Search      

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

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

   
  Statistics (as at Feb 2010 )
 
  Summary Data  
  Annualised Return (%) 9.60
  Best Monthly Return (%) 7.64
  Worst Monthly Return (%) -6.53
  2009 Return (%) 26.23
  2010 Return (%) -1.92
  Rise in NAV Since Inception Date 153.86
  Last 3 Months (%) 0.19
  Last 12 Months (%) 26.57
Risk/Return    
Sharpe Ratio (x) 0.74  
Annualised Std Deviation (%) 7.57  
Downside Deviation (%) 4.89  
Sortino Ratio (x) 1.15  
Maximum Drawdown (%) -24.42  
Percentage of Positive Mths (%) 68.03  
  Performance Tables
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
Downloads
> Index Data
Series
> Statistics
> Constituent Funds
2010 -1.57-0.36*n/an/an/an/an/an/an/an/an/an/a -1.92
2009 -1.16-1.032.514.477.641.504.24-0.282.280.391.162.15 26.23
2008 -5.431.39-3.662.370.31-3.81-1.69-2.37-5.39-6.53-0.482.93 -20.66
2007 1.441.260.742.613.302.102.76-2.343.823.35-2.420.49 18.25
2006 3.460.153.011.94-2.29-0.78-0.591.160.891.982.742.69 15.15
2005 0.872.07-0.73-0.480.121.241.790.943.20-1.182.804.52 16.08
2004 1.181.592.45-0.34-1.500.43-0.360.151.200.722.901.58 10.36
2003 1.180.06-0.861.282.383.093.204.392.294.26-0.783.43 26.53
2002 2.060.882.050.821.55-0.91-1.640.06-1.07-0.180.97-0.31 4.29
2001 2.850.260.292.051.940.74-1.510.58-2.241.722.080.80 9.85
2000 0.252.711.76-2.780.493.35-1.212.12-2.24-1.80-0.01-0.24 2.22

* Based on 60.42% of the NAV for Feb-2010 as at 14-Mar-2010

Eurekahedge Index Methodology

Copyright Eurekahedge 2008, 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.

For additional terms and conditions relating to Dow Jones Index values, click here






Copyright © 2010 Eurekahedge Pte Ltd.
Use of this site is subject to our terms and conditions of use.