Indices

Eurekahedge Asset Weighted Index - USD

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

SPECIALIST ALTERNATIVE FUND INDICES

INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

Aug 2020 Return: 1.40% 3-Month Return: 5.56% 2020 Return: -0.77% 2019 Return: 6.97% Bloomberg Ticker: EHFI601


Index Returns

 Download Constituents     Download Index Returns
The Eurekahedge Asset Weighted Index - USD (Bloomberg Ticker - EHFI601) is Eurekahedge's flagship asset weighted index of 1424 constituent funds. The index is designed to provide a representative capital weighted benchmark for the entire global hedge fund industry. 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 Aug 2020 )  
4.17
2020 Return (%) -0.77
2019 Return (%) 6.97
5.56
89.53
5.38
-7.64
Risk/Return
5.91
4.22
1.74
-17.38
0.37
0.51
62.23
 Download Statistics

Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2020 -0.27 -2.37 -7.64 2.69 1.80 0.96 3.11 1.40 n/a n/a n/a n/a -0.77
2019 1.60 0.36 0.43 0.94 -1.17 1.87 0.56 -0.66 0.23 0.88 0.18 1.59 6.97
2018 2.81 -2.22 -0.22 -0.42 -1.08 -0.33 0.47 -0.48 0.32 -1.90 -0.63 -0.62 -4.30
2017 1.04 0.54 0.25 0.86 1.01 0.07 1.53 0.64 0.04 0.83 0.81 0.77 8.69
2016 -1.14 -0.40 1.70 0.27 -0.55 0.08 1.16 -0.04 0.27 -0.84 -0.56 0.82 0.72
2015 -0.03 1.10 -0.35 1.24 0.04 -0.95 0.16 -1.40 -0.51 0.56 -0.39 -0.13 -0.69
2014 -0.93 2.16 -0.20 0.08 0.67 0.81 -0.86 0.57 -1.17 -0.44 1.02 -0.51 1.18
2013 2.22 -0.60 0.54 1.60 -0.79 -2.02 1.19 -0.64 1.94 1.69 0.56 0.74 6.53
2012 1.76 1.92 -0.50 -0.03 -2.26 0.27 1.10 0.93 1.14 -0.42 0.40 1.56 5.93
2011 0.46 1.37 0.66 2.91 -1.64 -0.97 0.82 -1.59 -3.95 1.93 -1.44 -0.45 -2.07
2010 -0.84 0.26 2.22 0.99 -3.87 -0.11 2.42 0.21 4.25 2.24 -1.55 3.59 9.94
2009 -0.03 -0.70 1.29 2.42 5.38 0.14 2.81 1.43 3.02 0.29 1.64 0.30 19.36
2008 -1.89 2.33 -1.59 0.93 1.81 -0.25 -2.65 -2.48 -5.95 -6.03 -1.29 1.17 -15.13
2007 0.88 0.81 1.27 2.36 2.14 1.08 1.01 -1.86 3.29 3.55 -1.70 0.37 13.86
2006 3.48 0.01 1.77 2.94 -1.63 -0.48 -0.10 0.88 -0.13 1.75 2.26 1.72 13.07
2005 -0.80 1.69 -0.84 -1.33 0.16 1.37 1.50 1.15 2.12 -1.52 1.67 1.77 7.05
* Based on 69.38% of funds which have reported August 2020 returns as at 18 September 2020
 Download Index Returns
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.