Indices
CBOE EurekaHedge Crypto-Currency 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
| Apr 2023 Return: | 1.42% | 3-Month Return: | 11.55% | 2023 Return: | 40.12% | 2022 Return: | -52.68% | Bloomberg Ticker: | EHFI816 |
|---|
Index Returns
The CBOE Eurekahedge Crypto-Currency Hedge Fund Index is an equally weighted index of 14 constituent funds. The index is designed to provide a broad measure of the performance of underlying hedge fund managers that allocate to bitcoin and other crypto-currencies. The index is base weighted at 100 at Jun 2013, does not contain duplicate funds and is denominated in USD.For more information on the index methodology, please click here.
Statistics
| Statistics (as at Apr 2023 ) | |
|---|---|
| 83.54 | |
| 2023 Return (%) | 40.12 |
| 2022 Return (%) | -52.68 |
| 11.55 | |
| 39,097.27 | |
| 405.30 | |
| -33.67 |
| Risk/Return | |
|---|---|
| 146.09 | |
| 32.43 | |
| 145.10 | |
| -74.26 | |
| 0.56 | |
| 2.51 | |
| 56.78 |
Historical Monthly Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 25.62 | 1.56 | 8.30 | 1.42 | n/a | n/a | n/a | n/a | n/a | n/a | n/a | n/a | 40.12 |
| 2022 | -18.98 | 3.44 | 9.00 | -15.47 | -15.96 | -19.86 | 17.98 | -6.75 | -4.74 | 5.29 | -11.56 | -6.75 | -52.68 |
| 2021 | 31.95 | 35.87 | 18.62 | 11.21 | -13.46 | -10.39 | 8.35 | 23.70 | -8.88 | 24.41 | -1.02 | -12.16 | 142.25 |
| 2020 | 19.38 | 0.16 | -18.13 | 21.84 | 5.69 | -1.52 | 23.38 | 21.10 | -12.28 | 10.07 | 32.20 | 26.80 | 200.17 |
| 2019 | -8.60 | 10.56 | 12.58 | 10.96 | 36.69 | 8.23 | -13.43 | -11.58 | -7.75 | 3.31 | -8.26 | -7.52 | 15.56 |
| 2018 | -6.04 | -13.11 | -33.67 | 43.80 | -17.20 | -18.39 | 3.11 | -11.22 | -6.63 | -5.73 | -29.83 | -5.26 | -71.81 |
| 2017 | 4.85 | 12.17 | 25.89 | 35.27 | 81.09 | 20.84 | -4.93 | 58.42 | -12.56 | 23.04 | 41.85 | 79.51 | 1,708.50 |
| 2016 | -11.04 | 11.38 | -2.81 | 7.12 | 11.53 | 21.85 | 1.99 | -9.93 | 5.40 | 10.80 | 5.11 | 20.42 | 90.34 |
| 2015 | -25.20 | 8.16 | -2.50 | -3.19 | -1.41 | 13.12 | 9.09 | -14.23 | 2.81 | 38.07 | 16.87 | 19.19 | 57.56 |
| 2014 | 10.86 | -26.95 | -17.72 | -8.54 | 40.54 | 2.66 | -9.86 | -15.33 | -14.70 | -14.71 | 9.85 | -14.69 | -54.25 |
| 2013 | n/a | n/a | n/a | n/a | n/a | n/a | 10.49 | 27.80 | 26.92 | 47.64 | 405.30 | -24.78 | 905.78 |
* Based on 78.57% of funds which have reported April 2023 returns as at 29 May 2023
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