Indices

Eurekahedge ILS Advisers Index - USD Hedged

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

SPECIALIST ALTERNATIVE FUND INDICES

INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

Nov 2024 Return: 1.14% 3-Month Return: 4.00% 2024 Return: 12.32% 2023 Return: 14.94% Bloomberg Ticker: EHFI804
                                  

Index Returns

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The Eurekahedge ILS Advisers Index - USD Hedged is ILS Advisers and Eurekahedge’s collaborative equally weighted index of 25 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 USD hedged. The Eurekahedge ILS Advisers - USD Hedged Index utilises the month end FX spot rates and factors in the hedging cost for all non-USD denominated index constituents.

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

Statistics

Statistics (as at Nov 2024 )  
4.94
2024 Return (%) 12.32
2023 Return (%) 14.94
4.00
148.92
1.95
-8.58
Risk/Return
3.51
2.97
1.43
-11.80
0.84
0.99
87.67
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Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 1.22 1.15 0.81 0.56 0.06 0.82 1.38 1.75 1.95 0.87 1.14 n/a 12.32
2023 1.19 0.92 1.22 1.21 1.35 1.38 0.90 1.58 1.37 1.47 0.79 0.62 14.94
2022 0.26 0.09 0.05 0.02 0.09 -0.07 0.28 0.85 -6.83 1.02 1.30 1.43 -1.77
2021 0.14 -0.59 0.27 0.29 0.58 0.32 0.19 -0.42 -0.46 0.21 0.41 0.25 1.18
2020 0.64 0.35 -0.67 -0.14 0.14 0.68 0.70 0.70 1.08 -0.07 -0.03 0.25 3.69
2019 0.56 0.04 -0.04 -0.64 -1.08 0.32 0.45 0.13 1.46 -0.35 0.26 0.33 1.43
2018 0.57 0.11 -0.21 -0.25 0.22 0.31 0.65 0.49 -0.04 -0.77 -3.64 -0.92 -3.50
2017 0.38 0.34 0.22 0.18 0.21 0.43 0.59 -0.29 -8.58 0.43 0.71 0.30 -5.34
2016 0.23 0.55 0.41 0.42 0.06 0.28 0.43 0.88 1.05 0.44 0.33 0.20 5.38
2015 0.40 0.25 0.22 0.09 0.17 0.16 0.41 0.85 0.99 0.28 0.32 0.10 4.30
2014 0.50 0.50 0.45 0.32 0.08 0.21 0.41 0.81 0.86 0.61 0.14 0.43 5.44
2013 0.68 0.75 0.64 0.85 0.44 0.00 0.40 0.92 1.20 0.64 0.49 0.42 7.67
2012 0.18 0.19 0.32 0.43 0.59 0.57 0.62 0.94 1.19 -0.51 0.27 1.02 5.95
2011 0.70 0.18 -3.94 0.06 0.21 0.71 0.67 0.12 0.53 0.73 -0.04 -0.04 -0.20
2010 0.92 0.94 0.45 0.49 0.29 0.16 0.52 0.75 1.17 0.90 0.29 0.42 7.54
2009 0.35 0.22 0.28 0.59 0.51 1.33 1.04 1.03 1.58 1.06 0.14 0.52 8.99
2008 0.99 0.77 0.69 0.26 0.46 0.52 0.55 0.58 -0.72 -0.57 0.25 0.07 3.91
2007 1.68 1.64 1.00 0.83 0.82 1.03 1.02 1.03 1.45 1.16 0.91 0.81 14.23
2006 0.74 0.73 1.03 0.80 -0.72 0.25 0.73 0.92 1.42 1.47 0.94 1.27 10.01
* Based on 12.00% of funds which have reported November 2024 returns as at 24 December 2024
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