Indices

MEBI Zero Beta Strategy L1 w/DRC

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

SPECIALIST ALTERNATIVE FUND INDICES

INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

Apr 2020 Return: 2.00% 3-Month Return: 2.45% 2020 Return: n/a% 2019 Return: n/a% Bloomberg Ticker: EHFI703
                                      

Index Returns

The MEBI Zero Beta Strategy L1 w/DRC is a Mizuho-Eurekahedge Bespoke index equipped with downside risk control function. The index aims to have zero correlation on Japanese bonds under pre-determined assumptions, with its 4 constituent assets: Japanese bonds, US bonds, Japanese equities and US equities. The index is updated on a daily basis on business days in Tokyo and Singapore.

Statistics

Statistics (as at Apr 2020 )  
1.22
2020 Return (%) n/a
2019 Return (%) n/a
2.45
6.12
2.34
-7.38
Risk/Return
5.08
4.43
2.42
-0.84
-0.15
-0.18
61.02

Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2020 1.19 -0.84 1.30 2.00 n/a n/a n/a n/a n/a n/a n/a n/a n/a
2019 1.95 0.02 1.53 -0.28 0.30 1.53 -0.14 n/a n/a 1.19 -0.22 n/a 8.02
2018 -1.13 -1.94 0.01 0.11 -0.04 -0.45 -0.18 0.41 0.67 -3.34 1.11 -1.38 -6.05
2017 0.12 0.65 -0.20 0.94 1.17 0.21 0.31 0.80 0.18 1.11 0.09 0.47 6.00
2016 -1.13 -0.04 0.85 -0.43 1.46 -2.34 2.34 -0.15 0.24 1.12 -0.06 0.97 2.78
2015 n/a n/a -0.15 0.45 0.78 -2.59 1.34 -7.38 -0.22 0.80 0.02 -0.29 -7.30
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