Indices

Eurekahedge Hedge Fund Index

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

SPECIALIST ALTERNATIVE FUND INDICES

INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

Oct 2024 Return: -0.55% 3-Month Return: 1.08% 2024 Return: 7.59% 2023 Return: 9.11% Bloomberg Ticker: EHFI251




Index Returns

The Eurekahedge Hedge Fund Index (Bloomberg Ticker - EHFI251) is Eurekahedge's flagship equally weighted index of 3065 constituent funds. The index is designed to provide a broad measure of the performance all underlying hedge fund managers irrespective of regional mandate. The index is base weighted at 100 at December 1999, does not contain duplicate funds and is denominated in local currencies.

For more information on the index methodology, please click here.

Statistics

Statistics (as at Oct 2024 )  
8.39
2024 Return (%) 7.59
2023 Return (%) 9.11
1.08
639.28
5.29
-6.61
Risk/Return
5.25
3.00
4.65
-12.73
1.22
2.13
69.46

Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 0.14 2.54 2.20 -0.86 1.38 -0.15 1.07 0.06 1.58 -0.55 n/a n/a 7.59
2023 3.33 -0.69 -0.25 0.37 -0.42 1.76 1.55 -0.94 -0.56 -0.81 2.94 2.62 9.11
2022 -1.77 -0.40 1.28 -1.48 -0.85 -3.27 3.21 -0.12 -2.51 1.19 1.37 -0.75 -4.20
2021 1.39 2.86 1.25 2.05 0.75 0.32 -0.13 1.21 -0.75 1.69 -1.12 0.71 10.63
2020 0.45 -1.98 -6.61 4.56 2.29 1.94 2.99 2.19 -0.88 -0.07 5.29 3.69 14.11
2019 2.55 1.16 0.76 1.20 -0.90 2.01 0.47 -0.35 -0.03 0.54 0.77 1.48 10.06
2018 2.03 -1.36 -0.63 0.65 0.30 -0.40 0.46 0.09 -0.07 -2.32 -0.34 -1.68 -3.30
2017 1.10 1.12 0.56 0.62 0.45 0.15 1.07 0.79 0.68 1.26 0.37 1.10 9.66
2016 -1.84 0.09 1.72 0.91 0.47 0.26 1.76 0.44 0.60 -0.24 0.44 0.89 5.60
2015 0.89 1.75 0.75 0.93 0.74 -1.16 0.08 -1.95 -0.76 1.57 0.48 -0.74 2.55
2014 -0.28 1.85 -0.14 0.02 1.07 1.10 -0.12 1.18 -0.28 -0.15 1.09 0.06 5.48
2013 2.20 0.25 0.86 0.76 0.55 -1.31 1.33 -0.29 1.41 1.67 0.86 1.03 9.67
2012 2.34 2.01 0.04 -0.21 -1.64 0.34 1.15 0.83 1.03 -0.13 0.56 1.35 7.89
2011 0.36 1.17 0.33 1.51 -0.80 -1.05 0.44 -2.17 -2.59 2.18 -0.83 0.08 -1.49
2010 -0.50 0.81 2.38 1.19 -2.36 -0.38 1.58 0.40 3.19 2.19 0.28 2.76 12.02
2009 0.32 -0.92 1.77 3.71 5.06 0.48 2.55 1.54 2.68 -0.02 1.80 1.18 21.96
2008 -1.84 2.39 -1.72 1.47 1.76 -0.66 -1.64 -0.83 -4.50 -4.54 -1.22 1.23 -9.88
2007 1.31 0.68 0.80 1.98 2.12 1.12 0.49 -1.15 2.93 2.73 -1.27 0.99 13.39
2006 3.37 0.50 2.06 2.21 -1.37 -0.23 -0.12 1.08 0.23 1.85 2.22 1.85 14.43
2005 -0.20 1.83 -0.54 -1.24 1.19 1.62 1.79 1.00 2.20 -1.05 2.24 2.05 11.33
2004 1.82 1.77 0.75 -1.45 -0.30 0.40 -0.49 0.18 1.79 1.15 3.05 1.45 10.49
2003 1.35 0.70 -0.38 2.55 3.79 1.09 1.19 2.01 1.33 2.68 1.01 2.29 21.40
2002 0.63 -0.11 1.75 0.48 1.11 0.05 -1.05 1.09 -0.26 0.41 1.72 1.26 7.27
2001 3.05 -0.24 0.55 1.15 1.60 0.64 -0.27 0.60 -1.26 2.18 0.93 1.63 11.02
2000 1.43 5.25 1.63 -1.17 0.28 2.35 0.26 3.57 -0.26 -0.02 -0.13 3.64 17.95
* Based on 53.28% of funds which have reported October 2024 returns as at 15 November 2024
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