The CBOE Eurekahedge Long Volatility Index is an equally weighted index of 10 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 February 2021 returns as at 14 April 2021. This file is available for download upon login/registration of a free account.
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