Indices

CBOE Eurekahedge Relative Value 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

Nov 2019 Return: 0.02% 3-Month Return: -0.24% 2019 Return: -1.58% 2018 Return: -3.91% Bloomberg Ticker: EHFI452
                                      

Index Returns

The CBOE Eurekahedge Relative Value Volatility Index is an equally weighted index of 23 constituent funds. The index is designed to provide a broad measure of the performance of underlying hedge fund managers that trade relative value or opportunistic volatility strategies. Managers utilizing the strategy can pursue long, short or neutral views on volatility with a goal of positive absolute return. The CBOE Eurekahedge Volatility Arbitrage Index is a collaborative index between Eurekahedge and the Chicago Board Options Exchange.

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 2019 returns as at 9 December 2019. This file is available for download upon login/registration of a free account.

Statistics

Statistics (as at Nov 2019 )  
7.53
2019 Return (%) -1.58
2018 Return (%) -3.91
-0.24
195.13
5.02
-3.06
Risk/Return
3.82
2.02
3.59
-6.31
1.45
2.74
76.54

Historical Monthly Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2019 0.65 0.14 -0.12 0.28 0.01 -0.14 0.04 -2.18 0.28 -0.54 0.02 n/a -1.58
2018 -0.20 -2.16 -0.21 0.74 1.00 0.23 0.72 0.46 0.37 -1.98 0.21 -3.06 -3.91
2017 0.92 -0.20 0.69 0.41 -0.20 -0.01 0.14 0.39 0.14 0.50 0.21 0.19 3.23
2016 -0.54 0.93 2.00 0.69 1.49 -0.27 1.09 0.73 0.56 0.25 0.00 0.31 7.44
2015 -0.20 1.86 0.60 1.06 0.57 -0.38 1.40 -2.19 -0.21 2.34 -0.03 -0.38 4.47
2014 -0.12 0.32 0.30 0.02 0.60 0.64 -0.79 1.10 -0.72 -2.03 1.20 -0.83 -0.36
2013 1.95 0.08 0.96 -0.01 -0.83 0.19 1.41 -1.09 1.53 0.40 0.63 0.70 6.04
2012 1.76 0.81 1.43 0.04 -0.86 0.19 0.65 1.47 1.12 0.48 1.20 0.21 8.81
2011 0.67 0.91 0.55 0.85 0.08 -0.53 0.20 -1.11 1.83 1.33 -0.17 0.76 5.46
2010 0.78 1.11 -0.32 0.35 -2.28 -0.78 2.10 2.67 -0.37 1.44 1.22 0.94 6.98
2009 2.10 0.91 0.15 1.61 2.03 0.75 -0.70 0.37 1.20 0.48 0.37 1.22 10.97
2008 0.41 2.58 2.06 1.09 2.77 -0.69 0.12 1.73 1.33 0.31 2.23 5.02 20.56
2007 2.02 0.62 1.29 -0.51 1.12 1.01 1.75 1.78 1.30 0.86 2.19 2.41 17.01
2006 1.86 1.48 3.16 2.06 1.19 0.81 0.41 1.16 0.97 1.58 0.86 0.95 17.75
2005 0.14 -0.54 2.15 -1.52 2.39 0.45 0.14 2.89 0.43 1.76 1.93 1.85 12.66
* Based on 39.13% of funds which have reported November 2019 returns as at 9 December 2019
Copyright Eurekahedge 2005 - 2019, 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.
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