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Eurekahedge Asset Weighted Index - USD Hedged

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METHODOLOGIES

INDEX PRESS RELEASES

Nov 2023 Return: 1.40% 3-Month Return: 0.98% 2023 Return: 5.20% 2022 Return: -2.30% 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 1350 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 Nov 2023 )  
4.24
2023 Return (%) 5.20
2022 Return (%) -2.30
0.98
119.53
3.95
-7.17
Risk/Return
4.54
3.25
1.77
-15.43
0.49
0.69
66.96
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Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2023 1.48 -0.17 -0.08 0.54 -0.20 1.35 1.14 0.06 0.21 -0.62 1.40 n/a 5.20
2022 -0.92 -0.37 1.36 0.08 -0.82 -1.51 0.40 0.40 -1.46 0.48 0.07 0.00 -2.30
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 33.48% of funds which have reported November 2023 returns as at 9 December 2023
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