Indices
Eurekahedge Billion Dollar Hedge Fund Index
EQUAL WEIGHTED HEDGE FUND INDICES
ASSET WEIGHTED HEDGE FUND INDICES
SPECIALIST ALTERNATIVE FUND INDICES
INVESTIBLE BENCHMARK INDICES
METHODOLOGIES
INDEX PRESS RELEASES
- Index Flash Update (October 2021)
- Index Flash Update (September 2021)
- Index Flash Update (August 2021)
- Eurekahedge launches new benchmark Eurekahedge Multi-Factor Risk Premia Index
- Eurekahedge and CBOE 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
| Nov 2021 Return: | -0.25% | 3-Month Return: | 1.03% | 2021 Return: | 8.16% | 2020 Return: | 5.20% | Bloomberg Ticker: | EHFI803 |
|---|
Index Returns
The Eurekahedge Billion Dollar Hedge Fund Index (Bloomberg Ticker - EHFI803) is an equally weighted index of 159 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.
For more information on the index methodology, please click here.
Statistics
| Statistics (as at Nov 2021 ) | |
|---|---|
| 6.80 | |
| 2021 Return (%) | 8.16 |
| 2020 Return (%) | 5.20 |
| 1.03 | |
| 322.66 | |
| 3.56 | |
| -6.75 |
| Risk/Return | |
|---|---|
| 4.25 | |
| 2.75 | |
| 3.51 | |
| -11.50 | |
| 1.13 | |
| 1.74 | |
| 72.62 |
Historical Monthly Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | 0.46 | 1.65 | 0.74 | 1.69 | 0.79 | 0.62 | 0.32 | 0.59 | 0.06 | 1.23 | -0.25 | n/a | 8.16 |
| 2020 | 0.42 | -1.28 | -6.75 | 2.72 | 1.62 | 1.28 | 1.98 | 1.00 | -0.18 | 0.05 | 2.44 | 2.16 | 5.20 |
| 2019 | 1.41 | 0.75 | 0.89 | 1.22 | -0.94 | 1.46 | 1.11 | 0.28 | 0.29 | 0.30 | 0.54 | 1.02 | 8.64 |
| 2018 | 1.50 | -1.46 | -0.40 | 0.52 | -0.46 | 0.04 | 0.46 | -0.29 | 0.45 | -1.49 | -0.58 | -0.60 | -2.33 |
| 2017 | 0.54 | 0.93 | 0.31 | 0.42 | 0.77 | -0.32 | 0.77 | 0.65 | -0.10 | 1.46 | 0.11 | 0.55 | 6.25 |
| 2016 | -0.70 | -0.48 | 0.44 | 0.14 | 0.46 | 0.32 | 1.03 | 0.32 | 0.27 | -0.08 | 0.13 | 0.74 | 2.60 |
| 2015 | 0.91 | 1.04 | 0.64 | -0.04 | 0.68 | -1.42 | 0.67 | -1.18 | -0.53 | 0.59 | 0.45 | -0.41 | 1.38 |
| 2014 | -0.01 | 1.28 | -0.10 | -0.18 | 0.86 | 0.54 | -0.15 | 0.89 | 0.45 | -0.10 | 1.46 | 0.53 | 5.59 |
| 2013 | 1.70 | 0.34 | 0.98 | 1.08 | 0.63 | -1.32 | 0.92 | -0.50 | 1.04 | 1.41 | 1.08 | 0.83 | 8.46 |
| 2012 | 2.11 | 1.57 | 0.34 | 0.08 | -0.42 | -0.12 | 1.45 | 0.75 | 0.97 | 0.05 | 0.66 | 1.25 | 9.02 |
| 2011 | 0.43 | 0.76 | 0.26 | 1.32 | -0.74 | -1.01 | 0.49 | -1.69 | -1.39 | 1.20 | -0.54 | 0.23 | -0.73 |
| 2010 | 0.24 | 0.37 | 2.19 | 1.29 | -1.94 | -0.30 | 1.26 | 0.62 | 2.48 | 1.66 | -0.13 | 2.05 | 10.16 |
| 2009 | 1.36 | 0.07 | 0.27 | 1.96 | 3.56 | 0.63 | 2.37 | 1.31 | 1.38 | 0.19 | 1.51 | 1.13 | 16.87 |
| 2008 | -1.47 | 1.56 | -2.03 | 1.42 | 1.95 | -0.10 | -1.90 | -1.13 | -4.41 | -3.95 | -0.51 | 0.52 | -9.82 |
| 2007 | 1.16 | 0.62 | 1.40 | 2.06 | 2.49 | 0.94 | -0.07 | -1.47 | 2.33 | 2.94 | -1.35 | 0.54 | 12.10 |
| 2006 | 2.70 | 0.44 | 1.85 | 1.74 | -2.04 | -0.29 | -0.01 | 0.75 | 0.25 | 1.52 | 1.42 | 1.90 | 10.62 |
| 2005 | -0.90 | 1.43 | -0.38 | -1.78 | 1.03 | 1.77 | 1.24 | 0.82 | 2.19 | -1.13 | 1.70 | 1.38 | 7.52 |
| 2004 | 1.28 | 2.51 | 1.08 | -2.29 | -0.87 | -0.21 | -0.99 | 0.11 | 1.04 | 1.56 | 2.80 | 1.59 | 7.74 |
| 2003 | 1.54 | 1.15 | -1.48 | 2.16 | 3.46 | 0.19 | -0.06 | 1.28 | 0.82 | 1.88 | 0.48 | 2.31 | 14.53 |
| 2002 | 0.64 | -0.20 | 0.48 | 0.32 | 1.04 | -0.46 | -0.80 | 1.37 | 0.08 | -0.41 | 1.49 | 1.66 | 5.29 |
| 2001 | 2.62 | 0.80 | 0.79 | -0.30 | 1.14 | -0.71 | 0.07 | 0.87 | -0.24 | 0.90 | -0.45 | 1.34 | 7.00 |
| 2000 | 1.45 | 1.14 | 1.67 | -0.03 | 1.35 | 2.92 | 1.77 | 2.00 | 0.90 | 1.03 | 1.53 | 1.64 | 18.79 |
* Based on 14.47% of funds which have reported November 2021 returns as at 5 December 2021
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