Indices

Eurekahedge TOP300 Asset Weighted Index - USD

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

SPECIALIST ALTERNATIVE FUND INDICES

INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

Dec 2020 Return: 3.24% 3-Month Return: 5.65% 2020 Return: 2.92% 2019 Return: 7.09% Bloomberg Ticker: EHFI603


Index Returns

 Download Constituents     Download Index Returns
The Eurekahedge TOP300 Asset Weighted Index (Bloomberg Ticker - EHFI603) is an asset weighted index of the top 300 hedge funds by asset size. The index is designed to provide a representative capital weighted benchmark for the top 300 hedge funds irrespective of regional investment mandate or style. The index is base weighted at 100 at December 2004, does not contain duplicate funds and is denominated in USD. The indices are rebalanced quarterly and the constituents for the quarter are determined by the preceding month's AUM ranking.

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

Statistics

Statistics (as at Dec 2020 )  
4.43
2020 Return (%) 2.92
2019 Return (%) 7.09
5.65
99.99
4.91
-7.28
Risk/Return
5.61
3.91
1.87
-16.11
0.43
0.62
61.98
 Download Statistics

Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2020 -0.21 -2.29 -7.28 2.40 1.64 0.65 2.92 1.26 -1.29 -0.54 2.89 3.24 2.92
2019 1.31 0.38 0.53 0.99 -1.06 1.79 0.77 -0.59 0.41 0.80 0.14 1.44 7.09
2018 2.61 -2.20 -0.19 -0.41 -1.12 -0.25 0.53 -0.38 0.47 -1.66 -0.56 -0.39 -3.56
2017 0.78 0.59 0.16 0.80 1.01 -0.10 1.36 0.61 -0.05 0.93 0.79 0.61 7.75
2016 -0.77 -0.49 1.30 0.04 -0.55 0.10 0.97 -0.06 0.14 -0.73 -0.50 0.82 0.24
2015 0.28 1.02 -0.21 0.86 0.17 -1.00 0.46 -1.20 -0.34 0.34 -0.28 -0.08 0.00
2014 -0.88 2.14 -0.18 0.10 0.72 0.69 -0.86 0.56 -0.90 -0.39 1.18 -0.38 1.77
2013 2.11 -0.52 0.65 1.70 -0.83 -2.18 1.15 -0.61 1.82 1.76 0.62 0.63 6.38
2012 1.42 1.79 -0.44 0.12 -1.79 0.12 1.31 0.83 1.04 -0.47 0.47 1.50 5.99
2011 0.46 1.41 0.66 2.99 -1.52 -1.00 0.95 -0.71 -3.23 1.52 -1.03 -0.32 0.04
2010 -0.64 0.17 2.16 1.06 -3.78 -0.07 2.27 0.02 3.96 2.16 -1.66 3.59 9.35
2009 0.28 -0.59 1.02 2.07 4.91 0.02 2.74 1.37 2.86 0.27 1.60 0.30 18.09
2008 -1.69 2.27 -1.71 0.82 1.83 -0.04 -2.71 -2.36 -5.57 -5.36 -1.15 0.98 -14.05
2007 0.84 0.71 1.35 2.32 2.13 0.97 0.99 -1.77 3.18 3.55 -1.60 0.34 13.68
2006 3.46 -0.09 1.74 2.99 -1.78 -0.38 -0.01 0.83 -0.14 1.71 2.14 1.70 12.73
2005 -0.86 1.71 -0.79 -1.38 0.11 1.35 1.38 1.12 2.14 -1.50 1.55 1.78 6.70
* Based on 65.63% of funds which have reported December 2020 returns as at 19 January 2021
 Download Index Returns
Copyright Eurekahedge 2005 - 2021, 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.