Indices

Eurekahedge Structured Credit Hedge Fund Index

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

SPECIALIST ALTERNATIVE FUND INDICES

INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

May 2023 Return: 0.37% 3-Month Return: -0.02% 2023 Return: 2.57% 2022 Return: -5.04% Bloomberg Ticker: EHFI686




Index Returns

The Eurekahedge Structured Credit Hedge Fund Index (Bloomberg Ticker - EHFI686) is an equally weighted index of 44 constituent funds. The index is designed to provide a broad measure of the performance of underlying hedge fund managers who invest with a focus on structured credit. The index is base weighted at 100 at Dec 2005, does not contain duplicate funds and is denominated in local currencies.

For more information on the index methodology, please click here.

Statistics

Statistics (as at May 2023 )  
8.13
2023 Return (%) 2.57
2022 Return (%) -5.04
-0.02
290.14
6.20
-21.27
Risk/Return
7.63
6.06
4.94
-24.79
0.80
1.01
78.47

Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2023 2.02 0.55 -1.37 1.00 0.37 n/a n/a n/a n/a n/a n/a n/a 2.57
2022 0.29 -0.88 0.26 -0.16 -2.04 -2.37 1.21 1.03 -3.19 -0.40 0.97 0.24 -5.04
2021 1.69 1.26 0.79 1.03 1.02 0.75 0.48 0.72 0.58 0.79 -0.12 0.38 9.78
2020 1.06 -1.86 -21.27 3.38 5.14 3.38 0.87 1.95 0.92 0.82 3.91 2.14 -2.55
2019 1.07 0.76 0.40 1.35 -0.06 0.43 1.02 0.08 1.20 0.28 0.34 1.19 8.36
2018 1.28 0.54 0.61 0.83 -0.33 0.71 0.73 -0.46 1.18 0.15 -0.29 -0.75 4.26
2017 1.04 1.09 1.03 0.63 0.94 0.78 1.06 0.66 0.89 1.09 0.52 0.21 10.40
2016 -1.49 -1.67 1.16 1.12 1.29 -0.74 1.84 1.55 0.82 1.37 0.98 0.98 7.37
2015 0.39 1.42 0.58 0.42 0.38 -0.48 1.08 0.00 -0.45 0.25 0.28 -0.38 3.54
2014 1.55 1.17 1.03 0.85 0.77 0.93 0.89 0.48 0.99 0.12 0.38 0.34 9.91
2013 2.76 0.73 0.96 1.72 1.69 -1.06 1.11 0.71 1.10 1.85 1.22 1.31 14.99
2012 2.87 2.47 1.41 0.67 -0.23 1.26 1.97 2.54 3.08 2.03 1.78 1.77 23.83
2011 3.07 2.69 0.66 1.18 0.95 -0.72 0.31 -1.91 -1.82 0.77 -0.36 0.32 5.13
2010 3.67 1.71 2.17 3.11 -0.49 0.81 2.14 1.43 2.98 2.32 2.05 1.92 26.52
2009 -2.34 -1.69 -1.83 2.77 3.85 4.00 5.35 4.15 6.20 5.52 2.60 3.07 36.04
2008 0.54 -0.50 -0.68 0.38 0.63 -0.59 -0.02 -0.24 -3.98 -5.63 -4.94 -5.23 -18.76
2007 1.33 1.25 0.79 0.94 0.79 -1.05 -1.39 -1.47 1.37 1.68 -0.49 -0.40 3.33
2006 0.71 1.03 1.35 1.11 0.87 0.98 0.67 0.80 1.16 1.70 1.14 1.32 13.61
* Based on 27.27% of funds which have reported May 2023 returns as at 11 June 2023
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