HedgeFund Intelligence Indices

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Global

Index May 2020 Jun 2020 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 1.40% 1.14% * 56% -1.12%
Emerging Market Debt 4.14% 3.01% * 48% 1.61%
Emerging Market Equity 0.67% 6.07% * 58% -0.95%
Equity 2.86% 1.90% * 52% -1.99%
Event Driven 2.28% 1.01% * 54% -5.07%
Macro 0.92% 0.43% * 59% 1.01%
Managed Futures -0.23% -0.27% * 70% 0.61%
Single Manager African Index 0.65% 2.74% * 62% 0.04%

* Estimate

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Absolute Return

Index May 2020 Jun 2020 YTD Last 5 years performance
Return Return Funds reporting Return
Commodities 0.42% -1.03% * 39% 0.04%
Composite 1.88% 1.10% * 43% -1.42%
Convertible & Equity Arbitrage 1.31% 3.05% * 18% 0.21%
Credit 2.17% 2.56% * 31% -3.17%
Distressed 2.50% -0.80% * 27% -1.57%
Event Driven 2.28% 1.03% * 51% -5.96%
Fixed Income 3.26% 1.93% * 27% -4.82%
Global Equity 2.69% 2.00% * 51% 2.94%
Latin American Debt -0.60% 1.23% * 33% -1.04%
Latin American Equity 4.07% 4.15% * 45% -20.07%
Macro 0.98% 0.42% * 52% 1.42%
Managed Futures 0.02% 0.10% * 72% 0.60%
Mixed Arbitrage 1.12% 0.59% * 50% -1.52%
Mortgage Backed Securities 2.35% 2.10% * 41% -7.30%
Multi-Strategy 1.88% 1.08% * 34% -1.50%
Technology 4.44% 3.95% * 56% 6.61%
U.S. Equity 3.98% 1.63% * 38% -3.63%

* Estimate

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AsiaHedge

Index May 2020 Jun 2020 YTD Last 5 years performance
Return Return Funds reporting Return
Asia ex Japan 2.48% 1.60% * 75% -11.53%
Asia inc Japan 1.84% 3.72% * 43% -0.58%
Australian Long/Short Equity 5.72% 0.65% * 37% -8.31%
Chinese Long/Short Equity 0.91% 6.23% * 64% 3.55%
Composite 1.70% 2.09% * 61% -0.59%
Indian Long/Short Equity -1.28% 9.97% * 79% -9.70%
Japan Long/Short Equity 1.23% -4.27% * 38% -10.55%
Japan Long/Short Equity 2.28% -1.20% * 65% -6.94%

* Estimate

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EuroHedge

Index May 2020 Jun 2020 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 0.76% 0.71% * 61% -1.09%
Convertible & Equity Arbitrage EUR 1.06% 2.69% * 100% 8.09%
Convertible & Equity Arbitrage USD 1.91% 1.98% * 80% 4.01%
Credit EUR 2.18% 1.65% * 50% -4.18%
Credit USD 2.06% 2.49% * 50% -10.45%
Currency 0.04% 0.52% * 82% 1.78%
Emerging Market Debt USD 6.02% 4.17% * 60% 5.88%
Emerging Market Equity USD 0.77% 2.07% * 52% -10.39%
Equity Market Neutral & Quantitative Strategies EUR 0.75% 0.71% * 75% 2.14%
Equity Market Neutral & Quantitative Strategies USD 0.76% 1.05% * 68% -1.78%
European Equity EUR 2.82% 2.06% * 62% -1.25%
European Equity GBP 2.12% 2.25% * 54% -2.29%
European Equity Nordic 1.14% 1.19% * 65% -1.23%
European Equity USD 2.37% 1.92% * 68% 0.34%
Event Driven EUR 1.86% 1.05% * 82% -2.62%
Event Driven USD 0.11% -0.46% * 53% -5.06%
Fixed Income EUR 1.56% 1.13% * 77% 1.36%
Fixed Income USD 2.33% 0.89% * 54% 1.19%
Global Equity EUR 1.32% 0.81% * 69% -7.32%
Global Equity USD 2.47% 1.77% * 67% -3.74%
Macro EUR 0.47% 0.44% * 70% -1.23%
Macro USD 0.44% 0.00% * 67% -0.66%
Managed Futures EUR -1.38% -1.78% * 81% -2.38%
Managed Futures USD -0.70% -0.98% * 76% 0.69%
Mixed Arbitrage & Multi-Strategy USD 0.63% 1.50% * 49% -1.52%

