The CBOE Eurekahedge Short Volatility Index is an equally weighted index of 5 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. The CBOE Eurekahedge Short Volatility 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 July 2020 returns as at 20 September 2020. This file is available for download upon login/registration of a free account.
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