| Feb 2024 Return: | 1.62% | 3-Month Return: | 4.35% | 2024 Return: | 2.35% | 2023 Return: | 6.48% | Bloomberg Ticker: | EHFI94 |
|---|
Index Returns
Download Constituents Download Index Returns
The Eurekahedge Fund of Funds Index (Bloomberg Ticker - EHFI94) is an equally weighted index of 382 constituent funds. The index is designed to provide a broad measure of the performance of underlying investment managers who exclusively invest in single manager hedge funds. The index is base weighted at 100 at Dec 1999, does not contain duplicate funds and is denominated in local currencies.
For more information on the index methodology, please click here.
Statistics
| Statistics (as at Feb 2024 ) | |
|---|---|
| 4.37 | |
| 2024 Return (%) | 2.35 |
| 2023 Return (%) | 6.48 |
| 4.35 | |
| 181.42 | |
| 4.69 | |
| -7.17 |
| Risk/Return | |
|---|---|
| 4.86 | |
| 3.47 | |
| 3.46 | |
| -19.85 | |
| 0.49 | |
| 0.68 | |
| 66.21 |
Download Statistics
Historical Monthly Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.72 | 1.62 | n/a | n/a | n/a | n/a | n/a | n/a | n/a | n/a | n/a | n/a | 2.35 |
| 2023 | 2.32 | -0.47 | -0.53 | 0.34 | -0.10 | 1.21 | 1.02 | -0.42 | -0.37 | -0.94 | 2.35 | 1.96 | 6.48 |
| 2022 | -2.29 | -0.58 | 0.81 | -1.27 | -1.53 | -2.12 | 1.32 | 0.22 | -1.82 | 0.68 | 0.67 | -0.26 | -6.05 |
| 2021 | 0.29 | 2.92 | 0.73 | 2.18 | 0.11 | 0.21 | -0.09 | 1.45 | -0.32 | 1.81 | -0.97 | 0.40 | 9.00 |
| 2020 | 0.44 | -1.78 | -7.17 | 3.86 | 2.11 | 1.84 | 2.41 | 2.20 | -0.60 | -0.03 | 4.15 | 3.35 | 10.73 |
| 2019 | 2.25 | 1.10 | 0.83 | 1.08 | -0.66 | 1.65 | 0.56 | -0.39 | -0.33 | 0.43 | 0.77 | 1.32 | 8.91 |
| 2018 | 2.05 | -1.33 | -0.69 | 0.57 | 0.41 | -0.32 | 0.26 | 0.15 | -0.17 | -2.65 | -0.55 | -1.45 | -3.73 |
| 2017 | 0.83 | 0.87 | 0.46 | 0.53 | 0.34 | -0.10 | 0.97 | 0.68 | 0.45 | 1.26 | 0.01 | 0.72 | 7.25 |
| 2016 | -2.51 | -0.96 | 0.94 | 0.43 | 0.49 | -0.40 | 1.47 | 0.38 | 0.32 | -0.37 | 0.08 | 0.77 | 0.57 |
| 2015 | 0.53 | 1.62 | 0.75 | 0.26 | 0.88 | -1.10 | 0.40 | -2.06 | -1.47 | 1.17 | 0.43 | -0.62 | 0.72 |
| 2014 | -0.40 | 1.61 | -0.53 | -0.53 | 1.15 | 0.88 | -0.27 | 0.90 | -0.16 | -0.40 | 1.31 | 0.27 | 3.85 |
| 2013 | 1.95 | 0.26 | 0.85 | 0.76 | 0.62 | -1.60 | 1.05 | -0.68 | 1.33 | 1.38 | 1.31 | 1.05 | 8.53 |
| 2012 | 1.73 | 1.45 | 0.00 | -0.24 | -1.48 | -0.22 | 0.89 | 0.59 | 0.76 | -0.26 | 0.37 | 1.11 | 4.76 |
| 2011 | 0.03 | 0.76 | -0.07 | 1.19 | -1.00 | -1.20 | 0.29 | -2.45 | -2.43 | 1.13 | -0.84 | -0.32 | -4.87 |
| 2010 | -0.46 | 0.25 | 1.75 | 0.83 | -2.51 | -0.78 | 0.76 | 0.11 | 2.03 | 1.44 | -0.13 | 2.00 | 5.33 |
| 2009 | 0.50 | -0.50 | 0.14 | 1.11 | 3.10 | 0.19 | 1.62 | 1.04 | 1.62 | -0.12 | 0.89 | 0.62 | 10.66 |
| 2008 | -2.78 | 1.56 | -2.54 | 1.15 | 1.67 | -0.77 | -2.47 | -1.41 | -5.94 | -5.87 | -2.21 | -0.97 | -19.05 |
| 2007 | 1.27 | 0.76 | 0.93 | 1.80 | 2.10 | 0.76 | 0.55 | -2.05 | 2.23 | 3.00 | -1.52 | 0.53 | 10.74 |
| 2006 | 2.98 | 0.37 | 1.71 | 1.79 | -1.99 | -0.58 | -0.09 | 0.80 | 0.00 | 1.65 | 1.84 | 1.78 | 10.64 |
| 2005 | 0.06 | 1.46 | -0.50 | -1.36 | 0.36 | 1.40 | 1.77 | 0.86 | 1.71 | -1.55 | 1.78 | 2.04 | 8.24 |
| 2004 | 1.52 | 1.19 | 0.46 | -0.77 | -0.90 | 0.30 | -0.48 | 0.06 | 0.96 | 0.73 | 2.45 | 1.47 | 7.16 |
| 2003 | 0.79 | 0.34 | -0.02 | 1.35 | 2.10 | 0.78 | 0.28 | 0.86 | 1.16 | 1.59 | 0.62 | 1.60 | 12.06 |
| 2002 | 0.51 | -0.09 | 0.78 | 0.60 | 0.59 | -0.69 | -1.05 | 0.45 | -0.34 | -0.20 | 0.82 | 0.76 | 2.14 |
