Indices

Eurekahedge Long Short Equities Asset Weighted Index - USD

EQUAL WEIGHTED HEDGE FUND INDICES

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METHODOLOGIES

INDEX PRESS RELEASES

Jun 2021 Return: -0.76% 3-Month Return: 3.98% 2021 Return: 5.03% 2020 Return: 5.97% Bloomberg Ticker: EHFI604


Index Returns

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The Eurekahedge Long Short Equities Asset Weighted Index - USD (Bloomberg Ticker - EHFI604) is a flagship asset weighted index of 471 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 Jun 2021 )  
4.57
2021 Return (%) 5.03
2020 Return (%) 5.97
3.98
109.19
6.98
-8.55
Risk/Return
8.41
5.95
3.23
-27.23
0.31
0.43
56.57
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Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2021 -1.12 2.61 -0.45 3.31 1.42 -0.76 n/a n/a n/a n/a n/a n/a 5.03
2020 -0.88 -3.98 -8.44 4.33 2.41 0.74 3.79 2.58 -2.16 -0.96 4.72 4.57 5.97
2019 3.35 0.58 -0.06 0.91 -2.26 2.24 -0.11 -1.00 0.39 1.72 0.25 2.27 8.47
2018 3.46 -2.20 -0.18 -0.54 -0.66 -1.00 0.84 -0.44 -0.10 -3.85 -0.27 -2.26 -7.11
2017 1.98 0.35 0.76 1.30 1.59 0.77 2.25 0.85 0.73 0.68 1.16 0.75 13.97
2016 -2.99 -0.67 3.30 0.29 -0.38 -1.16 1.92 0.06 0.63 -1.42 -0.79 0.61 -0.74
2015 -1.80 1.74 -0.71 2.75 0.20 -0.33 -0.45 -1.85 -1.08 1.71 -1.07 0.81 -0.19
2014 -1.65 3.11 -0.52 -0.84 0.68 0.96 -1.11 0.62 -2.11 -0.08 0.69 -0.49 -0.85
2013 3.16 -0.43 0.50 1.42 -0.22 -1.79 1.92 -0.91 3.30 2.30 0.87 1.32 11.90
2012 2.86 3.01 -0.23 -0.30 -5.05 1.08 -0.07 1.29 1.94 -0.06 0.76 1.80 6.99
2011 0.85 1.10 1.21 2.99 -1.83 -0.95 0.02 -3.42 -6.28 4.80 -2.72 -1.00 -5.57
2010 -1.86 -0.43 2.45 0.43 -5.85 -0.58 3.77 -1.22 5.68 2.20 -1.81 3.83 6.24
2009 -2.17 -1.54 2.72 3.41 6.98 0.11 3.42 1.07 3.41 -0.57 1.33 0.69 20.16
2008 -4.72 2.35 -2.07 2.15 2.15 -2.16 -3.29 -3.40 -7.88 -8.55 -1.68 2.75 -22.48
2007 0.52 0.99 2.11 2.89 2.50 1.25 1.30 -2.55 4.12 4.19 -2.70 0.16 15.51
2006 4.64 -0.26 2.52 3.31 -3.10 -0.97 -0.12 1.38 -0.29 2.43 3.20 1.98 15.46
2005 -0.48 2.70 -1.42 -1.74 -0.05 1.57 2.55 1.81 3.19 -2.53 2.31 3.40 11.68
* Based on 98.09% of funds which have reported June 2021 returns as at 1 August 2021
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