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Eurekahedge Asset Weighted Index - USD

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

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INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

Jun 2020 Return: 1.33% 3-Month Return: 5.85% 2020 Return: -4.81% 2019 Return: 6.97% 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 1442 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 Jun 2020 )  
3.93
2020 Return (%) -4.81
2019 Return (%) 6.97
5.85
81.80
5.38
-7.64
Risk/Return
5.90
4.24
1.56
-17.38
0.33
0.46
61.83
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Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2020 -0.27 -2.37 -7.64 2.65 1.76 1.33 n/a n/a n/a n/a n/a n/a -4.81
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 20.32% of funds which have reported June 2020 returns as at 8 July 2020
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