Indices

Eurekahedge Arbitrage Hedge Fund Index

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

SPECIALIST ALTERNATIVE FUND INDICES

INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

Nov 2023 Return: 4.37% 3-Month Return: 3.92% 2023 Return: 8.20% 2022 Return: -0.97% Bloomberg Ticker: EHFI285




Index Returns

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The Eurekahedge Arbitrage Hedge Fund Index (Bloomberg Ticker - EHFI285) is an equally weighted index of 69 constituent funds. The index is designed to provide a broad measure of the performance of underlying hedge fund managers The index is base weighted at 100 at Dec 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 Nov 2023 )  
6.87
2023 Return (%) 8.20
2022 Return (%) -0.97
3.92
389.46
4.37
-6.13
Risk/Return
3.31
2.07
2.91
-11.69
1.47
2.35
81.18
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Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2023 1.26 -0.03 -0.36 0.32 -0.31 1.31 1.10 0.77 0.30 -0.73 4.37 n/a 8.20
2022 -0.81 -0.24 -0.18 -0.67 -0.81 -1.14 1.44 0.68 -1.16 1.03 0.62 0.32 -0.97
2021 1.37 1.43 -0.21 1.00 0.03 0.24 -0.40 0.36 0.43 0.88 0.08 0.49 5.81
2020 0.49 0.07 -2.58 2.98 1.24 1.78 1.11 0.97 0.49 0.29 2.86 2.36 12.62
2019 0.98 0.74 0.41 0.60 -0.24 0.68 0.62 -0.02 0.30 0.40 0.89 0.78 6.33
2018 0.46 -0.61 -0.63 0.34 0.59 0.47 0.24 0.51 0.28 -1.39 1.22 -1.20 0.23
2017 0.57 0.53 0.48 0.58 0.48 0.51 0.69 0.02 0.58 0.63 0.05 0.90 6.20
2016 -0.73 -0.09 1.64 0.57 1.16 -0.25 0.96 0.48 0.45 0.07 0.53 0.46 5.35
2015 0.20 1.50 0.47 0.88 0.67 -0.25 0.66 -0.85 -0.09 1.35 0.07 0.09 4.77
2014 0.25 1.05 0.21 0.18 0.47 0.71 -0.23 0.76 -0.33 -0.52 0.54 0.01 3.14
2013 1.20 0.41 1.12 0.72 0.35 -0.58 1.05 -0.19 1.19 1.09 0.45 0.60 7.63
2012 1.85 1.25 0.51 0.16 -0.70 0.52 0.75 0.80 0.62 0.03 0.86 0.94 7.85
2011 0.92 0.77 0.59 0.58 0.04 -0.24 -0.24 -1.53 -1.21 1.42 -0.33 0.51 1.25
2010 0.75 0.83 1.32 0.78 -1.54 -0.07 1.67 0.56 1.75 1.35 0.05 1.17 8.92
2009 2.48 0.63 1.81 2.31 2.95 1.74 2.30 1.89 1.90 0.81 0.66 1.52 23.10
2008 0.13 0.15 -1.02 1.31 1.33 -0.22 0.13 0.58 -4.47 -6.13 -1.52 1.58 -8.15
2007 1.43 1.22 0.56 0.70 1.13 0.56 0.31 -0.47 1.40 1.65 -0.32 0.16 8.60
2006 1.81 0.92 0.98 0.92 0.49 0.73 0.72 0.83 0.73 0.91 0.72 1.29 11.61
2005 0.00 0.39 -0.24 -0.92 -0.12 0.74 1.13 0.60 0.92 0.04 0.49 0.95 4.04
2004 1.19 0.71 0.56 -0.09 -0.06 -0.02 0.07 0.39 0.22 0.39 0.92 0.81 5.21
2003 1.38 0.80 0.61 1.04 1.65 0.29 0.01 0.34 1.25 1.31 0.74 0.78 10.69
2002 1.16 0.39 0.59 0.67 0.56 0.09 0.11 0.66 0.76 0.39 1.43 0.95 8.02
2001 2.55 0.68 0.35 1.30 1.25 0.11 0.71 0.96 -0.58 0.86 0.68 0.60 9.84
2000 1.72 2.49 1.79 1.52 1.41 1.86 0.93 1.59 1.36 0.65 0.31 0.98 17.92
* Based on 2.90% of funds which have reported November 2023 returns as at 5 December 2023
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