Indices

Eurekahedge ILS Advisers Index

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

SPECIALIST ALTERNATIVE FUND INDICES

INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

Oct 2024 Return: 0.86% 3-Month Return: 4.52% 2024 Return: 10.55% 2023 Return: 13.89% Bloomberg Ticker: EHFI300
                                                 

Index Returns

The Eurekahedge ILS Advisers Index is ILS Advisers and Eurekahedge’s collaborative equally weighted index of 26 constituent funds. The index is designed to provide a broad measure of the performance of underlying hedge fund managers who explicitly allocate to insurance linked investments and have at least 70% of their portfolio invested in non-life risk. The index is base weighted at 100 at December 2005, does not contain duplicate funds and is denominated in local currencies.

The Eurekahedge ILS Advisers Index is tracked by ILS Adviser’s ‘ILS Diversified Ltd’, a fund of hedge funds solely invested in insurance-linked securities (ILS). The index methodology is available here.

For more information about ILS Advisers, please visit http://www.ilsadvisers.com.

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

Statistics

Statistics (as at Oct 2024 )  
4.57
2024 Return (%) 10.55
2023 Return (%) 13.89
4.52
132.13
1.90
-8.61
Risk/Return
3.49
3.00
1.34
-12.50
0.74
0.86
86.28

Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 1.17 1.10 0.76 0.50 0.01 0.76 1.34 1.69 1.90 0.86 n/a n/a 10.55
2023 1.11 0.84 1.14 1.12 1.26 1.29 0.81 1.48 1.31 1.42 0.74 0.57 13.89
2022 0.25 0.08 0.03 0.00 0.07 -0.09 0.24 0.80 -6.88 0.97 1.23 1.35 -2.21
2021 0.13 -0.60 0.26 0.27 0.57 0.31 0.18 -0.43 -0.47 0.20 0.40 0.23 1.04
2020 0.61 0.32 -0.70 -0.16 0.12 0.67 0.69 0.69 1.07 -0.08 -0.04 0.24 3.48
2019 0.52 -0.01 -0.08 -0.69 -1.13 0.27 0.41 0.09 1.42 -0.39 0.22 0.30 0.92
2018 0.54 0.08 -0.24 -0.28 0.19 0.27 0.61 0.45 -0.08 -0.81 -3.68 -0.97 -3.92
2017 0.36 0.32 0.21 0.15 0.19 0.40 0.56 -0.31 -8.61 0.40 0.68 0.27 -5.60
2016 0.21 0.53 0.40 0.40 0.04 0.26 0.41 0.86 1.03 0.42 0.31 0.18 5.19
2015 0.39 0.24 0.21 0.08 0.16 0.15 0.40 0.84 1.03 0.27 0.31 0.08 4.24
2014 0.50 0.50 0.45 0.32 0.08 0.21 0.41 0.81 0.86 0.60 0.14 0.42 5.42
2013 0.67 0.74 0.64 0.85 0.44 0.00 0.40 0.92 1.20 0.61 0.48 0.42 7.61
2012 0.18 0.19 0.32 0.43 0.58 0.57 0.61 0.94 1.18 -0.51 0.27 1.01 5.93
2011 0.70 0.18 -3.94 0.06 0.21 0.72 0.68 0.13 0.54 0.74 -0.03 -0.04 -0.14
2010 0.92 0.94 0.45 0.49 0.28 0.16 0.51 0.75 1.16 0.90 0.29 0.42 7.52
2009 0.36 0.22 0.28 0.59 0.51 1.33 1.03 1.03 1.58 1.06 0.14 0.52 8.99
2008 0.93 0.75 0.67 0.27 0.46 0.53 0.56 0.59 -0.71 -0.59 0.25 0.06 3.83
2007 1.60 1.56 0.92 0.75 0.74 0.95 0.95 0.96 1.37 1.09 0.85 0.74 13.22
2006 0.65 0.63 0.93 0.70 -0.82 0.15 0.62 0.81 1.32 1.37 0.84 1.18 8.68
* Based on 15.38% of funds which have reported October 2024 returns as at 14 November 2024
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