Indices

Eurekahedge Large Hedge Fund Index (>US$500m)

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

SPECIALIST ALTERNATIVE FUND INDICES

INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

Sep 2022 Return: -0.54% 3-Month Return: 1.09% 2022 Return: -1.84% 2021 Return: 8.73% Bloomberg Ticker: EHFI258




Index Returns

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The Eurekahedge Large Hedge Fund Index (>US$500m) (Bloomberg Ticker - EHFI258) is an equally weighted index of 317 constituent funds. The index is designed to provide a broad measure of the performance of underlying hedge fund managers The index is base weighted at 100 at Dec 1999, does not contain duplicate funds and is denominated in local currencies.

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

Statistics

Statistics (as at Sep 2022 )  
6.47
2022 Return (%) -1.84
2021 Return (%) 8.73
1.09
315.88
4.06
-6.76
Risk/Return
4.39
2.81
3.59
-12.25
1.02
1.59
72.53
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Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 -1.03 -0.18 1.24 -0.37 -0.71 -1.86 1.05 0.58 -0.54 n/a n/a n/a -1.84
2021 0.65 2.21 0.79 1.88 0.67 0.53 -0.08 0.87 -0.17 1.06 -0.89 0.93 8.73
2020 0.32 -1.29 -6.76 2.96 1.74 1.37 1.96 1.23 -0.26 0.08 3.43 2.59 7.18
2019 1.88 0.91 0.75 1.09 -0.76 1.40 0.92 0.02 0.04 0.24 0.59 1.27 8.64
2018 1.72 -1.32 -0.38 0.43 -0.10 -0.10 0.44 -0.03 0.37 -1.68 -0.57 -0.80 -2.06
2017 0.59 0.87 0.43 0.52 0.54 0.03 0.80 0.56 0.14 1.19 0.14 0.72 6.72
2016 -1.03 -0.55 0.50 0.29 0.51 0.23 1.33 0.42 0.32 0.02 0.19 0.86 3.11
2015 0.78 1.44 0.78 0.30 0.78 -1.23 0.51 -1.06 -0.61 0.66 0.64 -0.51 2.46
2014 0.03 1.50 -0.18 -0.07 0.86 0.71 -0.15 0.89 0.12 -0.32 1.13 0.21 4.82
2013 1.85 0.43 1.02 0.93 0.38 -1.37 1.07 -0.34 0.99 1.44 1.01 1.01 8.71
2012 1.70 1.67 0.04 0.16 -0.57 -0.14 1.49 0.61 0.75 0.00 0.57 1.19 7.70
2011 0.35 0.89 0.21 1.42 -0.65 -0.98 0.45 -1.59 -1.55 0.96 -0.43 0.02 -0.96
2010 0.21 0.23 2.21 1.14 -1.61 -0.30 1.04 0.48 2.33 1.56 -0.13 2.37 9.87
2009 1.40 0.09 0.85 2.42 4.06 0.54 2.88 1.87 1.99 -0.10 1.11 1.04 19.66
2008 -2.02 1.99 -2.32 1.44 1.99 -0.03 -2.00 -0.90 -4.57 -4.17 -1.17 0.27 -11.14
2007 1.14 0.65 1.12 1.92 2.30 0.98 0.65 -1.65 2.37 2.85 -1.63 0.74 11.95
2006 3.03 0.12 1.89 1.85 -2.15 -0.23 -0.06 0.86 0.21 1.67 1.55 1.80 10.93
2005 -0.20 1.37 -0.29 -1.39 0.86 1.57 1.42 1.01 2.36 -1.32 1.83 2.06 9.58
2004 1.45 1.70 0.45 -1.47 -0.92 0.09 -0.59 0.09 1.03 0.86 2.42 1.53 6.76
2003 1.74 0.81 -1.18 1.95 2.60 0.26 -0.32 0.62 0.69 1.73 0.11 2.36 11.90
2002 0.44 -0.58 1.06 -0.19 0.93 0.09 0.00 0.83 0.22 -0.10 0.54 1.31 4.62
2001 2.25 1.17 1.17 -0.37 1.25 -0.45 0.25 0.78 0.35 1.62 -0.48 1.19 9.03
2000 0.38 2.43 0.86 -1.00 -1.74 2.86 1.41 3.62 0.61 1.02 1.33 2.47 15.09
* Based on 4.10% of funds which have reported September 2022 returns as at 6 October 2022
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