Indices

Eurekahedge Short Volatility 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: 1.58% 3-Month Return: 3.69% 2024 Return: 2.31% 2023 Return: 6.28% Bloomberg Ticker: EHFI450
                                      

Index Returns

 Download Constituents (Subscriber)     Download Index Returns     Download Constituents*
The Eurekahedge Short Volatility Index is an equally weighted index of 7 constituent funds. The index is designed to provide a broad measure of the performance of underlying hedge fund managers who take a net short view on implied volatility with a goal of positive absolute return. The strategy often involves the selling of options to take advantage of the discrepancies in current implied volatility versus expectations of subsequent implied or realized volatility.

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 October 2024 returns as at 22 December 2024. This file is available for download upon login/registration of a free account.

Statistics

Statistics (as at Nov 2024 )  
6.98
2024 Return (%) 2.31
2023 Return (%) 6.28
3.69
283.36
12.36
-15.85
Risk/Return
9.78
7.39
6.56
-31.75
0.51
0.67
70.71
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Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 2.95 1.38 -2.85 -1.93 -0.70 0.04 0.34 -0.44 1.54 0.53 1.58 n/a 2.31
2023 -2.88 -1.29 3.33 -1.62 2.79 2.31 -1.55 0.82 -1.64 5.23 3.09 -2.08 6.28
2022 -2.29 -0.84 1.44 -0.67 0.90 2.20 1.06 1.82 1.93 3.29 -1.03 2.18 10.28
2021 -1.21 1.76 4.18 -0.06 1.32 1.04 1.03 2.20 -0.50 1.91 -0.03 1.95 14.36
2020 -1.57 -12.53 -15.85 9.10 0.43 0.40 12.36 6.84 5.12 0.66 -0.55 -1.47 -0.80
2019 3.30 0.47 -2.19 0.30 -1.28 0.97 1.12 -1.12 1.29 2.54 1.54 1.20 8.32
2018 -2.21 -4.84 -2.11 1.12 -0.09 -0.53 2.56 0.41 0.36 -3.14 0.48 -5.55 -13.03
2017 1.41 0.51 1.30 0.92 0.58 0.40 0.64 0.67 0.88 0.41 -0.16 1.17 9.06
2016 -2.76 -0.10 2.05 0.12 1.38 -1.56 1.20 1.26 1.09 0.98 0.80 0.65 5.09
2015 -0.02 2.24 0.42 0.26 0.77 -0.02 1.04 -4.74 0.72 0.81 0.53 -0.76 1.09
2014 -0.54 1.83 1.35 0.64 1.20 0.67 -0.69 1.91 0.39 -2.88 1.12 -0.51 4.47
2013 1.63 0.40 1.39 0.61 -3.07 0.14 2.50 -0.28 1.95 1.81 0.76 1.41 9.53
2012 1.50 1.39 -0.37 1.23 -2.12 2.34 -0.27 3.17 0.95 -0.45 1.31 0.14 9.07
2011 1.12 1.15 1.31 1.90 1.45 0.73 -1.48 -10.25 -1.14 1.14 0.06 3.49 -1.20
2010 -0.44 2.17 1.75 -0.60 -2.85 1.49 2.36 2.24 0.33 1.65 0.72 2.10 11.35
2009 -0.86 2.54 -1.32 3.99 2.17 2.75 -0.87 1.41 1.32 0.02 3.81 2.84 19.10
2008 -4.21 3.51 2.05 2.52 2.86 1.02 1.35 2.50 -14.15 -8.10 -2.68 5.38 -9.41
2007 1.81 -1.24 -1.21 2.21 3.12 0.88 -1.57 0.34 3.02 1.94 2.16 2.74 14.97
2006 2.30 1.67 2.91 1.74 1.23 3.01 1.82 4.24 0.77 1.09 1.83 2.88 28.63
2005 0.28 0.69 1.04 -4.56 2.78 -0.04 0.82 4.41 6.35 -0.35 3.17 2.36 17.86
* Based on 57.14% of funds which have reported November 2024 returns as at 22 December 2024
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