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Eurekahedge Asset Weighted Index - USD Hedged

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ASSET WEIGHTED HEDGE FUND INDICES

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METHODOLOGIES

INDEX PRESS RELEASES

Dec 2020 Return: 2.65% 3-Month Return: 5.11% 2020 Return: 2.75% 2019 Return: 7.77% Bloomberg Ticker: EHFI605


Index Returns

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The Eurekahedge Asset Weighted Index - USD Hedged (Bloomberg Ticker - EHFI605) is Eurekahedge's flagship asset weighted index of 1436 constituent funds. The index is designed to provide a representative capital weighted benchmark for the entire global hedge fund industry. The indices are hedged to the USD so that all local currency risks have been removed. 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 Dec 2020 )  
4.45
2020 Return (%) 2.75
2019 Return (%) 7.77
5.11
100.83
3.95
-7.17
Risk/Return
4.77
3.44
1.65
-15.43
0.51
0.71
67.71
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Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2020 0.15 -1.92 -7.17 2.57 1.55 0.72 1.85 1.13 -0.78 -0.28 2.68 2.65 2.75
2019 1.24 0.64 0.87 1.10 -0.90 1.40 1.18 -0.26 0.38 0.25 0.49 1.16 7.77
2018 1.82 -1.47 -0.36 0.23 -0.18 -0.13 0.39 -0.12 0.33 -1.35 -0.54 -0.60 -1.98
2017 0.29 0.97 0.13 0.33 0.40 -0.32 0.67 0.67 0.00 1.35 0.29 0.60 5.49
2016 -0.81 -0.51 0.31 0.02 0.27 0.26 1.07 0.19 0.12 0.18 0.06 1.00 2.15
2015 1.34 1.19 0.77 0.13 0.62 -1.51 0.58 -1.46 -0.42 0.62 0.60 -0.79 1.63
2014 -0.39 1.45 -0.28 -0.11 0.96 0.58 -0.28 0.88 -0.01 -0.22 1.31 0.22 4.16
2013 1.75 0.13 0.83 1.10 -0.04 -1.88 0.89 -0.45 0.99 1.61 0.71 0.55 6.33
2012 1.43 1.40 -0.18 0.07 -0.59 -0.42 1.45 0.48 0.74 -0.48 0.47 1.19 5.67
2011 0.08 1.03 0.13 1.69 -1.06 -1.12 0.67 -1.50 -1.99 0.66 -0.57 -0.10 -2.12
2010 -0.22 0.30 2.15 0.99 -2.30 -0.30 0.97 0.59 2.56 1.82 -0.39 2.62 9.05
2009 0.74 -0.42 0.48 1.96 3.95 0.21 2.29 1.20 2.46 0.02 1.33 0.84 16.06
2008 -2.14 1.70 -1.98 0.95 1.66 -0.50 -2.56 -1.54 -5.03 -4.61 -1.09 0.30 -14.11
2007 1.15 0.54 1.08 1.90 2.31 0.98 0.71 -1.63 2.37 3.05 -1.70 0.47 11.69
2006 2.92 0.26 1.74 2.12 -1.82 -0.40 -0.10 0.87 0.12 1.55 1.71 1.84 11.25
2005 -0.22 1.37 -0.47 -1.31 0.77 1.66 1.49 0.94 2.29 -1.32 1.92 1.83 9.22
* Based on 58.64% of funds which have reported December 2020 returns as at 18 January 2021
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