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Eurekahedge Multi Strategy Asset Weighted Index - USD

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INDEX PRESS RELEASES

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Dec 2024 Return: -0.50% 3-Month Return: 0.92% 2024 Return: 9.99% 2023 Return: 7.75% Bloomberg Ticker: EHFI611


Index Returns

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The Eurekahedge Multi Strategy Asset Weighted Index - USD (Bloomberg Ticker - EHFI611) is a flagship asset weighted index of 126 constituent funds. The index is designed to provide a representative capital weighted benchmark for hedge fund industry members who invest with a strategy. 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 Dec 2024 )  
4.85
2024 Return (%) 9.99
2023 Return (%) 7.75
0.92
158.01
4.82
-7.98
Risk/Return
5.64
3.92
2.28
-18.78
0.51
0.73
64.58
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Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 0.50 1.96 1.96 0.01 1.32 -0.25 0.87 0.41 1.91 -0.62 2.06 -0.50 9.99
2023 0.50 -0.61 3.22 0.60 -1.58 1.51 1.62 -0.27 -0.36 -0.31 2.10 1.17 7.75
2022 -0.10 0.25 2.40 0.76 -0.38 -0.20 -1.16 0.06 -1.92 -1.10 -0.73 0.70 -1.47
2021 -0.40 0.86 -0.05 2.69 1.03 -0.90 -0.43 0.68 -0.05 0.82 -1.90 2.46 4.82
2020 -0.27 -3.18 -7.98 1.91 0.98 0.52 2.49 0.79 -1.26 -0.65 3.08 2.96 -1.15
2019 0.40 0.07 0.04 0.72 -1.51 1.35 1.42 -2.23 1.39 0.62 0.47 1.39 4.13
2018 2.14 -1.61 -0.20 -0.84 -1.53 -0.05 0.31 -0.86 0.42 -0.33 -1.03 0.68 -2.93
2017 0.86 0.38 0.73 0.99 0.70 0.00 1.16 0.10 -0.12 0.89 0.93 0.59 7.43
2016 -0.47 -1.26 1.55 0.01 -0.57 -0.48 0.72 0.22 0.19 0.53 -0.44 1.24 1.22
2015 1.99 1.14 0.18 0.88 0.30 -1.30 0.13 -1.85 -0.53 0.83 -0.62 0.48 1.58
2014 -0.36 2.01 0.10 0.67 0.99 0.93 -1.16 1.10 -1.70 -0.85 1.05 -0.05 2.68
2013 1.63 -0.71 0.10 1.35 0.17 -2.22 1.32 -0.10 1.90 1.62 0.01 0.24 5.36
2012 1.25 1.54 -0.62 0.04 -2.01 -0.44 0.85 1.25 1.36 -0.06 -0.24 1.57 4.53
2011 -0.63 2.08 0.98 3.98 -1.39 -0.53 2.30 1.13 -3.35 1.23 -1.06 -0.40 4.20
2010 -0.89 1.23 1.45 1.53 -2.97 0.52 2.36 1.68 4.17 2.28 -1.09 4.53 15.55
2009 0.51 -0.45 1.25 2.90 4.82 0.21 2.76 0.89 3.25 1.03 1.52 0.11 20.34
2008 -1.27 2.18 -2.33 0.47 1.79 0.11 -2.31 -2.39 -7.16 -5.97 -1.53 -0.26 -17.51
2007 0.84 0.86 1.46 2.35 2.04 0.53 0.78 -1.37 3.09 3.45 -1.78 0.25 13.07
2006 3.93 1.10 1.41 3.31 -1.40 0.07 0.31 0.27 -0.41 1.34 1.86 1.97 14.53
2005 -0.04 1.91 -0.38 -0.35 0.23 1.14 0.92 0.96 2.67 -1.17 1.48 1.48 9.13
* Based on 84.92% of funds which have reported December 2024 returns as at 13 January 2025
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