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Eurekahedge Asset Weighted Index - USD Hedged

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METHODOLOGIES

INDEX PRESS RELEASES

Oct 2024 Return: -0.69% 3-Month Return: 0.92% 2024 Return: 7.18% 2023 Return: 7.09% Bloomberg Ticker: EHFI605


Index Returns

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The Eurekahedge Asset Weighted Index - USD Hedged (Bloomberg Ticker - EHFI605) is Eurekahedge's flagship asset weighted index of 1603 constituent funds. The index is designed to provide a representative capital weighted benchmark for the entire global hedge fund industry. The indices are hedged to the USD so that all local currency risks have been removed. The index is base weighted at 100 at December 2004, does not contain duplicate funds and is denominated in USD.

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

Statistics

Statistics (as at Oct 2024 )  
4.50
2024 Return (%) 7.18
2023 Return (%) 7.09
0.92
139.52
3.95
-7.17
Risk/Return
4.49
3.18
1.88
-15.43
0.56
0.79
67.65
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Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 0.83 1.83 1.88 -0.09 0.77 0.17 0.66 0.17 1.45 -0.69 n/a n/a 7.18
2023 1.48 -0.17 -0.08 0.54 -0.20 1.35 1.14 0.06 0.19 -0.68 1.64 1.64 7.09
2022 -0.92 -0.37 1.36 0.08 -0.82 -1.51 0.40 0.40 -1.46 0.48 0.07 0.00 -2.30
2021 -0.03 1.56 0.42 1.84 0.83 0.09 -0.32 0.67 -0.28 0.80 -1.08 1.48 6.10
2020 0.15 -1.92 -7.17 2.57 1.55 0.72 1.85 1.13 -0.78 -0.19 2.81 2.67 2.99
2019 1.24 0.64 0.87 1.10 -0.90 1.40 1.18 -0.26 0.38 0.25 0.49 1.16 7.77
2018 1.82 -1.47 -0.36 0.23 -0.18 -0.13 0.39 -0.12 0.33 -1.35 -0.54 -0.60 -1.98
2017 0.29 0.97 0.13 0.33 0.40 -0.32 0.67 0.67 0.00 1.35 0.29 0.60 5.49
2016 -0.81 -0.51 0.31 0.02 0.27 0.26 1.07 0.19 0.12 0.18 0.06 1.00 2.15
2015 1.34 1.19 0.77 0.13 0.62 -1.51 0.58 -1.46 -0.42 0.62 0.60 -0.79 1.63
2014 -0.39 1.45 -0.28 -0.11 0.96 0.58 -0.28 0.88 -0.01 -0.22 1.31 0.22 4.16
2013 1.75 0.13 0.83 1.10 -0.04 -1.88 0.89 -0.45 0.99 1.61 0.71 0.55 6.33
2012 1.43 1.40 -0.18 0.07 -0.59 -0.42 1.45 0.48 0.74 -0.48 0.47 1.19 5.67
2011 0.08 1.03 0.13 1.69 -1.06 -1.12 0.67 -1.50 -1.99 0.66 -0.57 -0.10 -2.12
2010 -0.22 0.30 2.15 0.99 -2.30 -0.30 0.97 0.59 2.56 1.82 -0.39 2.62 9.05
2009 0.74 -0.42 0.48 1.96 3.95 0.21 2.29 1.20 2.46 0.02 1.33 0.84 16.06
2008 -2.14 1.70 -1.98 0.95 1.66 -0.50 -2.56 -1.54 -5.03 -4.61 -1.09 0.30 -14.11
2007 1.15 0.54 1.08 1.90 2.31 0.98 0.71 -1.63 2.37 3.05 -1.70 0.47 11.69
2006 2.92 0.26 1.74 2.12 -1.82 -0.40 -0.10 0.87 0.12 1.55 1.71 1.84 11.25
2005 -0.22 1.37 -0.47 -1.31 0.77 1.66 1.49 0.94 2.29 -1.32 1.92 1.83 9.22
* Based on 81.60% of funds which have reported October 2024 returns as at 22 November 2024
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