EuroHedge Convertible & Equity Arbitrage USD Index

Live

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

Performance chart
IndexComposite
Statistics

Monthly returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
20200.91%1.10% (5.43%)3.73%1.91%1.98%4.01%
2019 (0.05%)0.11%0.67%0.78%0.37%0.66%1.18%0.24% (0.12%)0.14%0.31%0.71%5.10%
20181.14%0.30% (1.37%)0.40% (0.20%)0.04%0.08%0.16%0.43% (0.58%) (0.10%) (0.15%)0.13%
20170.83%1.19%0.37%0.54%0.51%0.39%0.65% (0.05%)0.36%0.74% (0.06%)0.52%6.15%
2016 (0.76%) (0.59%)0.92%0.56%0.44% (0.37%)2.07%0.73%0.25%0.34%0.03%1.34%5.04%
20150.75%1.03%0.12%1.06%0.58% (1.85%)0.01% (1.32%) (1.44%)0.67%0.58% (0.66%) (0.53%)
20140.38%1.33%0.16% (0.10%)0.86% (0.30%) (0.19%)0.02% (1.01%) (0.37%)1.32% (0.26%)1.83%
20131.59%0.40%0.61%0.87%1.15% (0.33%)0.70% (0.22%)1.06%1.07% (0.60%)0.71%7.21%
20123.10%2.40% (0.11%)0.25% (0.80%)1.07%0.66%0.79%0.05%0.22%0.46%1.20%9.63%
20111.77%1.45%1.24%0.16% (0.65%) (1.27%) (0.73%) (2.25%) (1.93%)2.14% (3.40%) (0.13%) (3.70%)
20101.24%0.55%2.21%0.65% (3.02%)0.12%2.23% (0.12%)1.23%1.49% (0.21%)1.73%8.29%
20092.16%0.94%1.87%4.87%4.58%0.82%5.42%3.40%3.60%0.63%0.29%1.60%34.50%
20080.62% (0.27%) (3.12%)0.89%0.92% (2.49%) (1.63%) (0.75%) (10.31%) (13.86%) (1.69%) (0.53%) (28.80%)
20071.47%0.89%1.03%0.67%1.45%0.22%0.23% (1.32%)1.91%2.50% (0.83%) (0.48%)7.94%
20062.23%0.84%0.77%0.66%0.53%0.39%0.45%0.76%0.83%0.52%1.26%1.95%11.76%
2005 (0.79%)0.54% (0.59%) (1.19%) (0.94%)1.11%1.46%0.70%2.07% (0.28%)0.87%1.47%4.45%
20041.24%0.68%1.00%0.37% (1.12%) (1.42%) (0.39%)0.03% (0.35%) (0.58%)0.55%0.55%0.52%
20031.91%0.48%0.17%0.70%1.28%0.08%0.01%0.12%0.62%1.29%0.54%0.00%7.42%
20021.00% (0.14%)0.91%0.21%0.24%0.02% (0.66%)0.00%0.55%1.14%1.62%0.38%5.38%
20011.90%1.25%0.71%1.70%0.06%0.48%0.31%1.44%0.93%1.63%1.49%0.33%12.92%
20002.15%2.72%0.67%2.22%0.73%1.71%1.63%1.24%1.23%0.61%0.68%0.71%17.54%

Note: estimates are shown in italics