EuroHedge Mixed Arbitrage & Multi-Strategy USD Index

Live

This index is the median of all mixed arbitrage and multi-strategy funds in the EuroHedge Database.

Performance chart
IndexComposite
Statistics

Monthly returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
20200.86% (1.19%) (4.44%)1.24%0.63%1.50% (1.52%)
20190.40%0.73%0.90%0.79% (0.09%)1.00%0.75%0.22% (0.01%)0.41%0.37%0.93%6.58%
20181.35% (0.57%) (0.13%)0.30%0.48% (0.20%) (0.10%)0.09%0.20% (0.53%) (1.09%) (0.55%) (0.77%)
20170.74%0.79%0.23%0.26%0.52%0.30%0.90%0.10%0.38%0.68%0.01%0.59%5.64%
2016 (1.77%) (0.26%)0.42% (1.04%)0.17% (0.67%)0.89%0.45%0.73% (0.16%)0.89%0.90%0.51%
20150.60%0.79%0.69%0.60%0.65% (0.92%)0.40% (0.64%) (0.74%)0.32%0.44% (0.09%)2.10%
20140.38%1.12% (0.05%) (0.27%)0.41%0.13% (0.32%)0.28% (0.03%) (0.06%)1.02%0.24%2.88%
20131.43%0.61%0.65%1.31%0.30% (0.36%)1.09%0.15%0.92%1.20%0.73%1.21%9.62%
20121.05%1.69%0.14% (0.26%) (0.57%) (0.35%)0.37%0.20%0.63%0.37%0.49%1.10%4.95%
20111.02%0.75%0.07%1.02% (0.81%) (1.09%) (0.20%) (2.25%) (1.31%)0.84% (0.99%) (0.29%) (3.25%)
20100.67%0.76%1.47%0.85% (1.70%) (0.26%)0.72%0.23%1.37%1.58%0.03%1.67%7.59%
20090.38% (0.09%)0.75%1.12%2.97%0.62%1.55%1.43%2.52%0.28%0.67%0.61%13.54%
2008 (0.77%)1.42% (2.10%)0.51%1.81%0.51% (2.04%) (1.46%) (5.63%) (2.52%)0.03% (0.35%) (10.30%)
20071.36%0.45%0.94%1.76%1.84%0.46%0.07% (2.27%)2.67%2.96% (1.05%)0.51%10.01%
20062.40%0.78%1.47%1.40% (1.41%) (0.17%)0.33%0.43% (0.29%)0.88%1.33%1.76%9.22%
20050.49%1.69% (0.33%) (0.64%)0.01%1.31%1.34%1.09%1.84% (1.29%)1.90%1.29%8.99%
20041.22%0.95%0.20% (0.40%) (0.87%) (0.06%)0.04%0.05%0.11%0.23%1.31%0.85%3.67%
20030.80%0.72%0.14%0.86%0.90%0.63%0.19%0.35%0.50%0.98%0.31%0.49%7.09%
20020.26% (0.64%)0.77% (0.46%)0.03%0.88%0.92%0.83%0.57%0.22%0.32%0.61%4.38%
20013.14%0.90%1.24%0.55%1.00% (1.00%) (0.24%)0.33%0.04%1.26%0.26%0.19%7.88%

Note: estimates are shown in italics