Indices
Strategy Return Map
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
Strategies deployed by managers vary significantly under different macro environments. The following colour map displays the various strategic returns since 2000 which is useful for visualising hedge fund strategies versus returns over the years.
|
2000
CTA/Managed Futures
21.14 Long Short Equities
19.44 Arbitrage
17.68 Relative Value
17.25 Multi-Strategy
16.13 Macro
14.14 Event Driven
13.22 Distressed Debt
12.29 Fixed Income
9.70 |
2001
Distressed Debt
15.65 Event Driven
14.30 Fixed Income
13.58 Relative Value
12.85 Multi-Strategy
12.04 Macro
11.14 Long Short Equities
10.35 Arbitrage
10.20 CTA/Managed Futures
9.61 |
2002
CTA/Managed Futures
20.89 Macro
11.36 Multi-Strategy
10.32 Fixed Income
9.68 Relative Value
9.09 Arbitrage
8.05 Distressed Debt
6.88 Event Driven
3.51 Long Short Equities
0.90 |
2003
Distressed Debt
32.92 Event Driven
24.65 Long Short Equities
24.16 Relative Value
22.53 Multi-Strategy
22.16 Macro
20.90 CTA/Managed Futures
17.19 Fixed Income
15.73 Arbitrage
10.94 |
2004
Distressed Debt
22.10 Event Driven
15.44 Multi-Strategy
12.72 Long Short Equities
11.37 Fixed Income
9.07 Relative Value
8.47 CTA/Managed Futures
7.92 Macro
6.92 Arbitrage
5.21 |
2005
Long Short Equities
13.88 Multi-Strategy
11.83 Distressed Debt
11.77 Event Driven
11.40 Macro
10.86 CTA/Managed Futures
8.45 Relative Value
7.41 Fixed Income
6.26 Arbitrage
4.13 |
2006
Event Driven
18.10 Multi-Strategy
17.12 Distressed Debt
16.83 Long Short Equities
16.45 Relative Value
12.44 Arbitrage
11.57 Macro
11.16 CTA/Managed Futures
10.79 Fixed Income
8.55 |
2007
Long Short Equities
14.64 CTA/Managed Futures
14.63 Multi-Strategy
14.58 Macro
14.36 Relative Value
12.35 Event Driven
10.03 Distressed Debt
8.77 Arbitrage
8.56 Fixed Income
5.67 |
2008
CTA/Managed Futures
19.06 Macro
3.00 Relative Value
-7.84 Arbitrage
-9.26 Multi-Strategy
-10.21 Fixed Income
-10.92 Long Short Equities
-19.36 Event Driven
-20.25 Distressed Debt
-24.76 |
2009
Event Driven
37.70 Distressed Debt
34.60 Long Short Equities
27.19 Fixed Income
25.74 Relative Value
24.42 Arbitrage
22.78 Multi-Strategy
21.53 Macro
16.10 CTA/Managed Futures
6.59 |
2010
Distressed Debt
22.27 Event Driven
15.30 CTA/Managed Futures
14.66 Relative Value
13.44 Fixed Income
12.21 Long Short Equities
11.31 Multi-Strategy
10.21 Arbitrage
8.71 Macro
8.27 |
2011
Fixed Income
4.05 CTA/Managed Futures
2.55 Relative Value
1.52 Distressed Debt
1.38 Arbitrage
1.14 Macro
0.80 Multi-Strategy
-0.73 Event Driven
-4.71 Long Short Equities
-5.64 |
2012
Distressed Debt
14.43 Fixed Income
11.55 Event Driven
11.50 Relative Value
10.26 Long Short Equities
9.41 Arbitrage
8.10 Multi-Strategy
8.00 Macro
5.57 CTA/Managed Futures
2.94 |
2013
Long Short Equities
16.68 Event Driven
15.30 Distressed Debt
14.05 Multi-Strategy
8.50 Arbitrage
7.42 Relative Value
7.35 Fixed Income
6.21 Macro
5.10 CTA/Managed Futures
1.30 |
2014
CTA/Managed Futures
10.09 Multi-Strategy
5.95 Macro
5.11 Long Short Equities
4.57 Fixed Income
4.57 Relative Value
3.87 Event Driven
3.25 Arbitrage
2.68 Distressed Debt
2.50 |
2015
Arbitrage
4.65 Long Short Equities
3.40 Macro
2.96 Multi-Strategy
2.78 Relative Value
1.96 CTA/Managed Futures
1.72 Fixed Income
1.30 Event Driven
0.13 Distressed Debt
-4.07 |
2016
Distressed Debt
14.53 Event Driven
9.40 Relative Value
7.43 Fixed Income
7.03 Multi-Strategy
5.98 Macro
5.76 Arbitrage
5.29 Long Short Equities
4.89 CTA/Managed Futures
3.25 |
2017
Long Short Equities
13.41 Event Driven
9.93 Multi-Strategy
8.40 Distressed Debt
7.72 Relative Value
6.81 Fixed Income
6.73 Arbitrage
6.34 Macro
6.24 CTA/Managed Futures
3.92 |
2018
Distressed Debt
3.91 Fixed Income
0.15 Arbitrage
0.08 Relative Value
-0.48 Event Driven
-1.64 Macro
-1.86 CTA/Managed Futures
-2.22 Multi-Strategy
-2.99 Long Short Equities
-5.48 |
2019
Long Short Equities
13.17 Macro
9.04 Multi-Strategy
8.71 Fixed Income
7.88 Event Driven
7.78 Arbitrage
6.42 CTA/Managed Futures
6.11 Relative Value
5.65 Distressed Debt
4.08 |
2020
Long Short Equities
16.94 Arbitrage
12.62 Event Driven
10.93 Relative Value
10.76 Distressed Debt
10.56 Macro
10.46 CTA/Managed Futures
10.45 Multi-Strategy
7.79 Fixed Income
5.55 |
2021
Distressed Debt
17.88 Event Driven
13.14 Long Short Equities
10.67 CTA/Managed Futures
9.08 Multi-Strategy
8.64 Relative Value
7.24 Arbitrage
5.91 Macro
4.78 Fixed Income
4.28 |
2022
Multi-Strategy
8.65 CTA/Managed Futures
5.91 Distressed Debt
0.48 Macro
-0.40 Arbitrage
-1.18 Relative Value
-1.85 Fixed Income
-3.66 Event Driven
-5.37 Long Short Equities
-8.83 |
2023
Distressed Debt
9.80 Relative Value
9.48 Fixed Income
8.88 Multi-Strategy
8.69 Long Short Equities
8.67 Event Driven
8.55 Arbitrage
7.21 Macro
5.19 CTA/Managed Futures
0.69 |
2024
Long Short Equities
8.78 Distressed Debt
8.04 Multi-Strategy
7.46 Fixed Income
7.30 Relative Value
7.06 Macro
5.73 Arbitrage
5.34 Event Driven
4.81 CTA/Managed Futures
2.02 |
