Indices
Strategy Return Map
EQUAL WEIGHTED HEDGE FUND INDICES
ASSET WEIGHTED HEDGE FUND INDICES
SPECIALIST ALTERNATIVE FUND INDICES
INVESTIBLE BENCHMARK INDICES
METHODOLOGIES
INDEX PRESS RELEASES
- Index Flash Update (February 2020)
- Index Flash Update (January 2020)
- Index Flash Update (December 2019)
- Eurekahedge launches new benchmark Eurekahedge Multi-Factor Risk Premia Index
- Eurekahedge and CBOE launch four benchmark indices tracking volatility-based investment strategies
- Eurekahedge and MPI announce new benchmark index tracking the top 50 hedge funds
- Eurekahedge and ILS Advisers launch new USD hedge index
- Eurekahedge launches new insurance linked securities index
- Mizuho-Eurekahedge Index goes live
- Mizuho-Eurekahedge Index press release
- EU Benchmark Regulation
Strategies deployed by managers vary significantly under different macro environments. The following colour map displays the various strategic returns since 2000 which is useful for visualising hedge fund strategies versus returns over the years.
|
2000
CTA/Managed Futures
21.27 Long Short Equities
19.65 Relative Value
17.41 Arbitrage
17.36 Multi-Strategy
15.58 Macro
14.53 Event Driven
12.40 Distressed Debt
11.42 Fixed Income
10.63 |
2001
Distressed Debt
16.39 Fixed Income
14.56 Event Driven
13.52 Relative Value
13.08 Multi-Strategy
12.86 Macro
10.66 Long Short Equities
10.02 Arbitrage
9.88 CTA/Managed Futures
9.76 |
2002
CTA/Managed Futures
21.36 Macro
11.26 Multi-Strategy
10.84 Fixed Income
10.06 Relative Value
9.13 Arbitrage
7.98 Distressed Debt
6.77 Event Driven
2.67 Long Short Equities
1.12 |
2003
Distressed Debt
33.76 Long Short Equities
23.84 Event Driven
23.40 Relative Value
22.72 Multi-Strategy
21.55 Macro
21.37 CTA/Managed Futures
17.04 Fixed Income
15.94 Arbitrage
11.03 |
2004
Distressed Debt
20.15 Event Driven
14.85 Multi-Strategy
12.61 Long Short Equities
11.08 Fixed Income
9.11 Relative Value
8.62 CTA/Managed Futures
7.42 Macro
6.56 Arbitrage
5.37 |
2005
Long Short Equities
13.83 Multi-Strategy
11.76 Distressed Debt
11.41 Event Driven
10.87 Macro
10.35 CTA/Managed Futures
8.61 Relative Value
7.42 Fixed Income
6.29 Arbitrage
4.00 |
2006
Event Driven
17.47 Distressed Debt
16.93 Multi-Strategy
16.92 Long Short Equities
15.22 Relative Value
12.82 Arbitrage
11.46 CTA/Managed Futures
10.59 Macro
10.11 Fixed Income
8.42 |
2007
Multi-Strategy
15.27 CTA/Managed Futures
15.11 Long Short Equities
14.55 Macro
14.46 Relative Value
12.35 Distressed Debt
9.81 Event Driven
9.39 Arbitrage
8.51 Fixed Income
5.12 |
2008
CTA/Managed Futures
19.45 Macro
3.46 Relative Value
-7.48 Arbitrage
-8.02 Multi-Strategy
-9.88 Fixed Income
-10.99 Long Short Equities
-19.02 Event Driven
-20.90 Distressed Debt
-25.44 |
2009
Event Driven
39.99 Distressed Debt
35.71 Long Short Equities
25.84 Fixed Income
25.10 Relative Value
23.81 Arbitrage
22.98 Multi-Strategy
21.24 Macro
14.91 CTA/Managed Futures
6.35 |
2010
Distressed Debt
22.74 Event Driven
15.72 CTA/Managed Futures
13.45 Fixed Income
12.98 Relative Value
12.87 Long Short Equities
10.77 Multi-Strategy
9.68 Arbitrage
8.72 Macro
7.58 |
2011
Fixed Income
4.41 CTA/Managed Futures
2.23 Arbitrage
1.22 Distressed Debt
1.21 Relative Value
0.90 Macro
0.53 Multi-Strategy
-1.21 Event Driven
-4.38 Long Short Equities
-5.86 |
2012
Distressed Debt
14.29 Fixed Income
11.69 Event Driven
11.16 Relative Value
9.83 Long Short Equities
8.54 Multi-Strategy
7.92 Arbitrage
7.17 Macro
4.86 CTA/Managed Futures
2.81 |
2013
Long Short Equities
16.31 Distressed Debt
15.25 Event Driven
14.38 Multi-Strategy
8.25 Arbitrage
7.47 Relative Value
6.96 Fixed Income
5.89 Macro
4.37 CTA/Managed Futures
0.80 |
2014
CTA/Managed Futures
10.03 Multi-Strategy
5.25 Macro
5.25 Fixed Income
4.44 Long Short Equities
3.90 Relative Value
3.51 Arbitrage
3.45 Event Driven
3.28 Distressed Debt
1.77 |
2015
Arbitrage
5.03 Long Short Equities
3.69 Multi-Strategy
2.55 Relative Value
2.13 Macro
2.08 CTA/Managed Futures
1.21 Fixed Income
1.05 Event Driven
-0.40 Distressed Debt
-4.17 |
2016
Distressed Debt
13.92 Event Driven
10.63 Relative Value
7.58 Fixed Income
6.71 Multi-Strategy
5.53 Arbitrage
4.97 Long Short Equities
3.86 Macro
3.41 CTA/Managed Futures
2.41 |
2017
Long Short Equities
13.06 Event Driven
9.95 Multi-Strategy
8.62 Relative Value
7.03 Fixed Income
6.54 Arbitrage
5.53 Distressed Debt
4.58 Macro
4.44 CTA/Managed Futures
2.60 |
2018
Distressed Debt
6.15 Fixed Income
0.24 Relative Value
-0.15 Arbitrage
-0.56 Macro
-2.72 Event Driven
-2.75 CTA/Managed Futures
-3.55 Multi-Strategy
-3.79 Long Short Equities
-6.25 |
2019
Long Short Equities
11.20 Macro
8.53 Multi-Strategy
8.04 Fixed Income
7.87 Event Driven
7.16 Arbitrage
5.73 CTA/Managed Futures
5.45 Relative Value
5.32 Distressed Debt
3.43 |
2020
Fixed Income
0.89 CTA/Managed Futures
0.68 Multi-Strategy
0.47 Arbitrage
0.45 Relative Value
0.20 Distressed Debt
0.14 Long Short Equities
-0.44 Macro
-0.52 Event Driven
-0.72 |
