EuroHedge Equity Market Neutral & Quantitative Strategies EUR Index
Live
This index is the median of all equity market neutral and stat and quant arb EUR funds in the EuroHedge Database.
IndexComposite
Statistics
Monthly returns
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | 0.81% | 0.47% | 1.01% | 2.31% | |||||||||
| 2020 | 0.61% | 0.20% | (2.07%) | 1.97% | 0.75% | 0.90% | 1.24% | (0.34%) | 0.34% | 0.09% | (1.10%) | 0.60% | 3.17% |
| 2019 | 0.97% | 0.07% | (0.36%) | (0.74%) | (0.13%) | 0.81% | 0.25% | (0.35%) | (0.53%) | (0.53%) | (0.26%) | 0.08% | (0.73%) |
| 2018 | 0.49% | (0.57%) | 1.09% | 0.46% | 1.03% | (0.59%) | (0.39%) | 0.89% | (0.14%) | (2.27%) | (2.17%) | (0.53%) | (2.73%) |
| 2017 | 0.71% | (0.32%) | 0.04% | 0.46% | (0.31%) | 0.39% | 0.31% | 0.22% | 0.24% | 1.00% | (0.18%) | (0.02%) | 2.56% |
| 2016 | (0.05%) | (1.34%) | (0.27%) | (0.34%) | 1.16% | (1.62%) | 0.55% | 0.20% | 1.34% | 0.39% | (0.60%) | (0.65%) | (1.27%) |
| 2015 | 1.42% | 0.32% | 1.24% | (0.01%) | 0.83% | 0.59% | 1.21% | 0.68% | 0.67% | 0.12% | 1.02% | 0.95% | 9.41% |
| 2014 | 0.94% | 0.34% | (0.37%) | (1.77%) | 0.05% | 0.43% | 0.19% | 0.33% | 1.18% | 0.94% | 0.60% | 1.06% | 3.95% |
| 2013 | 1.00% | 0.44% | 1.14% | 0.59% | 0.56% | 0.59% | 0.83% | (0.24%) | 0.80% | (0.06%) | 0.58% | 0.81% | 7.26% |
| 2012 | 0.33% | 0.43% | 0.12% | 0.29% | 0.31% | (0.21%) | (0.16%) | 0.08% | 0.40% | (0.16%) | 0.12% | 0.00% | 1.56% |
| 2011 | (0.02%) | 0.46% | 0.75% | 0.45% | 0.03% | (0.51%) | 0.13% | (1.33%) | (0.27%) | 1.09% | 0.65% | (0.32%) | 1.09% |
| 2010 | 0.76% | 0.42% | 0.72% | (0.15%) | 0.08% | (0.52%) | 0.09% | 0.36% | 0.53% | 0.29% | (0.27%) | 0.29% | 2.62% |
| 2009 | 1.48% | 0.05% | 0.51% | 0.16% | 1.20% | 0.68% | (0.30%) | 0.81% | 0.85% | 0.50% | (0.28%) | 0.05% | 5.84% |
| 2008 | 0.27% | 1.41% | (0.31%) | 1.39% | 1.03% | 1.23% | (0.36%) | (0.42%) | (3.02%) | 0.23% | 0.56% | 0.42% | 2.37% |
| 2007 | 1.10% | 0.31% | 0.35% | 0.85% | 0.82% | 0.19% | 0.00% | (0.97%) | (0.03%) | 0.48% | (0.76%) | 0.00% | 2.34% |
| 2006 | 1.33% | 0.98% | 1.08% | 0.44% | (0.48%) | (0.25%) | 0.40% | 0.07% | (0.11%) | 0.86% | 0.58% | 0.96% | 6.00% |
| 2005 | 1.09% | 1.26% | 0.22% | (0.41%) | 0.36% | 1.02% | 0.94% | 0.83% | 0.68% | (0.56%) | 0.74% | 0.43% | 6.78% |
| 2004 | 0.73% | 0.00% | 0.90% | 0.44% | (0.14%) | (0.05%) | 0.51% | 0.52% | 0.60% | (0.29%) | 0.67% | 0.79% | 4.77% |
| 2003 | 0.12% | 0.41% | 0.30% | 0.98% | 0.49% | 0.50% | 0.14% | (0.19%) | 0.96% | 0.24% | 0.04% | 0.39% | 4.46% |
| 2002 | 0.83% | (0.01%) | 1.43% | 0.58% | (0.39%) | 1.41% | 1.63% | 1.29% | 1.38% | (0.83%) | 0.90% | 0.40% | 8.93% |
| 2001 | 3.30% | 0.99% | 1.59% | 1.00% | 1.02% | 1.19% | (0.29%) | 0.07% | 2.40% | 0.71% | (0.47%) | 1.71% | 13.98% |
| 2000 | 3.48% | 1.25% | 17.39% | 10.37% | 1.49% | 3.04% | 2.17% | (0.90%) | 3.51% | 1.10% | 0.39% | 0.04% | 51.06% |
Note: estimates are shown in italics
