Indices

CBOE Eurekahedge Volatility Indexes at a Glance

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

SPECIALIST ALTERNATIVE FUND INDICES

INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

The CBOE Eurekahedge Volatility Indexes is a suite of 4 indices developed by Eurekahedge with the support of the Chicago Board Options Exchange (CBOE). With a total of 33 constituents, these indices aim to carefully measure, the performances of hedge funds investing in volatility and thus, provide a new benchmark in the alternative investment industry to help professionals comparing their returns with their peers. More information on the CBOE Eurekahedge Volatility Indexes can be found in the press release and index methodology.

CBOE Eurekahedge Volatility Indexes at a Glance
Bloomberg Ticker Search: Search
Index Jun 21 (Est) May 21 YTD 2020 Ann. Return No. of constituents*
CBOE Eurekahedge Relative Value Volatility Hedge Fund Index 0.98 0.14 2.55 5.66 7.30 16
CBOE Eurekahedge Long Volatility Hedge Fund Index -1.69 0.16 -6.58 25.41 4.08 10
CBOE Eurekahedge Short Volatility Hedge Fund Index 1.04 1.32 7.16 -0.80 6.88 6
CBOE Eurekahedge Tail Risk Hedge Fund Index -1.24 -0.15 -4.99 34.84 -3.50 7
* Comprises funds that have reported June 2021 returns as at 1 August 2021