Indices

Eurekahedge 50

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

SPECIALIST ALTERNATIVE FUND INDICES

INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

Nov 2023 Return: 2.09% 3-Month Return: 2.38% 2023 Return: 4.42% 2022 Return: -1.06% Bloomberg Ticker: EHFI400
                                                                                                                                            

Index Returns

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The Eurekahedge 50 Index is designed to provide a broad measure of the performance of 50 select large hedge funds which are expected to continue their superior risk-adjusted performance. The index is equally weighted and is rebalanced at the beginning of each year. It is base weighted at 100 at 31 December 2006, does not contain duplicate funds and is denominated in USD. The index’s returns and values for the most recent 3 months shall remain provisional until all funds have reported their returns. The Eurekahedge 50 is a collaborative index between Eurekahedge and Markov Processes International. Please contact us for more information on this index and the methodology.

The Eurekahedge 50 is tracked by MPI’s Eurekahedge 50 Tracker Index which aims to replicate the benchmark with a number of liquid market indexes, and provides daily updates. For more information about MPI, please visit http://www.markovprocesses.com/product/mpi-hedge-fund-indices/.

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

Statistics

Statistics (as at Nov 2023 )  
4.98
2023 Return (%) 4.42
2022 Return (%) -1.06
2.38
127.48
5.45
-9.87
Risk/Return
5.80
4.38
3.89
-22.61
0.51
0.68
69.46
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Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2023 0.66 0.04 -1.97 0.58 -0.35 2.23 0.97 -0.13 0.76 -0.47 2.09 n/a 4.42
2022 -0.64 0.17 1.15 -0.16 -1.38 -1.71 0.49 0.48 -1.09 1.09 -0.11 0.71 -1.06
2021 -0.24 2.14 0.69 1.71 0.77 0.46 0.42 0.61 0.19 1.54 -0.63 1.31 9.30
2020 0.42 -1.62 -9.87 3.44 1.97 0.79 1.64 1.44 -0.14 0.46 4.05 2.99 4.94
2019 1.92 0.79 0.59 1.52 -1.04 1.47 0.55 -0.89 0.04 -0.11 0.67 1.47 7.14
2018 2.11 -0.97 -0.26 0.37 0.42 0.08 0.64 -0.14 0.18 -1.79 -0.74 -1.36 -1.50
2017 1.09 0.92 0.32 0.22 0.31 -0.12 0.89 0.63 0.28 1.30 0.03 0.90 6.96
2016 -1.80 -0.53 0.65 0.76 0.60 0.17 1.57 0.31 0.26 0.21 1.07 0.95 4.27
2015 -0.08 1.42 0.57 0.53 0.83 -1.21 0.21 -1.02 -1.51 0.39 0.07 -0.17 -0.01
2014 -0.08 1.56 0.12 -0.30 0.83 0.81 -0.19 0.24 0.19 -0.81 0.86 -0.21 3.04
2013 2.27 0.54 1.27 0.95 1.11 -1.02 1.32 -0.35 1.27 1.43 1.21 1.15 11.69
2012 2.27 1.58 0.80 0.24 -1.03 0.28 1.16 1.11 1.23 0.71 0.64 1.63 11.10
2011 1.30 0.97 0.38 0.96 -0.10 -0.80 -0.04 -2.15 -2.15 1.74 -0.10 -0.12 -0.17
2010 0.85 0.21 2.90 1.85 -2.32 -1.15 1.52 -0.20 3.13 1.80 1.05 2.90 13.12
2009 1.63 -0.33 1.52 3.94 5.45 1.57 3.56 2.34 2.60 0.15 1.35 2.37 29.35
2008 -1.95 1.06 -3.36 1.39 1.63 -0.79 -1.47 -0.89 -6.83 -8.18 -2.89 -1.25 -21.58
2007 1.22 1.03 1.21 1.78 2.14 0.81 0.88 -1.64 1.90 2.88 -1.83 0.52 11.35
* Based on 17.78% of funds which have reported November 2023 returns as at 7 December 2023
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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.

Performance data for the Eurekahedge 50 Index prior to its inception date has been calculated retrospectively, based on simulated historical performance. Retrospective index calculations based on simulated performance are purely hypothetical and may not be an accurate or meaningful comparison. The pre-inception index performance results are based on criteria applied retroactively with the benefit of hindsight and knowledge of factors that may have positively affected its performance, and this data cannot account for all financial risk that may affect the actual performance of the index. Past performance (actual or simulated) is not necessarily indicative of future results. No representation or warranty is made that any returns indicated will be achieved.