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
- Index Flash Update (October 2020)
- Index Flash Update (September 2020)
- Index Flash Update (August 2020)
- Eurekahedge launches new benchmark Eurekahedge Multi-Factor Risk Premia Index
- Eurekahedge and CBOE launch four benchmark indices tracking volatility-based investment strategies
- Eurekahedge and MPI announce new benchmark index tracking the top 50 hedge funds
- Eurekahedge and ILS Advisers launch new USD hedge index
- Eurekahedge launches new insurance linked securities index
- Eurekahedge Asset Weighted Index goes live
- Eurekahedge Asset Weighted Index press release
- EU Benchmark Regulation
| Sep 2020 Return: | -1.78% | 3-Month Return: | 1.62% | 2020 Return: | 2.06% | 2019 Return: | 5.44% | Bloomberg Ticker: | EHFI286 |
|---|
Index Returns
The Eurekahedge CTA/Managed Futures Hedge Fund Index (Bloomberg Ticker - EHFI286) is an equally weighted index of 310 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.
For more information on the index methodology, please click here.
Statistics
| Statistics (as at Sep 2020 ) | |
|---|---|
| 8.31 | |
| 2020 Return (%) | 2.06 |
| 2019 Return (%) | 5.44 |
| 1.62 | |
| 423.86 | |
| 8.35 | |
| -4.35 |
| Risk/Return | |
|---|---|
| 6.43 | |
| 3.13 | |
| 5.88 | |
| -6.39 | |
| 0.98 | |
| 2.01 | |
| 61.04 |
Historical Monthly Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | 0.53 | -0.87 | 1.05 | 0.52 | -0.16 | -0.64 | 3.07 | 0.38 | -1.78 | n/a | n/a | n/a | 2.06 |
| 2019 | -0.19 | 0.27 | 1.67 | 0.81 | -0.49 | 2.03 | 1.16 | 1.97 | -1.91 | -1.13 | 0.40 | 0.81 | 5.44 |
| 2018 | 2.98 | -3.93 | -0.47 | 0.39 | -0.29 | -0.08 | -0.22 | 0.98 | -0.45 | -2.27 | -0.13 | 0.28 | -3.32 |
| 2017 | -0.44 | 0.77 | -0.38 | 0.24 | 0.21 | -1.04 | 0.93 | 0.99 | -1.13 | 2.13 | -0.16 | 0.85 | 2.95 |
| 2016 | 1.46 | 1.86 | -0.99 | 0.07 | -0.31 | 2.26 | 0.62 | -1.50 | -0.23 | -1.39 | 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 | 1.23 | -0.50 | 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 | 2.91 | 0.14 | -0.45 | -1.73 | 0.15 | 0.29 | 2.80 |
| 2011 | -0.22 | 1.56 | -0.45 | 2.73 | -1.72 | -1.85 | 2.09 | 0.34 | 0.08 | -1.45 | 0.48 | 0.72 | 2.21 |
| 2010 | -1.59 | 0.67 | 1.42 | 1.11 | -0.87 | 0.51 | 0.36 | 2.33 | 2.96 | 2.86 | -0.88 | 3.98 | 13.47 |
| 2009 | 0.61 | 0.05 | -1.08 | 0.14 | 4.20 | -0.90 | -0.12 | 1.00 | 1.10 | -0.70 | 3.10 | -1.10 | 6.34 |
| 2008 | 2.08 | 6.60 | -0.42 | 0.35 | 2.02 | 3.03 | -2.53 | 0.25 | -0.22 | 3.63 | 1.58 | 1.84 | 19.48 |
| 2007 | 1.19 | -0.61 | -1.24 | 1.96 | 1.86 | 1.87 | -0.72 | -1.45 | 5.38 | 2.59 | 1.11 | 2.44 | 15.13 |
| 2006 | 2.24 | -0.65 | 2.25 | 3.87 | -0.24 | -0.67 | -1.41 | 0.83 | -0.56 | 1.44 | 2.77 | 0.39 | 10.58 |
| 2005 | -2.09 | 0.83 | -0.33 | -1.67 | 2.44 | 2.27 | 0.47 | 1.11 | 1.46 | -0.19 | 3.49 | 0.67 | 8.63 |
| 2004 | 1.02 | 4.20 | 0.58 | -3.15 | -0.75 | -2.00 | -0.25 | -0.30 | 1.95 | 1.95 | 3.93 | 0.24 | 7.42 |
| 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 81.94% of funds which have reported September 2020 returns as at 26 October 2020
Copyright Eurekahedge 2005 - 2020, All Rights Reserved. You, the user, may freely use the data for internal purposes and may reproduce the index data provided that reference to Eurekahedge is provided in your dissemination and/or reproduction. The information is provided on an "as is" basis and you assume and will bear all risk or associated costs in its use, and neither Eurekahedge nor its affiliates provide any express or implied warranty or representations as to originality, accuracy, completeness, timeliness, non-infringement, merchantability and fitness for any purpose.
