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Eurekahedge Asset Weighted Index - USD

EQUAL WEIGHTED HEDGE FUND INDICES

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INDEX PRESS RELEASES

Aug 2022 Return: -0.78% 3-Month Return: -2.93% 2022 Return: -4.70% 2021 Return: 4.06% Bloomberg Ticker: EHFI601


Index Returns

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The Eurekahedge Asset Weighted Index - USD (Bloomberg Ticker - EHFI601) is Eurekahedge's flagship asset weighted index of 1726 constituent funds. The index is designed to provide a representative capital weighted benchmark for the entire global hedge fund industry. The index is base weighted at 100 at December 2004, does not contain duplicate funds and is denominated in USD.

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

Statistics

Statistics (as at Aug 2022 )  
3.94
2022 Return (%) -4.70
2021 Return (%) 4.06
-2.93
97.87
5.38
-7.64
Risk/Return
5.84
4.11
2.16
-17.38
0.33
0.47
59.91
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Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 -1.18 -0.31 1.14 -1.10 -0.37 -2.26 0.09 -0.78 n/a n/a n/a n/a -4.70
2021 -0.30 1.49 -0.22 2.43 1.33 -0.66 -0.38 0.37 -0.78 0.95 -1.77 1.63 4.06
2020 -0.27 -2.37 -7.64 2.69 1.80 0.95 3.11 1.50 -1.37 -0.46 3.57 3.43 4.47
2019 1.60 0.36 0.43 0.94 -1.17 1.87 0.56 -0.66 0.23 0.88 0.18 1.59 6.97
2018 2.81 -2.22 -0.22 -0.42 -1.08 -0.33 0.47 -0.48 0.32 -1.90 -0.63 -0.62 -4.30
2017 1.04 0.54 0.25 0.86 1.01 0.07 1.53 0.64 0.04 0.83 0.81 0.77 8.69
2016 -1.14 -0.40 1.70 0.27 -0.55 0.08 1.16 -0.04 0.27 -0.84 -0.56 0.82 0.72
2015 -0.03 1.10 -0.35 1.24 0.04 -0.95 0.16 -1.40 -0.51 0.56 -0.39 -0.13 -0.69
2014 -0.93 2.16 -0.20 0.08 0.67 0.81 -0.86 0.57 -1.17 -0.44 1.02 -0.51 1.18
2013 2.22 -0.60 0.54 1.60 -0.79 -2.02 1.19 -0.64 1.94 1.69 0.56 0.74 6.53
2012 1.76 1.92 -0.50 -0.03 -2.26 0.27 1.10 0.93 1.14 -0.42 0.40 1.56 5.93
2011 0.46 1.37 0.66 2.91 -1.64 -0.97 0.82 -1.59 -3.95 1.93 -1.44 -0.45 -2.07
2010 -0.84 0.26 2.22 0.99 -3.87 -0.11 2.42 0.21 4.25 2.24 -1.55 3.59 9.94
2009 -0.03 -0.70 1.29 2.42 5.38 0.14 2.81 1.43 3.02 0.29 1.64 0.30 19.36
2008 -1.89 2.33 -1.59 0.93 1.81 -0.25 -2.65 -2.48 -5.95 -6.03 -1.29 1.17 -15.13
2007 0.88 0.81 1.27 2.36 2.14 1.08 1.01 -1.86 3.29 3.55 -1.70 0.37 13.86
2006 3.48 0.01 1.77 2.94 -1.63 -0.48 -0.10 0.88 -0.13 1.75 2.26 1.72 13.07
2005 -0.80 1.69 -0.84 -1.33 0.16 1.37 1.50 1.15 2.12 -1.52 1.67 1.77 7.05
* Based on 85.23% of funds which have reported August 2022 returns as at 7 October 2022
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