Indices
Eurekahedge Institutional 200
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
| Oct 2024 Return: | -0.74% | 3-Month Return: | 0.24% | 2024 Return: | 5.33% | 2023 Return: | 4.73% | Bloomberg Ticker: | EHFI687 |
|---|
Index Returns
The Eurekahedge Institutional 200 Index is designed to report the return of 200 passively selected large institutional absolute return funds. Index construction prioritizes constituent quality, allocation stability, and the mitigation of selection and survivorship bias. The index is equally weighted and is rebalanced at the beginning of each year. It is base weighted at 100 on 31 December 2007, does not contain duplicate funds and is denominated in local currencies. The index’s returns and values for the most recent 3 months shall remain provisional until all funds have reported their returns.
For more information on the index methodology, please click here.
For more information on the index methodology, please click here.
Statistics
| Statistics (as at Oct 2024 ) | |
|---|---|
| 2.61 | |
| 2024 Return (%) | 5.33 |
| 2023 Return (%) | 4.73 |
| 0.24 | |
| 54.18 | |
| 4.15 | |
| -9.44 |
| Risk/Return | |
|---|---|
| 5.03 | |
| 4.02 | |
| 3.00 | |
| -18.08 | |
| 0.12 | |
| 0.15 | |
| 64.85 |
Historical Monthly Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.79 | 1.65 | 1.70 | -0.29 | 0.44 | 0.11 | 0.58 | -0.23 | 1.22 | -0.74 | n/a | n/a | 5.33 |
| 2023 | 1.26 | -0.06 | -0.92 | 0.43 | -0.03 | 1.09 | 0.66 | 0.25 | 0.46 | -0.87 | 1.29 | 1.11 | 4.73 |
| 2022 | -0.66 | 0.05 | 1.41 | -0.11 | -0.87 | -1.65 | 0.53 | 0.58 | -1.19 | 0.93 | 0.42 | 0.23 | -0.38 |
| 2021 | 0.37 | 1.98 | 0.77 | 1.90 | 0.90 | 0.11 | -0.30 | 0.42 | -0.12 | 0.83 | -1.01 | 1.20 | 7.23 |
| 2020 | 0.02 | -1.71 | -9.44 | 3.25 | 2.08 | 1.33 | 1.54 | 1.18 | -0.63 | -0.01 | 3.39 | 2.24 | 2.60 |
| 2019 | 1.45 | 0.91 | 0.68 | 1.09 | -0.90 | 1.22 | 0.90 | -0.30 | 0.16 | 0.02 | 0.48 | 1.35 | 7.27 |
| 2018 | 1.83 | -1.37 | -0.37 | 0.40 | -0.32 | -0.22 | 0.33 | -0.49 | 0.23 | -1.69 | -0.65 | -0.81 | -3.12 |
| 2017 | 0.52 | 0.90 | 0.21 | 0.36 | 0.35 | -0.05 | 0.84 | 0.41 | 0.25 | 1.11 | 0.05 | 0.64 | 5.74 |
| 2016 | -1.20 | -0.77 | 0.02 | 0.11 | 0.38 | 0.10 | 1.12 | 0.21 | 0.22 | -0.18 | 0.10 | 0.68 | 0.77 |
| 2015 | 0.95 | 1.37 | 0.81 | 0.01 | 0.67 | -1.55 | 0.61 | -1.37 | -0.57 | 0.51 | 0.53 | -0.56 | 1.38 |
| 2014 | -0.20 | 1.30 | -0.43 | -0.17 | 0.75 | 0.65 | -0.29 | 0.83 | 0.28 | -0.42 | 1.51 | 0.41 | 4.28 |
| 2013 | 1.90 | 0.17 | 0.77 | 0.71 | 0.31 | -1.51 | 0.71 | -0.57 | 0.62 | 1.19 | 0.90 | 0.93 | 6.26 |
| 2012 | 1.33 | 1.21 | -0.47 | -0.06 | -1.10 | -0.62 | 1.12 | 0.38 | 0.54 | -0.39 | 0.24 | 1.14 | 3.33 |
| 2011 | 0.41 | 0.97 | 0.24 | 1.49 | -1.25 | -1.28 | 0.37 | -2.08 | -2.43 | 1.21 | -1.00 | -0.31 | -3.68 |
| 2010 | -0.30 | -0.10 | 2.02 | 0.77 | -2.01 | -0.55 | 1.04 | 0.03 | 2.69 | 1.78 | -0.07 | 2.54 | 8.03 |
| 2009 | 0.53 | -0.63 | 0.76 | 2.80 | 4.15 | 0.01 | 2.54 | 1.63 | 1.79 | -0.48 | 0.65 | 1.08 | 15.75 |
| 2008 | -2.28 | 2.21 | -2.65 | 1.47 | 1.82 | -0.78 | -2.53 | -1.35 | -6.31 | -6.25 | -2.03 | -0.11 | -17.63 |
* Based on 87.15% of funds which have reported October 2024 returns as at 22 November 2024
Copyright Eurekahedge 2005 - 2024, 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.
