Indices
Eurekahedge Large Hedge Fund Index (>US$500m)
EQUAL WEIGHTED HEDGE FUND INDICES
ASSET WEIGHTED HEDGE FUND INDICES
SPECIALIST ALTERNATIVE FUND INDICES
INVESTIBLE BENCHMARK INDICES
METHODOLOGIES
INDEX PRESS RELEASES
- Index Flash Update (June 2022)
- Index Flash Update (May 2022)
- Index Flash Update (April 2022)
- 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
| Oct 2023 Return: | -0.26% | 3-Month Return: | 0.14% | 2023 Return: | 4.30% | 2022 Return: | -0.58% | Bloomberg Ticker: | EHFI258 |
|---|
Index Returns
The Eurekahedge Large Hedge Fund Index (>US$500m) (Bloomberg Ticker - EHFI258) is an equally weighted index of 404 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 Oct 2023 ) | |
|---|---|
| 6.40 | |
| 2023 Return (%) | 4.30 |
| 2022 Return (%) | -0.58 |
| 0.14 | |
| 338.17 | |
| 4.12 | |
| -6.66 |
| Risk/Return | |
|---|---|
| 4.40 | |
| 2.80 | |
| 3.61 | |
| -12.25 | |
| 1.00 | |
| 1.57 | |
| 71.33 |
Historical Monthly Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 2.05 | -0.24 | -0.42 | 0.57 | -0.08 | 1.28 | 0.94 | 0.11 | 0.29 | -0.26 | n/a | n/a | 4.30 |
| 2022 | -0.89 | -0.04 | 1.35 | -0.26 | -0.77 | -1.88 | 1.08 | 0.48 | -1.36 | 1.00 | 0.71 | 0.07 | -0.58 |
| 2021 | 0.67 | 2.24 | 0.84 | 1.87 | 0.72 | 0.49 | -0.09 | 0.83 | -0.11 | 1.10 | -0.92 | 0.86 | 8.78 |
| 2020 | 0.32 | -1.29 | -6.66 | 3.03 | 1.73 | 1.33 | 2.09 | 1.21 | -0.26 | 0.05 | 3.55 | 2.69 | 7.64 |
| 2019 | 1.91 | 0.87 | 0.80 | 1.11 | -0.74 | 1.54 | 0.91 | 0.09 | -0.07 | 0.21 | 0.69 | 1.21 | 8.84 |
| 2018 | 1.77 | -1.43 | -0.41 | 0.36 | -0.04 | -0.16 | 0.40 | 0.10 | 0.31 | -1.68 | -0.63 | -0.86 | -2.30 |
| 2017 | 0.61 | 0.90 | 0.38 | 0.45 | 0.52 | -0.04 | 0.84 | 0.56 | 0.09 | 1.18 | 0.16 | 0.74 | 6.54 |
| 2016 | -1.02 | -0.45 | 0.51 | 0.26 | 0.39 | 0.36 | 1.27 | 0.30 | 0.30 | -0.07 | 0.14 | 0.81 | 2.81 |
| 2015 | 0.83 | 1.38 | 0.72 | 0.30 | 0.72 | -1.28 | 0.53 | -1.21 | -0.50 | 0.68 | 0.70 | -0.65 | 2.20 |
| 2014 | -0.02 | 1.47 | -0.24 | -0.06 | 0.89 | 0.74 | -0.24 | 0.99 | 0.11 | -0.29 | 1.21 | 0.16 | 4.80 |
| 2013 | 1.92 | 0.42 | 1.06 | 0.89 | 0.23 | -1.52 | 1.14 | -0.41 | 1.00 | 1.44 | 1.02 | 0.95 | 8.42 |
| 2012 | 1.77 | 1.72 | 0.07 | 0.12 | -0.63 | -0.12 | 1.47 | 0.61 | 0.70 | -0.06 | 0.53 | 1.26 | 7.65 |
| 2011 | 0.35 | 0.88 | 0.19 | 1.47 | -0.76 | -1.00 | 0.39 | -1.77 | -1.67 | 1.07 | -0.53 | 0.05 | -1.38 |
| 2010 | 0.14 | 0.25 | 2.30 | 1.12 | -1.67 | -0.40 | 0.99 | 0.48 | 2.32 | 1.60 | -0.20 | 2.42 | 9.66 |
| 2009 | 1.46 | 0.10 | 0.75 | 2.39 | 4.12 | 0.50 | 2.79 | 1.84 | 1.95 | -0.11 | 1.17 | 0.91 | 19.29 |
| 2008 | -2.05 | 2.01 | -2.29 | 1.49 | 2.04 | 0.04 | -2.09 | -0.97 | -4.56 | -4.02 | -1.20 | 0.27 | -11.01 |
| 2007 | 1.14 | 0.59 | 1.13 | 1.94 | 2.32 | 0.98 | 0.64 | -1.63 | 2.38 | 2.83 | -1.56 | 0.73 | 11.99 |
| 2006 | 3.08 | 0.10 | 1.88 | 1.85 | -2.16 | -0.21 | -0.09 | 0.87 | 0.27 | 1.70 | 1.56 | 1.81 | 11.08 |
| 2005 | -0.22 | 1.33 | -0.27 | -1.45 | 0.89 | 1.62 | 1.44 | 0.99 | 2.42 | -1.30 | 1.88 | 2.04 | 9.69 |
| 2004 | 1.53 | 1.92 | 0.39 | -1.66 | -0.97 | 0.05 | -0.64 | 0.07 | 1.04 | 0.91 | 2.45 | 1.58 | 6.79 |
| 2003 | 2.10 | 1.25 | -1.32 | 1.76 | 2.41 | 0.18 | -0.30 | 0.65 | 0.27 | 2.05 | 0.19 | 2.41 | 12.19 |
| 2002 | 0.48 | -0.76 | 1.09 | -0.77 | 1.11 | 0.51 | 0.58 | 0.95 | 0.85 | -0.64 | 0.28 | 1.56 | 5.32 |
| 2001 | 2.25 | 1.17 | 1.17 | -0.37 | 1.17 | -0.59 | -0.02 | 0.64 | 1.05 | 1.64 | -0.73 | 1.28 | 8.96 |
| 2000 | 0.38 | 2.43 | 0.86 | -1.00 | -1.74 | 2.86 | 1.41 | 3.62 | 0.61 | 1.02 | 1.33 | 2.47 | 15.09 |
* Based on 61.88% of funds which have reported October 2023 returns as at 30 November 2023
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