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EurekaHedge Hedge Fund Indices

The Eurekahedge Hedge Fund Index is the world’s largest equal weighted suite of over 200 alternative fund indices. With subsets based on region, country, strategy and fund size, it is a popular benchmarking tool for single- and multi-manager clients seeking to benchmark against a relevant index that more closely mirrors their regional and strategic mandates and for investors looking to ensure that their managers are outperforming a “bucket” of their peers. Eurekahedge is dedicated to the collation, development and continuous improvement of alternative investment data. Primary indices include: Hedge Fund Index, Fund of Funds Index, Long-Only Absolute, and Islamic Fund Index. Regional indices include: North American, European, Eastern Europe & Russia, Japan, Emerging Markets, Asia ex-Japan, and Latin American. 

  • The Mizuho-Eurekahedge Index is an asset weighted suite of indices. It is an interactive index that provides free access to bespoke indices online and allows the creation of customized indices by strategy and investment region. Utilizing a new and rigid methodology, this suite of global indices can easily be customized by investors for portfolio benchmarking and the building of investment products such as ETFs, investible indices and replication indices.
  • The Eurekahedge ILS Advisers Index is ILS Advisers and Eurekahedge’s collaborative equally weighted index of 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 percent of their portfolio invested in non-life risk.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 300 indices, primarily index data with detailed constituent Fund data available upon request.

Some of the Eurekahedge and Mizuho-Eurekahedge Indices include: 

  • Arbitrage Fund of Funds Indices, Eurekahedge Asia Indexes, Australia/New Zealand, CTA, Distressed Debt, Emerging Markets, Europe, Event-driven, Global, Greater China, Islamic Fund, Japan, Latin America, Multi-Strategy, North America, Taiwan, etc.

Data items available include Index levels (NAV), monthly returns on the index (NAV), and ratios:

  • Annualised Return (%), Annualised Std Deviation (%), Best Monthly Return (%), Downside Deviation (%), Last 3 Months (%), Maximum Drawdown (%), Percentage of Positive Mths (%), Rise in NAV Since Inception Date, Sharpe Ratio (x), Sortino Ratio (x), Worst Monthly Return (%), etc.

 

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