Indices
Eurekahedge Multi-Factor Risk Premia 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 2020)
- Index Flash Update (September 2020)
- Index Flash Update (August 2020)
- 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
| Oct 2020 Return: | -0.58% | 3-Month Return: | -1.19% | 2020 Return: | -8.15% | 2019 Return: | 2.27% | Bloomberg Ticker: | EHFI900 |
|---|
Index Returns
The Eurekahedge Multi-Factor Risk Premia Index (Bloomberg Ticker - EHFI900) is Eurekahedge’s flagship factor-based product. The index is composed exclusively multiple strategies managed by large global banks, and is designed to provide a broad measure of the performance of a diversified portfolio of systematic drivers of risk and return across asset classes.
The index is USD denominated. The index is currently utilised by institutional investors and fund managers to benchmark their risk premia portfolios.
For more information on the index methodology, please click here.
Please note that due to an improvement in the index calculation methodology and certain technical enhancements in the data aggregation process, the values of Eurekahedge Multi Asset Risk Premia Index have been restated since the period beginning 30 July 2010. For more information please contact us at advisor@eurekahedge.com.
For a list of index holidays, please click here.
The index is USD denominated. The index is currently utilised by institutional investors and fund managers to benchmark their risk premia portfolios.
For more information on the index methodology, please click here.
Please note that due to an improvement in the index calculation methodology and certain technical enhancements in the data aggregation process, the values of Eurekahedge Multi Asset Risk Premia Index have been restated since the period beginning 30 July 2010. For more information please contact us at advisor@eurekahedge.com.
For a list of index holidays, please click here.
Statistics
| Statistics (as at Oct 2020 ) | |
|---|---|
| 1.90 | |
| 2020 Return (%) | -8.15 |
| 2019 Return (%) | 2.27 |
| -1.19 | |
| 21.32 | |
| 3.70 | |
| -4.62 |
| Risk/Return | |
|---|---|
| 4.87 | |
| 3.62 | |
| 3.23 | |
| -17.47 | |
| -0.02 | |
| -0.03 | |
| 57.72 |
Historical Monthly Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | -1.29 | -0.97 | -4.62 | -0.28 | -0.18 | -1.95 | 2.15 | 0.19 | -0.81 | -0.58 | n/a | n/a | -8.15 |
| 2019 | 2.63 | 0.75 | 0.30 | 0.55 | -1.80 | 1.63 | -0.03 | -3.35 | -1.97 | 1.06 | 1.29 | 1.35 | 2.27 |
| 2018 | -1.69 | -1.10 | -0.20 | 0.35 | -0.78 | -0.63 | -0.19 | 0.07 | -0.12 | -2.69 | -3.89 | 0.26 | -10.19 |
| 2017 | 0.21 | 0.86 | -0.31 | 0.03 | -0.24 | -1.66 | 0.44 | 1.32 | -0.80 | 0.96 | -0.07 | -0.57 | 0.14 |
| 2016 | 1.90 | 1.74 | 0.86 | -0.93 | 1.29 | -0.05 | 0.06 | 0.01 | -0.49 | -0.58 | 0.08 | 0.24 | 4.17 |
| 2015 | 0.49 | 0.03 | 1.21 | -1.24 | 0.30 | -2.14 | 0.91 | -3.43 | 0.04 | 0.19 | 1.12 | -1.13 | -3.71 |
| 2014 | -1.18 | 2.08 | -0.59 | 1.01 | 1.23 | 0.10 | -2.19 | 1.97 | -0.27 | 0.86 | 1.59 | 0.13 | 4.74 |
| 2013 | 2.41 | -0.08 | 1.85 | -0.94 | -1.28 | -0.43 | 0.74 | -1.59 | 1.27 | 1.75 | 0.71 | -0.07 | 4.34 |
| 2012 | 2.54 | 1.15 | 0.22 | -0.06 | -0.15 | -0.87 | 1.83 | 1.53 | 1.08 | 0.46 | 0.86 | 0.65 | 9.60 |
| 2011 | 1.25 | 2.87 | 0.91 | 3.06 | -0.88 | -0.84 | 1.23 | 0.44 | 0.26 | 1.08 | -0.40 | 1.11 | 10.47 |
| 2010 | n/a | n/a | n/a | n/a | n/a | n/a | n/a | 0.73 | 1.89 | 2.55 | -0.87 | 3.70 | 8.20 |
Copyright Eurekahedge 2005 - 2020, All Rights Reserved. You, the user, may freely use the data for internal purposes and may reproduce the index data provided that reference to Eurekahedge is provided in your dissemination and/or reproduction. The information is provided on an "as is" basis and you assume and will bear all risk or associated costs in its use, and neither Eurekahedge nor its affiliates provide any express or implied warranty or representations as to originality, accuracy, completeness, timeliness, non-infringement, merchantability and fitness for any purpose.
