Eurekahedge : Asian Hedge Fund Index and Indices

Eurekahedge Asian Hedge Fund Index ( Bloomberg Ticker - EHFI38 )

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Statistics (as at Jan 2012 )

Summary Data
Annualised Return (%)	8.25
Best Monthly Return (%)	7.65
Worst Monthly Return (%)	-6.49
2011 Return (%)	-8.50
2012 Return (%)	3.48
Return since Inception(%)	160.74
Last 3 Months (%)	-0.27
Last 12 Months (%)	-4.85

Risk/Return
Sharpe Ratio (x)	0.81
Annualised Std Deviation (%)	7.68
Downside Deviation (%)	4.91
Sortino Ratio (x)	1.27
Maximum Drawdown (%)	-24.14
Percentage of Positive Mths (%)	65.52

Performance Table

Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

YTD

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>	Index Data Series
>	Statistics
>	Constituent Funds

2012

3.48*

n/a

3.48

2011

-0.49

-0.17

1.35

1.55

-1.28

-0.94

1.09

-3.65

-5.23

2.86

-2.84

-0.80

-8.50

2010

-1.39

0.12

3.01

1.40

-4.20

-0.55

1.76

-0.05

3.96

1.97

0.30

2.18

8.58

2009

-1.25

-0.96

2.58

4.53

7.65

1.53

4.20

-0.22

2.28

0.35

1.11

2.11

26.30

2008

-5.26

1.41

-3.56

2.26

0.39

-3.74

-1.67

-2.42

-5.39

-6.49

-0.56

2.95

-20.43

2007

1.39

1.26

0.74

2.57

3.26

2.10

2.72

-2.22

3.81

3.31

-2.36

0.53

18.25

2006

3.40

0.06

2.97

1.94

-2.30

-0.77

-0.58

1.14

0.83

1.95

2.68

2.62

14.70

2005

0.94

2.05

-0.66

-0.47

0.12

1.26

1.81

0.96

3.28

-1.10

2.81

4.54

16.50

2004

1.11

1.57

2.59

-0.23

-1.50

0.50

-0.34

0.11

1.14

0.71

2.84

1.52

10.43

2003

1.11

0.06

-0.87

1.42

2.29

3.00

3.12

4.27

2.15

4.19

-0.85

3.34

25.64

2002

1.95

0.79

2.07

0.92

1.45

-0.95

-1.65

0.08

-1.05

-0.17

0.96

-0.34

4.04

2001

2.77

0.16

-0.24

2.08

1.58

0.65

-1.40

0.46

-2.28

1.67

1.94

0.79

8.38

2000

0.27

3.10

1.48

-2.99

0.67

3.40

-1.41

2.09

-2.01

-1.77

-0.12

-0.40

2.09

* Based on 13.35% of funds which have reported Jan-2012 returns as at 4-Feb-2012

Eurekahedge Index Methodology

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.