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Eurekahedge Asset Weighted Index - USD Hedged

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METHODOLOGIES

INDEX PRESS RELEASES

Apr 2022 Return: 0.58% 3-Month Return: 1.48% 2022 Return: 0.54% 2021 Return: 6.10% Bloomberg Ticker: EHFI605


Index Returns

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The Eurekahedge Asset Weighted Index - USD Hedged (Bloomberg Ticker - EHFI605) is Eurekahedge's flagship asset weighted index of 1265 constituent funds. The index is designed to provide a representative capital weighted benchmark for the entire global hedge fund industry. The indices are hedged to the USD so that all local currency risks have been removed. 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 Apr 2022 )  
4.51
2022 Return (%) 0.54
2021 Return (%) 6.10
1.48
114.76
3.95
-7.17
Risk/Return
4.66
3.33
1.75
-15.43
0.54
0.75
67.31
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Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 -0.92 -0.38 1.27 0.58 n/a n/a n/a n/a n/a n/a n/a n/a 0.54
2021 -0.03 1.56 0.42 1.84 0.83 0.09 -0.32 0.67 -0.28 0.80 -1.08 1.48 6.10
2020 0.15 -1.92 -7.17 2.57 1.55 0.72 1.85 1.13 -0.78 -0.19 2.81 2.67 2.99
2019 1.24 0.64 0.87 1.10 -0.90 1.40 1.18 -0.26 0.38 0.25 0.49 1.16 7.77
2018 1.82 -1.47 -0.36 0.23 -0.18 -0.13 0.39 -0.12 0.33 -1.35 -0.54 -0.60 -1.98
2017 0.29 0.97 0.13 0.33 0.40 -0.32 0.67 0.67 0.00 1.35 0.29 0.60 5.49
2016 -0.81 -0.51 0.31 0.02 0.27 0.26 1.07 0.19 0.12 0.18 0.06 1.00 2.15
2015 1.34 1.19 0.77 0.13 0.62 -1.51 0.58 -1.46 -0.42 0.62 0.60 -0.79 1.63
2014 -0.39 1.45 -0.28 -0.11 0.96 0.58 -0.28 0.88 -0.01 -0.22 1.31 0.22 4.16
2013 1.75 0.13 0.83 1.10 -0.04 -1.88 0.89 -0.45 0.99 1.61 0.71 0.55 6.33
2012 1.43 1.40 -0.18 0.07 -0.59 -0.42 1.45 0.48 0.74 -0.48 0.47 1.19 5.67
2011 0.08 1.03 0.13 1.69 -1.06 -1.12 0.67 -1.50 -1.99 0.66 -0.57 -0.10 -2.12
2010 -0.22 0.30 2.15 0.99 -2.30 -0.30 0.97 0.59 2.56 1.82 -0.39 2.62 9.05
2009 0.74 -0.42 0.48 1.96 3.95 0.21 2.29 1.20 2.46 0.02 1.33 0.84 16.06
2008 -2.14 1.70 -1.98 0.95 1.66 -0.50 -2.56 -1.54 -5.03 -4.61 -1.09 0.30 -14.11
2007 1.15 0.54 1.08 1.90 2.31 0.98 0.71 -1.63 2.37 3.05 -1.70 0.47 11.69
2006 2.92 0.26 1.74 2.12 -1.82 -0.40 -0.10 0.87 0.12 1.55 1.71 1.84 11.25
2005 -0.22 1.37 -0.47 -1.31 0.77 1.66 1.49 0.94 2.29 -1.32 1.92 1.83 9.22
* Based on 62.53% of funds which have reported April 2022 returns as at 18 May 2022
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