Indices

MEBI Maximum Sharpe Ratio Strategy L1

Apr 2020 Return: 0.59% 3-Month Return: -0.50% 2020 Return: 0.38% 2019 Return: 2.72% Bloomberg Ticker: EHFI701
                                      

Index Returns

    Download Index Returns
The MEBI Maximum Sharpe Ratio L1 is a Mizuho-Eurekahedge Bespoke index that aims to maximize the expected Sharpe ratio under pre-determined assumptions, with its 4 constituent assets: Japanese bonds, US bonds, Japanese equities and US equities. The index is updated on a daily basis on business days in Tokyo and Singapore.

Statistics

Statistics (as at Apr 2020 )  
3.66
2020 Return (%) 0.38
2019 Return (%) 2.72
-0.50
179.95
4.17
-3.29
Risk/Return
3.38
1.97
2.94
-1.08
1.08
1.86
65.99
 Download Statistics

Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2020 0.88 -0.88 -0.21 0.59 n/a n/a n/a n/a n/a n/a n/a n/a 0.38
2019 0.60 0.09 0.69 -0.36 0.16 0.88 -0.06 1.04 0.07 0.16 -0.30 -0.36 2.72
2018 -0.25 -0.84 -0.09 -0.06 0.22 -0.06 -0.01 0.04 -0.03 -0.61 0.51 0.06 -1.13
2017 0.11 0.82 -0.05 0.82 0.54 -0.11 0.41 0.62 0.01 0.69 0.30 0.17 4.40
2016 0.41 0.03 0.71 -0.17 0.40 0.68 0.62 -0.67 0.25 -0.35 -1.17 0.32 1.05
2015 0.94 0.28 0.27 0.22 0.66 -1.53 1.29 -1.70 -0.08 1.61 -0.18 -0.43 1.30
2014 0.22 0.57 -0.17 0.08 0.95 0.61 0.11 0.56 0.04 0.90 1.13 0.27 5.38
2013 1.10 1.06 1.34 1.31 -1.64 -0.69 0.73 -0.36 1.59 0.95 0.52 -0.45 5.55
2012 1.18 0.73 -0.01 0.89 -0.34 0.75 0.51 0.22 0.47 -0.30 0.89 0.05 5.13
2011 0.26 0.41 -0.47 0.76 0.71 0.21 0.71 0.10 -0.69 1.06 0.10 1.12 4.35
2010 -0.01 0.52 0.68 1.23 -0.75 0.48 1.19 0.39 1.38 0.25 -0.70 0.09 4.85
2009 -2.56 -0.79 1.25 0.07 0.10 1.21 0.89 0.98 0.39 -0.78 1.09 0.44 2.26
2008 -0.11 0.37 0.46 -1.24 -0.60 -0.18 0.36 0.93 -3.21 -3.29 2.06 1.88 -2.70
2007 0.32 0.52 -0.22 0.43 -0.38 -0.74 0.03 1.00 0.58 0.70 0.39 -0.51 2.11
2006 0.31 -0.89 -0.23 -0.44 -1.10 -0.26 0.29 2.17 0.34 0.07 0.55 -0.09 0.70
2005 0.25 -0.20 0.62 -0.35 0.88 0.71 -0.22 0.60 0.48 -0.29 1.73 0.78 5.09
2004 1.02 1.34 0.61 -1.08 -0.31 0.06 -0.73 1.69 0.57 0.15 0.81 1.28 5.50
2003 -0.64 0.93 -0.13 1.05 2.47 -0.94 -2.27 -0.42 1.93 0.08 0.32 1.14 3.47
2002 -0.97 0.89 0.09 0.89 0.66 -0.02 0.29 1.32 0.39 0.45 -0.11 0.87 4.82
2001 1.23 0.03 0.39 0.54 0.13 -0.22 0.17 -0.75 -0.39 1.85 -0.93 -0.71 1.31
2000 -1.13 -0.59 1.56 -0.45 -0.37 0.81 -0.26 0.19 -0.27 -0.12 0.87 0.01 0.20
1999 1.29 -1.86 2.35 1.72 -1.28 -0.10 0.19 -0.29 0.51 0.02 1.03 2.08 5.72
1998 0.60 0.59 0.26 0.24 1.21 -0.21 0.58 -0.23 2.22 -0.05 0.20 -2.67 2.72
1997 -0.42 0.15 -0.25 1.16 0.24 1.62 1.85 -1.46 0.78 -0.53 -0.31 -0.91 1.89
1996 0.61 -1.56 1.89 -0.05 0.68 0.71 -1.80 1.05 2.10 1.42 0.89 -2.34 3.53
1995 -0.48 0.62 1.93 1.78 2.40 -0.41 1.91 0.49 2.74 0.00 2.20 0.26 14.20
1994 -0.16 -0.56 -1.94 0.74 1.47 -2.62 0.48 -0.15 -0.67 0.18 -0.46 0.94 -2.80
1993 1.57 2.16 0.53 0.71 0.69 1.38 1.39 2.09 0.58 0.97 -1.28 2.01 13.52
1992 -1.05 0.02 -1.20 -1.59 2.17 0.05 2.67 1.84 1.05 -0.69 0.92 1.68 5.92
1991 n/a n/a n/a n/a n/a n/a n/a n/a 0.97 0.96 -0.96 4.17 5.17
 Download Index Returns
Copyright Eurekahedge 2005 - 2025, 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.