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
- Index Flash Update (June 2022)
- Index Flash Update (May 2022)
- Index Flash Update (April 2022)
- Eurekahedge launches new benchmark Eurekahedge Multi-Factor Risk Premia Index
- Eurekahedge launch four benchmark indices tracking volatility-based investment strategies
- Eurekahedge and MPI announce new benchmark index tracking the top 50 hedge funds
- Eurekahedge and ILS Advisers launch new USD hedge index
- Eurekahedge launches new insurance linked securities index
- Eurekahedge Asset Weighted Index goes live
- Eurekahedge Asset Weighted Index press release
- EU Benchmark Regulation
| Dec 2024 Return: | -0.33% | 3-Month Return: | -0.38% | 2024 Return: | 6.83% | 2023 Return: | 6.48% | Bloomberg Ticker: | EHFI547 |
|---|
Index Returns
The Eurekahedge UCITS Hedge Fund Index (Bloomberg Ticker - EHFI547) is an equally weighted index of 468 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.
For more information on the index methodology, please click here.
Statistics
| Statistics (as at Dec 2024 ) | |
|---|---|
| 3.52 | |
| 2024 Return (%) | 6.83 |
| 2023 Return (%) | 6.48 |
| -0.38 | |
| 92.88 | |
| 5.77 | |
| -9.94 |
| Risk/Return | |
|---|---|
| 6.88 | |
| 5.16 | |
| 4.56 | |
| -26.20 | |
| 0.22 | |
| 0.29 | |
| 61.84 |
Historical Monthly Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.06 | 1.58 | 1.97 | -0.46 | 1.27 | -0.01 | 0.56 | 0.45 | 1.63 | -1.09 | 1.05 | -0.33 | 6.83 |
| 2023 | 3.08 | -0.84 | -0.14 | 0.26 | -0.61 | 1.45 | 1.62 | -1.08 | -0.94 | -1.55 | 3.07 | 2.12 | 6.48 |
| 2022 | -2.17 | -1.65 | 0.58 | -1.57 | -0.57 | -3.30 | 1.77 | -0.62 | -3.71 | 0.87 | 3.28 | -0.78 | -7.81 |
| 2021 | 0.21 | 1.67 | 1.16 | 1.47 | 1.08 | 0.54 | -0.36 | 0.94 | -0.92 | 1.20 | -1.32 | 1.19 | 7.02 |
| 2020 | -0.39 | -2.92 | -8.21 | 4.54 | 2.07 | 1.81 | 1.57 | 1.95 | -0.75 | -0.86 | 5.38 | 2.65 | 6.28 |
| 2019 | 2.92 | 1.10 | 0.76 | 1.12 | -1.82 | 2.00 | 0.62 | -0.71 | 0.48 | 0.68 | 0.83 | 1.47 | 9.79 |
| 2018 | 1.91 | -1.62 | -0.93 | 0.47 | -0.17 | -0.91 | 0.49 | -0.73 | -0.25 | -3.40 | -0.06 | -2.20 | -7.26 |
| 2017 | 1.08 | 1.20 | 0.81 | 0.76 | 0.75 | -0.21 | 1.03 | 0.42 | 0.69 | 1.17 | -0.03 | 0.66 | 8.64 |
| 2016 | -2.82 | -0.23 | 2.25 | 0.47 | 0.44 | -0.29 | 2.05 | 0.40 | 0.28 | -0.26 | -0.62 | 1.01 | 2.61 |
| 2015 | 1.29 | 2.15 | 0.52 | 1.02 | 0.47 | -1.87 | 0.16 | -3.20 | -1.39 | 2.55 | 0.20 | -1.11 | 0.63 |
| 2014 | -0.80 | 1.97 | -0.08 | -0.16 | 1.37 | 0.66 | -0.25 | 0.97 | -1.00 | -0.13 | 0.89 | -0.81 | 2.61 |
| 2013 | 2.13 | 0.31 | 0.64 | 0.87 | 0.48 | -2.65 | 1.53 | -0.93 | 1.94 | 1.93 | 0.47 | 0.53 | 7.38 |
| 2012 | 3.13 | 2.42 | -0.38 | -0.59 | -2.97 | 0.83 | 1.41 | 0.77 | 1.20 | 0.02 | 0.71 | 1.27 | 7.95 |
| 2011 | -0.30 | 0.46 | 0.21 | 1.20 | -0.75 | -1.19 | -0.33 | -3.93 | -3.85 | 3.32 | -2.09 | 0.07 | -7.17 |
| 2010 | -0.92 | 0.49 | 3.08 | 0.60 | -3.19 | -0.55 | 1.78 | -0.11 | 3.03 | 1.49 | -0.26 | 2.51 | 8.05 |
| 2009 | -1.40 | -2.26 | 2.76 | 5.77 | 5.37 | 0.12 | 3.54 | 1.92 | 2.47 | -0.08 | 0.86 | 1.66 | 22.43 |
| 2008 | -4.48 | 1.88 | -2.64 | 2.54 | 1.27 | -2.98 | -1.77 | -0.98 | -6.92 | -9.94 | -1.58 | 1.98 | -21.89 |
| 2007 | 1.05 | 0.35 | 1.31 | 1.86 | 1.79 | 0.82 | 0.38 | -1.64 | 2.50 | 2.39 | -2.47 | 0.52 | 9.09 |
| 2006 | 3.90 | 1.29 | 1.38 | 1.98 | -3.55 | -0.84 | 0.44 | 1.29 | 0.65 | 2.31 | 2.14 | 2.13 | 13.73 |
* Based on 88.68% of funds which have reported December 2024 returns as at 22 January 2025
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