| 2001 | 1.56 | 0.31 | 0.11 | 0.57 | 1.00 | 0.12 | -0.14 | 0.67 | -0.92 | 0.82 | 0.44 | 1.01 | 5.68 |
| 2000 | 1.08 | 4.69 | 0.45 | -1.82 | -0.26 | 1.96 | 0.32 | 2.12 | -0.09 | -0.27 | -0.39 | 1.68 | 9.74 |
* Based on 2.36% of funds which have reported February 2024 returns as at 7 March 2024
Download Index Returns
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.
' + glConvertStringToSuperscriptHtml(_name) + ''; } else { return '
' + glConvertStringToSuperscriptHtml(_name) + 'x'; } } }, tooltip: { enabled: true, shared: true, formatter: function () { var p = ""; var s = ""; if (this.points[0].y != 0) { s = Highcharts.dateFormat('%B %Y', this.x) + '
'; $.each(this.points, function (i, point) { var name = point.series.name.replace(/&/g, '&'); name = glConvertStringToSuperscriptHtml(name); s += '' + name + ': ' + Highcharts.numberFormat(point.y, 0) + '
'; }); return s; } else return false; } }, plotOptions: { series: { marker: { enabled: false, radius: 2 }, events: { legendItemClick: function (event) { var series = this; var index = series.index; var _name = this.name; compareList.splice(index, 1); if (_name === indexName) { return false; } else { this.remove(); } } } } }, series: seriesOptions }); } function CompareItemAddedAlready(newitem) { var addedAlready = false; $.each(compareList, function (i, item) { if (item.dataType == newitem.dataType && item.Id == newitem.Id) { addedAlready = true; return true; } }); return addedAlready; } function addCompareItem() { if (compareList.length == 0) { return false; } var Ids = ""; var j = 0; $.each(compareList, function (i, item) { Ids = Ids + item.dataType + "." + item.Id + "|"; }); if (chart != undefined) { // chart.series = []; // chart.points = []; RemoveAllSeries(); chart = null; } // Index 0 should always appear first addMultiSeries(compareList[0], Ids, compareList[0].color != "" ? compareList[0].color : colors[j], 0); j = j + 1; // and delay compares setTimeout(function () { for (i = 1; i < compareList.length; i++) { if (j > colors.length) { j = 0 } if (compareList[i].color != "") { color = compareList[i].color } else { color = colors[j] } addMultiSeries(compareList[i], Ids, color, i); j = j + 1 } }, 1000); } $(document).ready(function () { document.getElementById('idxname').innerHTML = document.getElementById('hdnindexname').value; //document.getElementById('tkrlatestreturn').innerHTML = document.getElementById('hdnlatestreturn').value; // document.getElementById('tkr3month').innerHTML = document.getElementById('hdn3months').value; //document.getElementById('tkrytd').innerHTML = document.getElementById('hdnytd').value; //document.getElementById('tkrprevytd').innerHTML = document.getElementById('hdnprevytd').value; //document.getElementById('smallidxname').innerHTML = document.getElementById('hdnindexname').value; ViewIndexName = document.getElementById('hdnindexname').value; ViewIndexId = document.getElementById('hdnindexid').value; ViewIndexType = document.getElementById('hdnindextype').value; ViewdirType = document.getElementById('hdndirtype').value; bbticker = document.getElementById('hdnbbticker').value; if (bbticker != "") { // document.getElementById('tkrbbtkr').innerHTML = document.getElementById('hdnbbticker').value; } else { // document.getElementById('tkrbbtkr').innerHTML = "n/a"; } if (ViewIndexId == 473) { // document.getElementById('ad_div').innerHTML = ""; } else if (ViewIndexId == 166) { // document.getElementById('ad_div').innerHTML = ""; } else if (ViewIndexId == 90) { // document.getElementById('ad_div').innerHTML = ""; } else if (ViewIndexId == 80) { // document.getElementById('ad_div').innerHTML = ""; } else if (ViewIndexId == 156) { // document.getElementById('ad_div').innerHTML = ""; } else { document.getElementById('ad_div').innerHTML = ""; } addSeries(); RewriteUrl(); });$(function () { $("#ddlindex").change(function () { if (compareList.length == 0) { var newCompareItem = { "dataType": ViewIndexType, "Id": ViewIndexId, "label": ViewIndexName, "Index": 0, "color": colors[0] }; if (!CompareItemAddedAlready(newCompareItem)) { compareList.push(newCompareItem); } } var indexId = $("#ddlindex").val(); if (indexId != 0 && indexId != "") { var dataType = indexId.split(".")[0]; var id = indexId.split(".")[1]; var newCompareItem = { "dataType": dataType, "Id": id, "label": $("#ddlindex option:selected").text().trim(), "Index": compareList.length, "color": colors[compareList.length] }; if (!CompareItemAddedAlready(newCompareItem)) { compareList.push(newCompareItem); } addCompareItem(); } });});function fillStrategies(RegionName) { strat = ''; var ActionUrl = '/Indices/FillStrategies?IndexType=' + ViewIndexType + '&DirType=' + ViewdirType + '®ion=' + RegionName; $.ajax({ type: "GET", url: ActionUrl, success: function (data) { var markup = "
"; for (var x = 0; x < data.length; x++) { markup += "
"; } $("#ddlstrategy").html(markup); // $("#ddlstrategy").val(strat); $("#ddlstrategy").trigger("chosen:updated"); } }); fillCurrencies(RegionName, ""); LoadIndex(RegionName, "", "", 0); LoadTicker(RegionName, "", "", 0); } function fillCurrencies(RegionName, stratname) { var ActionUrl = '/Indices/FillCurrencies?IndexType=' + ViewIndexType + '&DirType=' + ViewdirType + '®ion=' + RegionName + '&strategy=' + stratname; $.ajax({ type: "GET", url: ActionUrl, success: function (data) { var markup = "
"; for (var x = 0; x < data.length; x++) { markup += "
"; } $("#ddlcurrency").html(markup); // $("#ddlstrategy").val(strat); $("#ddlcurrency").trigger("chosen:updated"); } }); } function StrategyChange(StrategyName) { var RegionName = $('#ddlregion').chosen().val(); fillCurrencies(RegionName, StrategyName); LoadTicker(RegionName, StrategyName, "", 0); LoadIndex(RegionName, StrategyName, "", 0); } function USDChange(currtype) { var RegionName = $('#ddlregion').chosen().val(); LoadTicker(RegionName, "", currtype, 0); LoadIndex(RegionName, "", currtype, 0); } function HedgeChange(indexid) { LoadTicker("", "", "", indexid); LoadIndex("", "", "", indexid); } function MebiChange(indexid) { LoadTicker("", "", "", indexid); LoadIndex("", "", "", indexid); } function CboeChange(indexid) { LoadTicker("", "", "", indexid); LoadIndex("", "", "", indexid); } function clearCurrency() { $('#ddlcurrency').empty() .append("