* Estimate

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InvestHedge

Index May 2020 Jun 2020 YTD Last 5 years performance
Return Return Funds reporting Return
Arbitrage USD 1.47% 0.69% * 36% -0.73%
Asian Pacific Fund of Funds 2.05% 3.51% * 23% 2.45%
Commodities 2.53% 1.84% * 100% 6.80%
Composite 1.92% 1.38% * 38% -0.91%
Distressed 1.76% 2.28% * 21% -4.33%
Emerging Managers 2.78% 4.60% * 42% 6.00%
Emerging Markets Hedge USD 2.33% 3.44% * 29% -0.49%
Fixed Income USD 2.63% 2.56% * 20% -5.44%
Global Equity USD 3.15% 1.98% * 55% -0.61%
Global Macro Currency USD 0.97% 0.69% * 40% -1.71%
Global Multi Strategy EUR 1.88% 1.50% * 53% -1.02%
Global Multi Strategy USD 1.89% 1.53% * 32% -0.42%
Managed Futures -0.75% -2.32% * 68% -6.87%
Self-Invested Fund of Funds USD 0.06% 2.20% * 65% -2.59%
US Equity 4.45% 2.40% * 43% 2.93%

* Estimate

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Absolute UCITS

Index May 2020 Jun 2020 YTD Last 5 years performance
Return Return Funds reporting Return
Credit 2.44% 1.49% * 63% -2.67%
Equity Market Neutral & Quantitative Strategies 0.63% 0.89% * 65% -0.84%
European Equity 1.38% 1.01% * 68% -1.20%
Event Driven 1.45% 0.63% * 76% -2.73%
Fund of Funds 1.10% 0.78% * 28% -3.58%
Global Equity 2.49% 1.55% * 50% -1.47%
Macro 1.61% 0.77% * 64% -3.21%
Managed Futures -1.16% -0.74% * 81% -2.40%
Mixed Arbitrage & Multi-Strategy 0.65% 0.46% * 50% -5.13%
Single Manager Composite 1.39% 1.01% * 62% -2.41%

* Estimate

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Monthly returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
20201.21% (2.88%) (5.93%)4.80%2.64% (0.54%)
20192.10%1.96%0.42%1.62% (2.39%)1.25%0.26% (1.03%) (1.15%)0.46%2.07%1.10%6.76%
20181.93% (1.54%) (0.64%)0.63%0.85% (0.94%)0.05% (0.74%) (1.04%) (4.68%) (1.20%) (2.19%) (9.25%)
20171.04%1.32%0.67%1.23%1.63% (0.97%)0.84%0.71%0.68%1.48% (0.97%)0.30%8.21%
2016 (3.43%) (2.27%) (0.77%) (1.27%)2.50% (3.74%)1.45%0.06%0.20% (1.26%) (1.01%)0.88% (8.50%)
20151.45%2.24%1.36% (0.67%)2.11% (1.28%)2.28% (2.16%) (0.53%)1.66%1.10% (0.30%)7.37%
2014 (0.19%)2.32% (1.33%) (2.55%)1.14% (0.05%) (1.49%)0.86%0.57% (0.73%)2.10%0.89%1.43%
20132.42%0.84%0.74%0.49%1.98% (0.59%)2.11% (1.63%)2.13%2.34%1.67%1.71%15.07%
20121.34%1.31%0.35% (0.15%) (2.23%)0.10%0.34%0.39%0.72%0.17%1.00%0.58%3.94%
2011 (0.85%)0.17% (0.47%)0.35% (0.78%) (0.67%) (0.67%) (2.94%) (1.16%)1.20% (0.79%) (0.91%) (7.32%)
2010 (0.03%) (0.16%)2.10% (0.21%) (3.01%) (1.22%)0.96% (0.37%)1.80%1.26%0.29%2.50%3.85%
20090.53% (0.36%)0.25%0.55%2.12% (0.31%)1.43%2.20%2.12% (0.87%)0.20%0.92%9.08%
2008 (4.48%)0.89% (2.66%)1.63%2.11% (0.80%) (2.94%) (0.93%) (6.74%) (4.34%) (0.45%) (0.65%) (18.07%)
20071.11% (0.05%)1.72%1.99%1.45%0.10% (0.69%) (2.62%)1.46%2.26% (3.00%)0.25%3.88%
20063.52%1.72%2.17%2.08% (3.69%) (0.99%) (0.26%)0.56%0.41%1.84%1.01%2.73%11.45%
20051.85%1.61% (0.47%) (1.25%)0.12%1.93%2.14%1.51%1.92% (3.27%)1.69%2.96%11.09%
20042.53%2.07% (0.65%)0.15% (0.99%)0.61% (0.57%)0.01%1.37%0.06%1.14%2.00%7.93%
2003 (0.69%) (0.63%)0.20%0.72%1.31%0.69%0.81%1.10% (0.22%)1.09%0.49%0.86%5.86%
20020.61%0.35%0.95%0.54%0.42% (0.79%) (1.27%)0.88% (0.36%) (0.61%) (0.19%) (0.21%)0.29%
20010.44%0.61% (0.82%)0.02%1.19%0.55% (0.36%)0.22% (0.82%) (0.35%)0.55%0.76%1.99%
20003.73%9.22%1.58% (0.88%) (0.25%)0.98%1.69%2.09% (0.17%)0.50%0.33%0.06%20.14%

Note: estimates are shown in italics