 | -1.72 | 0.08 | -1.13 | -0.18 | 1.00 | -0.37 | 4.13
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| 2001 |
3.00 | 0.28 | -0.15 | 2.24 | 1.58 | 0.72 | -1.46 | 0.62 | -2.44 | 1.74 | 2.04 | 0.81 | 9.21
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| 2000 |
0.21 | 2.95 | 1.62 | -3.13 | 0.58 | 3.61 | -1.36 | 2.12 | -2.14 | -1.81 | -0.10 | -0.42 | 1.90
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* Based on 80.47% of funds which have reported Apr-2013 returns as at 23-May-2013
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Copyright Eurekahedge 2010, 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.
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Past performance is no guarantee of future results.
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