Indices
CBOE Eurekahedge Long Volatility 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 (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: | 1.50% | 3-Month Return: | 3.92% | 2023 Return: | -1.18% | 2022 Return: | 7.45% | Bloomberg Ticker: | EHFI451 |
|---|
Index Returns
The CBOE Eurekahedge Long Volatility Index is an equally weighted index of 11 constituent funds. The index is designed to provide a broad measure of the performance of underlying hedge fund managers who take a net long view on implied volatility with a goal of positive absolute return. The CBOE Eurekahedge Long Volatility Index is a collaborative index between Eurekahedge and the Chicago Board Options Exchange.
For more information on the index methodology, please click here.
* Please note that this list of constituents only contains the fund ID, fund name and management company name, and comprises funds that have reported October 2023 returns as at 1 December 2023. This file is available for download upon login/registration of a free account.
For more information on the index methodology, please click here.
* Please note that this list of constituents only contains the fund ID, fund name and management company name, and comprises funds that have reported October 2023 returns as at 1 December 2023. This file is available for download upon login/registration of a free account.
Statistics
| Statistics (as at Oct 2023 ) | |
|---|---|
| 3.72 | |
| 2023 Return (%) | -1.18 |
| 2022 Return (%) | 7.45 |
| 3.92 | |
| 98.88 | |
| 20.21 | |
| -4.99 |
| Risk/Return | |
|---|---|
| 8.14 | |
| 3.72 | |
| 7.25 | |
| -28.60 | |
| 0.21 | |
| 0.46 | |
| 46.46 |
Historical Monthly Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -1.69 | -0.73 | 0.90 | -0.88 | -0.24 | -1.64 | -0.71 | 1.43 | 0.95 | 1.50 | n/a | n/a | -1.18 |
| 2022 | 1.26 | 0.44 | 1.47 | 5.91 | -2.80 | 3.10 | -1.17 | 1.06 | 2.26 | -1.52 | -1.27 | -1.22 | 7.45 |
| 2021 | -0.28 | -0.77 | -2.44 | -1.72 | 0.15 | -1.59 | -0.39 | -1.15 | 0.53 | -0.82 | 0.99 | -2.38 | -9.51 |
| 2020 | 0.36 | 9.27 | 20.21 | -1.76 | -0.36 | 0.63 | 1.05 | -0.07 | -1.52 | -0.72 | -3.41 | 1.27 | 25.41 |
| 2019 | -4.83 | -0.94 | -0.39 | -1.46 | 1.32 | -1.36 | -0.85 | 3.14 | -1.71 | -1.18 | -1.45 | -1.55 | -10.87 |
| 2018 | -0.50 | -0.04 | -0.09 | -2.88 | -0.43 | -0.81 | -1.60 | -0.58 | -0.31 | 3.72 | -0.91 | 5.53 | 0.83 |
| 2017 | -1.37 | -0.93 | -2.10 | -0.59 | -0.51 | -1.06 | -1.67 | 0.53 | -1.57 | -0.93 | -1.04 | -0.26 | -10.95 |
| 2016 | 2.75 | -0.79 | -2.21 | -0.57 | -0.33 | 0.89 | -1.01 | -0.21 | -0.74 | -0.51 | -0.18 | 0.14 | -2.82 |
| 2015 | 2.26 | -1.30 | 1.48 | -1.19 | -0.24 | -0.37 | -1.06 | 2.05 | 0.13 | -1.41 | 0.33 | -1.65 | -1.07 |
| 2014 | 0.36 | -0.19 | -0.50 | -0.60 | -0.64 | 0.30 | -0.27 | -0.24 | -0.25 | 0.68 | 1.61 | 1.34 | 1.58 |
| 2013 | -1.50 | -0.39 | 0.05 | 0.45 | 1.24 | -1.38 | -1.64 | 0.64 | -1.28 | -0.34 | 0.46 | -0.80 | -4.44 |
| 2012 | -0.61 | 0.11 | 0.68 | 1.80 | 2.84 | -0.96 | 0.29 | -0.42 | -1.37 | -1.36 | -0.64 | -0.02 | 0.27 |
| 2011 | -0.72 | 0.59 | 2.32 | 1.46 | -1.06 | -0.28 | 1.75 | 4.35 | 1.03 | -0.97 | 2.40 | 1.39 | 12.83 |
| 2010 | 0.27 | 0.74 | -1.35 | 1.48 | 3.03 | 1.54 | 0.05 | 1.77 | 1.49 | 0.59 | -0.35 | 2.53 | 12.36 |
| 2009 | 1.09 | -0.09 | -0.93 | 0.97 | 0.98 | -0.79 | 0.05 | 0.29 | 1.44 | -0.08 | 2.19 | -2.11 | 2.98 |
| 2008 | 3.09 | 3.25 | 2.27 | -4.99 | 3.05 | 2.19 | 4.32 | 5.46 | 7.99 | -1.20 | 3.69 | 9.98 | 45.81 |
| 2007 | -0.37 | -0.23 | 0.63 | -0.83 | 1.17 | 1.20 | 1.77 | 0.86 | 0.32 | 2.61 | 1.09 | 0.76 | 9.30 |
| 2006 | 2.43 | 0.29 | -0.19 | 2.91 | -1.20 | -2.50 | -0.20 | -1.26 | -1.16 | 0.20 | 0.30 | 1.20 | 0.69 |
| 2005 | 0.31 | 0.32 | -1.07 | -0.60 | 0.09 | 1.57 | -0.13 | -0.63 | 2.97 | -2.31 | 3.51 | 1.21 | 5.21 |
* Based on 100.00% of funds which have reported October 2023 returns as at 1 December 2023
Copyright Eurekahedge 2005 - 2023, 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.
