EuroHedge Convertible & Equity Arbitrage EUR Index

Live

This index is the median of all convertible & equity arbitrage EUR funds in the EuroHedge Database.

Performance chart
IndexComposite
Statistics

Monthly returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
20202.79%2.27% (4.02%)3.23%1.06%2.69%8.09%
2019 (0.32%) (0.52%)1.02% (0.69%)0.68%0.89%1.79%1.51% (1.51%) (0.48%)0.86%0.71%3.95%
20180.67% (0.90%) (0.55%)0.50% (0.34%) (1.59%) (1.44%)0.38% (0.19%) (6.53%) (2.29%) (0.78%) (12.49%)
20171.06%1.57% (0.98%)0.58%0.18% (0.06%)1.04% (0.26%)0.62%0.94%0.01%0.15%4.93%
2016 (3.18%) (1.08%)1.03%0.69%0.01% (2.07%)4.71%0.33%0.03%0.42% (0.50%)1.22%1.42%
20150.97%0.91% (0.19%)0.50%0.35% (1.73%) (0.63%) (1.49%) (3.31%)1.93%0.47% (1.68%) (3.95%)
20140.40%0.92%0.25% (0.06%)0.75% (0.51%) (0.44%) (0.12%) (1.03%) (0.36%)1.69% (0.06%)1.41%
20131.65%0.64%0.56%2.51%2.06% (1.60%)0.99%0.06%1.12%1.20% (0.62%)1.51%10.48%
20122.82%2.12% (0.46%) (0.27%) (0.89%)1.05%0.35%0.80%0.01%0.13%0.42%1.07%7.32%
20111.57%0.77%1.30%0.14% (0.40%) (0.96%) (0.83%) (1.66%) (2.24%)1.65% (2.07%) (0.17%) (2.96%)
20100.43%0.61%1.98%0.46% (4.92%)0.08%2.29%0.56%0.89%0.75% (0.14%)1.87%4.77%
20092.94%1.25%2.11%5.21%4.38%1.17%5.59%3.36%3.53%0.61% (0.35%)1.62%36.12%
20081.06%0.11% (2.58%)1.01%0.92% (3.07%) (1.47%) (0.51%) (11.72%) (18.83%) (1.64%)1.42% (31.76%)
20071.08%0.96%0.94%0.41%0.63%0.05%0.48% (1.39%)1.70%2.01% (0.87%) (0.09%)6.02%
20060.94%0.72%0.41%0.39% (0.02%)0.36%0.06%0.34%0.78%0.48%0.93%1.45%7.05%
2005 (0.18%)0.14% (0.03%) (0.63%) (0.70%)0.35%0.76%0.41%1.06%0.22%0.16%0.98%2.55%
20040.92%0.47%0.88%0.27% (0.44%) (0.56%) (0.07%)0.07% (0.23%) (0.18%)0.17%0.27%1.57%
20031.38%0.79%0.43%0.37%1.03%0.10%0.09%0.08%0.43%0.96%0.18% (0.19%)5.79%
20020.54% (0.07%)0.18%0.15%0.15%0.11%0.21%0.15%0.80%0.89%1.39%0.30%4.90%
20010.80%1.16%0.72%1.64%0.42%0.45%0.26%1.19%0.44%0.68%0.47%0.36%8.93%
20000.84%1.96%1.02%2.33%0.93%2.40%1.20%1.06%0.45%0.92%1.06%0.74%15.95%

Note: estimates are shown in italics