Indices
Eurekahedge Short Volatility 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 (June 2022)
- Index Flash Update (May 2022)
- Index Flash Update (April 2022)
- Eurekahedge launches new benchmark Eurekahedge Multi-Factor Risk Premia Index
- Eurekahedge 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 2024 Return: | 1.58% | 3-Month Return: | 3.69% | 2024 Return: | 2.31% | 2023 Return: | 6.28% | Bloomberg Ticker: | EHFI450 |
|---|
Index Returns
The Eurekahedge Short Volatility Index is an equally weighted index of 7 constituent funds. The index is designed to provide a broad measure of the performance of underlying hedge fund managers who take a net short view on implied volatility with a goal of positive absolute return. The strategy often involves the selling of options to take advantage of the discrepancies in current implied volatility versus expectations of subsequent implied or realized volatility.
For more information on the index methodology, please click here.
* Please note that this list of constituents only contains the fund ID, fund name and management company name, and comprises funds that have reported October 2024 returns as at 24 December 2024. This file is available for download upon login/registration of a free account.
For more information on the index methodology, please click here.
* Please note that this list of constituents only contains the fund ID, fund name and management company name, and comprises funds that have reported October 2024 returns as at 24 December 2024. This file is available for download upon login/registration of a free account.
Statistics
| Statistics (as at Nov 2024 ) | |
|---|---|
| 6.98 | |
| 2024 Return (%) | 2.31 |
| 2023 Return (%) | 6.28 |
| 3.69 | |
| 283.36 | |
| 12.36 | |
| -15.85 |
| Risk/Return | |
|---|---|
| 9.78 | |
| 7.39 | |
| 6.56 | |
| -31.75 | |
| 0.51 | |
| 0.67 | |
| 70.71 |
Historical Monthly Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.95 | 1.38 | -2.85 | -1.93 | -0.70 | 0.04 | 0.34 | -0.44 | 1.54 | 0.53 | 1.58 | n/a | 2.31 |
| 2023 | -2.88 | -1.29 | 3.33 | -1.62 | 2.79 | 2.31 | -1.55 | 0.82 | -1.64 | 5.23 | 3.09 | -2.08 | 6.28 |
| 2022 | -2.29 | -0.84 | 1.44 | -0.67 | 0.90 | 2.20 | 1.06 | 1.82 | 1.93 | 3.29 | -1.03 | 2.18 | 10.28 |
| 2021 | -1.21 | 1.76 | 4.18 | -0.06 | 1.32 | 1.04 | 1.03 | 2.20 | -0.50 | 1.91 | -0.03 | 1.95 | 14.36 |
| 2020 | -1.57 | -12.53 | -15.85 | 9.10 | 0.43 | 0.40 | 12.36 | 6.84 | 5.12 | 0.66 | -0.55 | -1.47 | -0.80 |
| 2019 | 3.30 | 0.47 | -2.19 | 0.30 | -1.28 | 0.97 | 1.12 | -1.12 | 1.29 | 2.54 | 1.54 | 1.20 | 8.32 |
| 2018 | -2.21 | -4.84 | -2.11 | 1.12 | -0.09 | -0.53 | 2.56 | 0.41 | 0.36 | -3.14 | 0.48 | -5.55 | -13.03 |
| 2017 | 1.41 | 0.51 | 1.30 | 0.92 | 0.58 | 0.40 | 0.64 | 0.67 | 0.88 | 0.41 | -0.16 | 1.17 | 9.06 |
| 2016 | -2.76 | -0.10 | 2.05 | 0.12 | 1.38 | -1.56 | 1.20 | 1.26 | 1.09 | 0.98 | 0.80 | 0.65 | 5.09 |
| 2015 | -0.02 | 2.24 | 0.42 | 0.26 | 0.77 | -0.02 | 1.04 | -4.74 | 0.72 | 0.81 | 0.53 | -0.76 | 1.09 |
| 2014 | -0.54 | 1.83 | 1.35 | 0.64 | 1.20 | 0.67 | -0.69 | 1.91 | 0.39 | -2.88 | 1.12 | -0.51 | 4.47 |
| 2013 | 1.63 | 0.40 | 1.39 | 0.61 | -3.07 | 0.14 | 2.50 | -0.28 | 1.95 | 1.81 | 0.76 | 1.41 | 9.53 |
| 2012 | 1.50 | 1.39 | -0.37 | 1.23 | -2.12 | 2.34 | -0.27 | 3.17 | 0.95 | -0.45 | 1.31 | 0.14 | 9.07 |
| 2011 | 1.12 | 1.15 | 1.31 | 1.90 | 1.45 | 0.73 | -1.48 | -10.25 | -1.14 | 1.14 | 0.06 | 3.49 | -1.20 |
| 2010 | -0.44 | 2.17 | 1.75 | -0.60 | -2.85 | 1.49 | 2.36 | 2.24 | 0.33 | 1.65 | 0.72 | 2.10 | 11.35 |
| 2009 | -0.86 | 2.54 | -1.32 | 3.99 | 2.17 | 2.75 | -0.87 | 1.41 | 1.32 | 0.02 | 3.81 | 2.84 | 19.10 |
| 2008 | -4.21 | 3.51 | 2.05 | 2.52 | 2.86 | 1.02 | 1.35 | 2.50 | -14.15 | -8.10 | -2.68 | 5.38 | -9.41 |
| 2007 | 1.81 | -1.24 | -1.21 | 2.21 | 3.12 | 0.88 | -1.57 | 0.34 | 3.02 | 1.94 | 2.16 | 2.74 | 14.97 |
| 2006 | 2.30 | 1.67 | 2.91 | 1.74 | 1.23 | 3.01 | 1.82 | 4.24 | 0.77 | 1.09 | 1.83 | 2.88 | 28.63 |
| 2005 | 0.28 | 0.69 | 1.04 | -4.56 | 2.78 | -0.04 | 0.82 | 4.41 | 6.35 | -0.35 | 3.17 | 2.36 | 17.86 |
* Based on 57.14% of funds which have reported November 2024 returns as at 24 December 2024
Copyright Eurekahedge 2005 - 2024, 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.
