Indices

Eurekahedge Fixed Income 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 2024 Return: 0.82% 3-Month Return: 1.97% 2024 Return: 8.15% 2023 Return: 8.87% Bloomberg Ticker: EHFI289




Index Returns

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The Eurekahedge Fixed Income Hedge Fund Index (Bloomberg Ticker - EHFI289) is an equally weighted index of 449 constituent funds. The index is designed to provide a broad measure of the performance of underlying hedge fund managers The index is base weighted at 100 at Dec 1999, 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 2024 )  
6.94
2024 Return (%) 8.15
2023 Return (%) 8.87
1.97
431.90
3.56
-8.81
Risk/Return
3.91
2.72
3.13
-11.90
1.26
1.82
78.26
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Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 0.77 0.59 1.02 -0.23 0.92 0.63 1.33 0.88 1.08 0.05 0.82 n/a 8.15
2023 2.28 -0.12 -0.32 0.54 0.09 0.95 1.16 0.13 -0.14 -0.08 2.23 1.84 8.87
2022 -0.56 -1.26 0.11 -0.82 -0.74 -2.44 1.15 0.31 -2.29 0.38 2.03 0.54 -3.63
2021 0.75 0.68 0.36 0.76 0.57 0.53 0.10 0.54 -0.08 -0.05 -0.50 0.54 4.27
2020 0.67 -0.47 -8.81 2.68 2.74 2.10 1.44 1.16 -0.03 0.30 2.67 1.47 5.50
2019 1.63 0.81 0.61 0.86 -0.10 1.02 0.60 -0.07 0.43 0.43 0.35 0.99 7.83
2018 0.92 -0.16 -0.02 0.30 -0.28 -0.12 0.73 -0.09 0.41 -0.54 -0.48 -0.53 0.15
2017 0.98 0.91 0.50 0.54 0.46 0.27 0.74 0.41 0.53 0.60 0.14 0.48 6.74
2016 -0.96 -0.43 1.91 1.18 0.59 0.40 1.41 0.97 0.44 0.49 -0.10 0.94 7.04
2015 0.35 1.11 0.34 0.71 0.26 -0.59 0.26 -0.74 -0.74 1.11 0.06 -0.82 1.30
2014 0.35 1.06 0.59 0.64 0.90 0.61 0.19 0.56 -0.16 0.11 0.15 -0.48 4.58
2013 1.28 0.37 0.49 1.04 0.23 -1.34 0.71 -0.13 0.99 1.38 0.44 0.62 6.21
2012 2.04 1.63 0.63 0.31 -0.62 0.95 1.20 0.92 1.21 0.93 0.70 1.11 11.55
2011 1.02 1.20 0.53 1.05 0.36 -0.38 0.35 -1.43 -1.17 2.67 -0.87 0.75 4.08
2010 1.29 0.79 1.95 1.46 -1.07 0.58 1.67 0.92 1.67 1.29 0.11 0.99 12.27
2009 1.20 -0.09 1.09 3.23 3.56 1.74 2.95 2.11 3.07 1.84 1.08 1.40 25.74
2008 -0.27 0.16 -1.00 1.29 0.61 -0.55 -0.03 0.12 -4.22 -5.96 -1.74 0.34 -10.92
2007 0.99 0.83 0.76 0.89 0.92 -0.20 -0.16 -0.50 1.31 1.21 -0.65 0.16 5.67
2006 1.22 0.64 0.44 0.79 0.06 0.12 0.64 0.91 0.70 0.91 0.92 0.88 8.55
2005 0.46 1.01 -0.16 0.02 0.51 0.85 0.89 0.44 0.75 0.02 0.53 0.77 6.26
2004 1.20 0.58 0.77 -0.05 -0.31 0.56 0.65 0.92 0.85 1.00 1.36 1.21 9.07
2003 1.59 0.99 0.94 2.16 1.93 1.29 0.41 0.86 1.23 0.99 0.82 1.48 15.73
2002 0.83 0.74 0.97 1.41 0.74 0.03 -0.43 0.90 0.02 0.67 1.83 1.58 9.68
2001 3.38 0.70 0.20 0.84 1.16 0.56 0.76 1.36 -0.85 1.45 2.09 1.22 13.58
2000 0.45 2.43 1.12 -0.46 -0.74 1.94 1.10 1.58 0.17 -0.35 -0.18 2.28 9.70
* Based on 40.31% of funds which have reported November 2024 returns as at 27 December 2024
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