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Eurekahedge Long Short Equities Asset Weighted Index - USD

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INDEX PRESS RELEASES

Sep 2021 Return: -1.51% 3-Month Return: -2.48% 2021 Return: 2.74% 2020 Return: 5.97% Bloomberg Ticker: EHFI604


Index Returns

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The Eurekahedge Long Short Equities Asset Weighted Index - USD (Bloomberg Ticker - EHFI604) is a flagship asset weighted index of 534 constituent funds. The index is designed to provide a representative capital weighted benchmark for hedge fund industry members who invest with a strategy. The index is base weighted at 100 at December 2004, does not contain duplicate funds and is denominated in USD.

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

Statistics

Statistics (as at Sep 2021 )  
4.37
2021 Return (%) 2.74
2020 Return (%) 5.97
-2.48
104.64
6.98
-8.55
Risk/Return
8.36
5.92
3.21
-27.23
0.28
0.40
56.22
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Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2021 -1.12 2.61 -0.45 3.31 1.36 -0.40 -1.02 0.04 -1.51 n/a n/a n/a 2.74
2020 -0.88 -3.98 -8.44 4.33 2.41 0.74 3.79 2.58 -2.16 -0.96 4.72 4.57 5.97
2019 3.35 0.58 -0.06 0.91 -2.26 2.24 -0.11 -1.00 0.39 1.72 0.25 2.27 8.47
2018 3.46 -2.20 -0.18 -0.54 -0.66 -1.00 0.84 -0.44 -0.10 -3.85 -0.27 -2.26 -7.11
2017 1.98 0.35 0.76 1.30 1.59 0.77 2.25 0.85 0.73 0.68 1.16 0.75 13.97
2016 -2.99 -0.67 3.30 0.29 -0.38 -1.16 1.92 0.06 0.63 -1.42 -0.79 0.61 -0.74
2015 -1.80 1.74 -0.71 2.75 0.20 -0.33 -0.45 -1.85 -1.08 1.71 -1.07 0.81 -0.19
2014 -1.65 3.11 -0.52 -0.84 0.68 0.96 -1.11 0.62 -2.11 -0.08 0.69 -0.49 -0.85
2013 3.16 -0.43 0.50 1.42 -0.22 -1.79 1.92 -0.91 3.30 2.30 0.87 1.32 11.90
2012 2.86 3.01 -0.23 -0.30 -5.05 1.08 -0.07 1.29 1.94 -0.06 0.76 1.80 6.99
2011 0.85 1.10 1.21 2.99 -1.83 -0.95 0.02 -3.42 -6.28 4.80 -2.72 -1.00 -5.57
2010 -1.86 -0.43 2.45 0.43 -5.85 -0.58 3.77 -1.22 5.68 2.20 -1.81 3.83 6.24
2009 -2.17 -1.54 2.72 3.41 6.98 0.11 3.42 1.07 3.41 -0.57 1.33 0.69 20.16
2008 -4.72 2.35 -2.07 2.15 2.15 -2.16 -3.29 -3.40 -7.88 -8.55 -1.68 2.75 -22.48
2007 0.52 0.99 2.11 2.89 2.50 1.25 1.30 -2.55 4.12 4.19 -2.70 0.16 15.51
2006 4.64 -0.26 2.52 3.31 -3.10 -0.97 -0.12 1.38 -0.29 2.43 3.20 1.98 15.46
2005 -0.48 2.70 -1.42 -1.74 -0.05 1.57 2.55 1.81 3.19 -2.53 2.31 3.40 11.68
* Based on 66.10% of funds which have reported September 2021 returns as at 17 October 2021
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