").trigger("chosen:updated"); } function DBiChange(indexid) { debugger; if (indexid == 690 || indexid == 691 || indexid == 692 || indexid == 693 || indexid == 694) { fillCurrencies("", ""); } else { clearCurrency(); } LoadTicker("", "", "", indexid); LoadIndex("", "", "", indexid); } function LoadIndex(RegionName, StrategyName, currtype, IndexId) { var ActionUrl = '/Indices/IndexViewChange?IndexType=' + ViewIndexType + '&DirType=' + ViewdirType + '®ion=' + RegionName + '&strategy=' + StrategyName + '&currtype=' + currtype + '&IndexId=' + IndexId; $.ajax({ type: "GET", url: ActionUrl, success: function (data) { RemoveAllSeries(); compareList = []; $('#divtables').html(data); // $('#divticker').html(data); } }); } function LoadTicker(RegionName, StrategyName, currtype, IndexId) { var ActionUrl = '/Indices/IndexTickerChange?IndexType=' + ViewIndexType + '&DirType=' + ViewdirType + '®ion=' + RegionName + '&strategy=' + StrategyName + '&currtype=' + currtype + '&IndexId=' + IndexId; $.ajax({ type: "GET", url: ActionUrl, success: function (data) { $('#divticker').html(data); // $('#divticker').html(data); } }); } // Currency dropdown for DBi, we can't apply existing currency logic to this as it is a custom index. function DBICurrency(IndexId) { var dom = $('#ddlcurrency'); dom.empty(); var currencies = []; $.each(currencies, function (obj, text) { dom.append($('
').val(obj.StrategyName).html(obj.StrategyName)); }); dom.trigger("chosen:updated"); } function showRegForm() { var userid = '0'; if (userid > 0) { DownloadReturns(); } else { var content = $('#modal3'); $.modal(content, { autoResize: true, overlayClose: true, closeHTML: '', closeClass: 'close-modal', minHeight: 600, minWidth: 200, }); $(".simplemodal-container").css("top", "118px"); } } function Submit3() { var name = document.getElementById("txtname").value; var email = document.getElementById("txtemail").value; var phone = document.getElementById("txtphone").value; var pwd = document.getElementById("txtpwd").value; if (document.getElementById("txtname").value == "") { alert("Please enter your name"); return false; } if (document.getElementById("txtemail").value == "") { alert("Please enter your email"); return false; } if (document.getElementById("txtpwd").value == "") { alert("Please enter a password"); return false; } if (document.getElementById("txtphone").value == "") { alert("Please enter your phone number"); return false; } if (jIndicesReg.IndicesReg() == true) { var ActionUrl = '/Indices/IndicesRegister?Name=' + name + '&Email=' + email + '&Pwd=' + pwd + '&Phone=' + phone; $.ajax({ type: "GET", dataType: "json", url: ActionUrl, success: function (data) { ActionUrl = '/Login/AjaxIndicesLogin?EmailAddress=' + email + '&Password=' + pwd; $.ajax({ type: "GET", dataType: "json", url: ActionUrl, success: function (data) { $.modal.close(); DownloadReturns(); } }); } }); } } function ExportExcel(indexid) { IndexType = document.getElementById('hdnindextype').value; var ActionUrl = '/Indices/ExportIndexConstituentsToExcel?IndexType=' + IndexType + '&IndexId=' + IndexId; return ActionUrl; } function DownloadReturns() { IndexType = document.getElementById('hdnindextype').value; IndexId = document.getElementById('hdnindexid').value; DirType = document.getElementById('hdndirtype').value; ActionUrl = '/Indices/ExportIndexReturnsToExcel?IndexType=' + IndexType + '&IndexId=' + IndexId; location.href = ActionUrl; } function DownloadStatistics() { IndexType = document.getElementById('hdnindextype').value; IndexId = document.getElementById('hdnindexid').value; DirType = document.getElementById('hdndirtype').value; ActionUrl = '/Indices/ExportIndexStatisticsToExcel?IndexType=' + IndexType + '&IndexId=' + IndexId; return ActionUrl; } function RewriteUrl() { var url = document.getElementById('hdnurlname').value; var pageurl =""; IndexType = document.getElementById('hdnindextype').value; NewIndexId = document.getElementById('hdnindexid').value; if (IndexType == "Mizuho" || IndexType == "AssetWeighted") { pageurl = "/Indices/IndexView/AssetWeighted/" + NewIndexId + "/" + url; } else { pageurl = "/Indices/IndexView/" + IndexType + "/" + NewIndexId + "/" + url; } //var pageurl = "/Indices/IndexView/Special/265/Eurekahedge-Fund-of-Funds-Index" + "/" + IndexType + "/" + NewIndexId + "/" + url; if (pageurl != window.location) { if (history.pushState) { window.history.pushState({ path: pageurl }, '', pageurl); } } //stop refreshing to the page given in return false; } function DownloadMizuho(dtnav) { IndexType = document.getElementById('hdnindextype').value; IndexId = document.getElementById('hdnindexid').value; DirType = document.getElementById('hdndirtype').value; var userid = '0'; var navdate = '2/1/2024 12:00:00 AM'; if (userid > 0) { var ActionUrl = '/Indices/CheckMizuhoAccess?IndexType=' + IndexType + '&DirType=' + DirType + '&IndexId=' + IndexId; $.ajax({ type: "GET", dataType: "json", url: ActionUrl, success: function (data) { // console.log(data.HasAccess); if (data.HasAccess == "no") { alert("AssetWeighted Eurekahedge Index Datafeed Subscribers Only. The AssetWeighted Eurekahedge Index constituent list is only available to AssetWeighted Eurekahedge Index Datafeed subscribers. To amend your current subscription to include datafeeds please contact your account manager or email us at indices@eurekahedge.com."); } else { ActionUrl = '/Indices/ExportIndexConstituentsToExcel?Indextype=' + IndexType + '&IndexId=' + IndexId + '&navdate=' + dtnav + '&maxdate=' + navdate; location.href = ActionUrl; } } }); } else { ActionUrl = '/Login?ReturnUrl=%2FIndices%2FIndexView%2FSpecial%2F265%2FEurekahedge-Fund-of-Funds-Index'; location.href = ActionUrl; } } function DownloadRiskPremiattoExcel() { IndexType = document.getElementById('hdnindextype').value; IndexId = document.getElementById('hdnindexid').value; DirType = document.getElementById('hdndirtype').value; var userid = '0'; var navdate = '2/1/2024 12:00:00 AM'; var ActionUrl; if (userid > 0) { ActionUrl = '/Indices/CheckRiskPremiaIndexAccess?IndexId=' + IndexId; $.ajax({ type: "GET", dataType: "json", url: ActionUrl, success: function (data) { // console.log(data.HasAccess); if (data.HasAccess == "no") { //alert("Eurekahedge Datafeed Subscribers Only, The " + region + " index constituent list is available to " + region + " Fund Datafeed subscribers. Please contact us at database@eurekahedge.com or in Singapore on +65 6212 0925 from Monday to Friday, 1am to 9pm GMT for more information."); //alert("Access to index data is available to Subscribers only. Please contact advisor@eurekahedge.com or call +65 6212 0925 from Monday to Friday, 1am to 9pm GMT for more information."); $.ehmodal("Access to this index data is available to Subscribers only. Please contact advisor@eurekahedge.com or call +65 6212 0925 from Monday to Friday, 1am to 9pm GMT for more information.", { maxWidth: 486, maxHeight: 210, title: "Subscription required" }); } else { ActionUrl = '/Indices/ExportIndexReturnsToExcel?Indextype=' + IndexType + '&IndexId=' + IndexId + '&navdate=' + navdate + '&maxdate=' + navdate; location.href = ActionUrl; } } }); } else { ActionUrl = '/Login?ReturnUrl=%2FIndices%2FIndexView%2FSpecial%2F265%2FEurekahedge-Fund-of-Funds-Index'; location.href = ActionUrl; } }
