Indices

Eurekahedge CTA/Managed Futures Hedge Fund Index

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

SPECIALIST ALTERNATIVE FUND INDICES

INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

Jul 2020 Return: 3.55% 3-Month Return: 2.71% 2020 Return: 3.91% 2019 Return: 5.63% Bloomberg Ticker: EHFI286




Index Returns

The Eurekahedge CTA/Managed Futures Hedge Fund Index (Bloomberg Ticker - EHFI286) is an equally weighted index of 322 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 Jul 2020 )  
8.47
2020 Return (%) 3.91
2019 Return (%) 5.63
2.71
433.15
8.35
-4.35
Risk/Return
6.43
3.11
5.91
-6.44
1.01
2.08
60.73

Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2020 0.55 -0.79 1.01 0.40 -0.16 -0.64 3.55 n/a n/a n/a n/a n/a 3.91
2019 -0.17 0.28 1.69 0.84 -0.54 2.05 1.14 1.96 -1.84 -1.11 0.43 0.83 5.63
2018 2.97 -3.94 -0.47 0.39 -0.29 -0.09 -0.22 0.96 -0.45 -2.30 -0.12 0.28 -3.38
2017 -0.44 0.75 -0.39 0.23 0.22 -1.05 0.93 0.97 -1.14 2.14 -0.15 0.85 2.89
2016 1.46 1.86 -0.99 0.08 -0.32 2.26 0.62 -1.50 -0.22 -1.40 0.08 0.57 2.45
2015 3.28 0.38 0.79 -1.37 0.29 -2.00 1.25 -1.66 0.80 -0.65 1.72 -1.48 1.22
2014 -0.80 1.61 -0.41 0.45 1.00 1.05 -0.09 1.85 2.01 -0.38 2.48 0.91 10.05
2013 1.22 -0.51 0.43 0.52 -1.45 -0.95 -0.20 -0.48 -0.31 0.94 0.86 0.77 0.80
2012 0.69 1.04 -0.76 0.00 1.42 -0.85 2.90 0.14 -0.45 -1.73 0.15 0.29 2.79
2011 -0.22 1.56 -0.45 2.73 -1.72 -1.85 2.09 0.34 0.08 -1.45 0.48 0.71 2.20
2010 -1.58 0.66 1.42 1.11 -0.87 0.51 0.36 2.33 2.96 2.85 -0.88 3.98 13.45
2009 0.61 0.05 -1.08 0.14 4.20 -0.90 -0.12 0.99 1.10 -0.70 3.09 -1.10 6.33
2008 2.08 6.59 -0.42 0.35 2.02 3.03 -2.52 0.25 -0.21 3.63 1.58 1.84 19.47
2007 1.18 -0.61 -1.24 1.96 1.85 1.86 -0.72 -1.44 5.37 2.59 1.11 2.44 15.11
2006 2.24 -0.65 2.24 3.88 -0.23 -0.67 -1.40 0.82 -0.57 1.43 2.77 0.39 10.58
2005 -2.09 0.82 -0.33 -1.67 2.44 2.27 0.48 1.10 1.46 -0.20 3.48 0.67 8.61
2004 1.02 4.20 0.57 -3.14 -0.75 -1.99 -0.25 -0.29 1.95 1.96 3.92 0.25 7.43
2003 3.86 3.10 -3.73 1.43 5.30 -1.65 -0.19 0.92 0.97 3.05 -0.07 3.20 17.03
2002 -0.67 -1.58 1.06 -0.46 3.64 6.38 3.92 2.05 2.97 -2.46 -0.59 5.66 21.33
2001 1.43 0.57 4.85 -2.90 1.42 -0.39 -0.24 2.09 2.39 3.56 -4.35 1.28 9.76
2000 2.06 0.76 -1.14 -0.88 2.30 -0.29 -0.87 3.82 -0.78 1.55 4.97 8.35 21.23
* Based on 45.03% of funds which have reported July 2020 returns as at 10 August 2020
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