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

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/an/an/an/an/an/an/an/an/an/an/a 3.48
2011 -0.49-0.171.351.55-1.28-0.941.09-3.65-5.232.86-2.84-0.80 -8.50
2010 -1.390.123.011.40-4.20-0.551.76-0.053.961.970.302.18 8.58
2009 -1.25-0.962.584.537.651.534.20-0.222.280.351.112.11 26.30
2008 -5.261.41-3.562.260.39-3.74-1.67-2.42-5.39-6.49-0.562.95 -20.43
2007 1.391.260.742.573.262.102.72-2.223.813.31-2.360.53 18.25
2006 3.400.062.971.94-2.30-0.77-0.581.140.831.952.682.62 14.70
2005 0.942.05-0.66-0.470.121.261.810.963.28-1.102.814.54 16.50
2004 1.111.572.59-0.23-1.500.50-0.340.111.140.712.841.52 10.43
2003 1.110.06-0.871.422.293.003.124.272.154.19-0.853.34 25.64
2002 1.950.792.070.921.45-0.95-1.650.08-1.05-0.170.96-0.34 4.04
2001 2.770.16-0.242.081.580.65-1.400.46-2.281.671.940.79 8.38
2000 0.273.101.48-2.990.673.40-1.412.09-2.01-1.77-0.12-0.40 2.09

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

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