Indices

CBOE Eurekahedge Volatility Indexes at a Glance

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

SPECIALIST ALTERNATIVE FUND INDICES

INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

The CBOE Eurekahedge Volatility Indexes is a suite of 4 indices developed by Eurekahedge with the support of the Chicago Board Options Exchange (CBOE). With a total of 37 constituents, these indices aim to carefully measure, the performances of hedge funds investing in volatility and thus, provide a new benchmark in the alternative investment industry to help professionals comparing their returns with their peers. More information on the CBOE Eurekahedge Volatility Indexes can be found in the press release and index methodology.

CBOE Eurekahedge Volatility Indexes at a Glance
Bloomberg Ticker Search: Search
Index Dec 22 (Est) Nov 22 YTD 2021 Ann. Return No. of constituents*
CBOE Eurekahedge Relative Value Volatility Hedge Fund Index -0.21 0.50 1.96 1.74 6.74 9
CBOE Eurekahedge Long Volatility Hedge Fund Index -1.30 -1.09 7.56 -9.51 3.97 13
CBOE Eurekahedge Short Volatility Hedge Fund Index 2.18 -1.03 10.28 14.36 7.25 6
CBOE Eurekahedge Tail Risk Hedge Fund Index -0.54 -0.16 10.83 -10.30 -2.87 13
* Comprises funds that have reported November 2022 returns as at 31 January 2023