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Eurekahedge Asset Weighted Index - USD

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INDEX PRESS RELEASES

Oct 2023 Return: -0.69% 3-Month Return: -1.56% 2023 Return: 3.08% 2022 Return: -4.24% Bloomberg Ticker: EHFI601


Index Returns

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The Eurekahedge Asset Weighted Index - USD (Bloomberg Ticker - EHFI601) is Eurekahedge's flagship asset weighted index of 1618 constituent funds. The index is designed to provide a representative capital weighted benchmark for the entire global hedge fund industry. The index is base weighted at 100 at December 2004, does not contain duplicate funds and is denominated in USD.

For more information on the index methodology, please click here.

Statistics

Statistics (as at Oct 2023 )  
3.88
2023 Return (%) 3.08
2022 Return (%) -4.24
-1.56
104.96
5.38
-7.64
Risk/Return
5.73
4.03
2.20
-17.38
0.33
0.47
59.73
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Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2023 1.88 -0.84 0.58 0.77 -0.88 1.85 1.30 -0.51 -0.36 -0.69 n/a n/a 3.08
2022 -1.18 -0.31 1.14 -1.10 -0.37 -2.26 0.09 -0.26 -2.12 0.74 1.03 0.35 -4.24
2021 -0.30 1.49 -0.22 2.43 1.33 -0.66 -0.38 0.37 -0.78 0.95 -1.77 1.63 4.06
2020 -0.27 -2.37 -7.64 2.69 1.80 0.95 3.11 1.50 -1.37 -0.46 3.57 3.43 4.47
2019 1.60 0.36 0.43 0.94 -1.17 1.87 0.56 -0.66 0.23 0.88 0.18 1.59 6.97
2018 2.81 -2.22 -0.22 -0.42 -1.08 -0.33 0.47 -0.48 0.32 -1.90 -0.63 -0.62 -4.30
2017 1.04 0.54 0.25 0.86 1.01 0.07 1.53 0.64 0.04 0.83 0.81 0.77 8.69
2016 -1.14 -0.40 1.70 0.27 -0.55 0.08 1.16 -0.04 0.27 -0.84 -0.56 0.82 0.72
2015 -0.03 1.10 -0.35 1.24 0.04 -0.95 0.16 -1.40 -0.51 0.56 -0.39 -0.13 -0.69
2014 -0.93 2.16 -0.20 0.08 0.67 0.81 -0.86 0.57 -1.17 -0.44 1.02 -0.51 1.18
2013 2.22 -0.60 0.54 1.60 -0.79 -2.02 1.19 -0.64 1.94 1.69 0.56 0.74 6.53
2012 1.76 1.92 -0.50 -0.03 -2.26 0.27 1.10 0.93 1.14 -0.42 0.40 1.56 5.93
2011 0.46 1.37 0.66 2.91 -1.64 -0.97 0.82 -1.59 -3.95 1.93 -1.44 -0.45 -2.07
2010 -0.84 0.26 2.22 0.99 -3.87 -0.11 2.42 0.21 4.25 2.24 -1.55 3.59 9.94
2009 -0.03 -0.70 1.29 2.42 5.38 0.14 2.81 1.43 3.02 0.29 1.64 0.30 19.36
2008 -1.89 2.33 -1.59 0.93 1.81 -0.25 -2.65 -2.48 -5.95 -6.03 -1.29 1.17 -15.13
2007 0.88 0.81 1.27 2.36 2.14 1.08 1.01 -1.86 3.29 3.55 -1.70 0.37 13.86
2006 3.48 0.01 1.77 2.94 -1.63 -0.48 -0.10 0.88 -0.13 1.75 2.26 1.72 13.07
2005 -0.80 1.69 -0.84 -1.33 0.16 1.37 1.50 1.15 2.12 -1.52 1.67 1.77 7.05
* Based on 81.58% of funds which have reported October 2023 returns as at 2 December 2023
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