The CBOE Eurekahedge Relative Value Volatility Index is an equally weighted index of 14 constituent funds. The index is designed to provide a broad measure of the performance of underlying hedge fund managers that trade relative value or opportunistic volatility strategies. Managers utilizing the strategy can pursue long, short or neutral views on volatility with a goal of positive absolute return. The CBOE Eurekahedge Volatility Arbitrage Index is a collaborative index between Eurekahedge and the Chicago Board Options Exchange.
For more information on the index methodology, please click here.
* Please note that this list of constituents only contains the fund ID, fund name and management company name, and comprises funds that have reported November 2020 returns as at 17 January 2021. This file is available for download upon login/registration of a free account.
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