The CBOE Eurekahedge Long Volatility Index is an equally weighted index of 10 constituent funds. The index is designed to provide a broad measure of the performance of underlying hedge fund managers who take a net long view on implied volatility with a goal of positive absolute return. The CBOE Eurekahedge Long 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 January 2021 returns as at 7 March 2021. This file is available for download upon login/registration of a free account.
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