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Eurekahedge Asian Hedge Fund Index (Bloomberg Ticker - EHFI38)  
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The Eurekahedge Asian Hedge Fund Index (Bloomberg Ticker - EHFI38) is an equally weighted index of 385 constituent funds1. The index is designed to provide a broad measure of the performance of underlying hedge fund managers who invest exclusively in Asia. The index is base weighted at 100 at December 1999, does not contain duplicate funds and is denominated in local currencies.

1 As at 31 October 2014
Statistics (as at Sep 2014 )
 
Summary Data  
Annualised Return (%) 8.60
Best Monthly Return (%) 7.53
Worst Monthly Return (%) -6.65
2013 Return (%) 14.94
2014 Return (%) 4.40
Return since Inception(%) 237.55
Last 3 Months (%) 2.39
Last 12 Months (%) 9.18
Risk/Return  
Sharpe Ratio (x) 0.90
Annualised Std Deviation (%) 7.34
Downside Deviation (%) 4.64
Sortino Ratio (x) 1.42
Maximum Drawdown (%) -24.23
Percentage of Positive Mths (%) 66.67
Performance Table
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
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Series
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> Constituent Funds
2014 -0.580.92-0.68-0.651.361.591.580.780.02*n/an/an/a 4.40
2013 3.810.980.872.820.87-2.680.90-0.342.412.001.411.11 14.94
2012 2.873.40-0.97-0.48-3.410.41-0.220.192.420.801.323.14 9.67
2011 -0.28-0.111.341.57-1.23-0.891.25-3.53-5.163.12-2.64-0.58 -7.22
2010 -1.340.152.991.37-4.10-0.441.96-0.013.941.980.362.16 9.12
2009 -1.19-0.972.634.507.531.534.22-0.182.310.361.212.16 26.55
2008 -5.251.46-3.472.270.38-3.75-1.66-2.46-5.43-6.65-0.463.02 -20.40
2007 1.441.330.772.563.312.102.75-2.183.783.32-2.450.51 18.44
2006 3.380.143.021.97-2.24-0.77-0.571.130.881.942.742.63 15.03
2005 0.962.05-0.70-0.460.071.231.770.923.23-1.122.824.52 16.23
2004 1.171.592.51-0.29-1.490.45-0.390.111.140.682.861.44 10.12
2003 1.140.09-0.891.392.352.963.144.332.144.16-0.853.34 25.72
2002 2.170.822.180.791.58-1.01-1.680.06-1.12-0.241.08-0.40 4.21
2001 3.030.15-0.242.151.620.69-1.520.71-2.421.582.150.88 8.99
2000 0.122.861.71-3.280.263.52-1.462.13-2.16-1.86-0.14-0.47 0.99

* Based on 87.53% of funds which have reported Sep-2014 returns as at 31-Oct-2014

Eurekahedge Index Methodology

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