Indices

Eurekahedge UCITS Hedge Fund Index

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

SPECIALIST ALTERNATIVE FUND INDICES

INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

Nov 2023 Return: 2.98% 3-Month Return: 0.38% 2023 Return: 4.10% 2022 Return: -8.15% Bloomberg Ticker: EHFI547


Index Returns

The Eurekahedge UCITS Hedge Fund Index (Bloomberg Ticker - EHFI547) is an equally weighted index of 577 constituent funds. The index is designed to provide a broad measure of the performance of underlying hedge fund managers whose funds are UCITS III compliant. 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 Nov 2023 )  
3.20
2023 Return (%) 4.10
2022 Return (%) -8.15
0.38
75.76
5.79
-9.73
Risk/Return
6.97
5.25
4.57
-26.00
0.17
0.23
60.93

Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2023 3.11 -0.85 -0.18 0.23 -0.60 1.44 1.63 -1.07 -0.90 -1.63 2.98 n/a 4.10
2022 -2.27 -1.65 0.53 -1.60 -0.62 -3.29 1.79 -0.64 -3.79 0.84 3.29 -0.81 -8.15
2021 0.19 1.70 1.16 1.44 1.06 0.54 -0.34 0.95 -0.94 1.22 -1.31 1.14 6.96
2020 -0.36 -2.99 -8.25 4.56 2.08 1.82 1.62 2.01 -0.75 -0.84 5.44 2.63 6.42
2019 2.93 1.10 0.80 1.11 -1.82 2.00 0.63 -0.70 0.47 0.63 0.80 1.48 9.77
2018 1.87 -1.59 -0.91 0.48 -0.11 -0.95 0.48 -0.74 -0.27 -3.39 -0.07 -2.16 -7.21
2017 1.08 1.20 0.82 0.74 0.73 -0.24 1.01 0.41 0.68 1.19 -0.06 0.64 8.52
2016 -2.79 -0.16 2.21 0.50 0.43 -0.25 2.03 0.38 0.27 -0.24 -0.68 0.99 2.64
2015 1.34 2.16 0.55 1.06 0.46 -1.89 0.13 -3.22 -1.31 2.55 0.23 -1.11 0.79
2014 -0.80 1.93 -0.08 -0.15 1.40 0.66 -0.23 1.01 -0.96 -0.13 0.88 -0.83 2.67
2013 2.08 0.34 0.67 0.81 0.47 -2.61 1.52 -0.91 1.87 1.91 0.47 0.51 7.28
2012 3.08 2.39 -0.40 -0.59 -2.88 0.77 1.43 0.72 1.15 0.00 0.69 1.24 7.74
2011 -0.33 0.46 0.17 1.15 -0.69 -1.16 -0.28 -3.90 -3.75 3.25 -2.01 0.06 -6.99
2010 -0.86 0.48 3.08 0.62 -3.09 -0.54 1.71 -0.10 2.91 1.44 -0.18 2.45 8.04
2009 -1.30 -2.22 2.76 5.79 5.30 0.15 3.58 1.89 2.41 -0.07 0.83 1.69 22.51
2008 -4.39 1.73 -2.63 2.53 1.27 -2.93 -1.70 -0.90 -6.81 -9.73 -1.67 1.67 -21.80
2007 1.10 0.27 1.32 1.75 1.76 0.81 0.38 -1.60 2.41 2.36 -2.42 0.49 8.86
2006 3.90 1.34 1.30 1.93 -3.51 -0.85 0.51 1.31 0.64 2.25 2.04 2.11 13.57
* Based on 42.11% of funds which have reported November 2023 returns as at 6 December 2023
Copyright Eurekahedge 2005 - 2023, All Rights Reserved. You, the user, may freely use the data for internal purposes and may reproduce the index data provided that reference to Eurekahedge is provided in your dissemination and/or reproduction. The information is provided on an "as is" basis and you assume and will bear all risk or associated costs in its use, and neither Eurekahedge nor its affiliates provide any express or implied warranty or representations as to originality, accuracy, completeness, timeliness, non-infringement, merchantability and fitness for any purpose.