HedgeFund Intelligence Indices

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Global

Index Aug 2021 Sep 2021 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 0.59% -0.15% * 100% 6.29%
Emerging Market Debt 0.52% -0.39% * 77% 3.11%
Emerging Market Equity 1.08% -0.87% * 100% 8.11%
Equity 0.88% -1.04% * 100% 8.53%
Event Driven 0.90% 0.43% * 100% 9.38%
Macro 0.43% -0.38% * 100% 1.81%
Managed Futures 0.04% 0.16% * 98% 5.91%
Single Manager African Index 1.07% 0.72% * 100% 13.52%

* Estimate

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Absolute Return

Index Aug 2021 Sep 2021 YTD Last 5 years performance
Return Return Funds reporting Return
Commodities 0.02% 1.66% * 82% 10.68%
Composite 0.40% -0.16% * 100% 6.42%
Convertible & Equity Arbitrage 0.35% 0.93% * 73% 5.20%
Credit 0.48% 0.61% * 85% 6.66%
Distressed -0.15% 0.71% * 73% 8.98%
Event Driven 0.87% 0.35% * 100% 9.00%
Fixed Income 0.51% 0.18% * 92% 4.30%
Global Equity 0.80% -1.33% * 100% 8.49%
Latin American Debt -0.30% -0.89% * 100% 3.64%
Latin American Equity -1.83% -2.69% * 100% 1.14%
Macro 0.31% -0.03% * 100% 2.28%
Managed Futures -0.16% 0.21% * 100% 4.76%
Mixed Arbitrage 0.26% 0.52% * 100% 6.68%
Mortgage Backed Securities 0.43% 0.46% * 94% 6.13%
Multi-Strategy 0.47% 0.50% * 100% 6.74%
Technology 1.39% -0.70% * 69% 4.30%
U.S. Equity 1.00% -1.05% * 100% 12.23%

* Estimate

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AsiaHedge

Index Aug 2021 Sep 2021 YTD Last 5 years performance
Return Return Funds reporting Return
Asia ex Japan 2.54% -0.32% * 82% 12.09%
Asia inc Japan 0.18% -2.37% * 80% 3.34%
Australian Long/Short Equity 3.61% 0.05% * 100% 16.78%
Chinese Long/Short Equity 0.18% -1.98% * 100% -1.75%
Composite 1.26% -0.21% * 100% 7.55%
Indian Long/Short Equity 3.80% 1.94% * 92% 36.30%
Japan Long/Short Equity -0.20% 1.55% * 81% 4.52%
Japan Long/Short Equity 0.71% 2.11% * 76% 7.67%

* Estimate

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EuroHedge

Index Aug 2021 Sep 2021 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 0.59% -0.15% * 86% 5.55%
Convertible & Equity Arbitrage EUR 0.63% 1.74% * 100% 7.12%
Convertible & Equity Arbitrage USD 0.49% 0.47% * 80% 5.60%
Credit EUR 0.51% 0.71% * 96% 5.70%
Credit USD 0.57% 0.39% * 57% 6.73%
Currency -1.01% 1.45% * 47% 5.28%
Emerging Market Debt USD 1.41% 0.10% * 73% 8.11%
Emerging Market Equity USD 1.76% 1.26% * 76% 8.40%
Equity Market Neutral & Quantitative Strategies EUR 0.05% -0.08% * 94% 3.42%
Equity Market Neutral & Quantitative Strategies USD 0.11% 0.91% * 72% 4.22%
European Equity EUR 0.83% -1.53% * 96% 8.35%
European Equity GBP 2.05% -2.27% * 88% 15.22%
European Equity Nordic 0.60% 0.79% * 75% 4.89%
European Equity USD 0.94% -1.08% * 98% 8.14%
Event Driven EUR 0.09% 1.35% * 82% 12.10%
Event Driven USD 0.49% 0.57% * 100% 8.87%
Fixed Income EUR -0.08% -0.01% * 100% 1.06%
Fixed Income USD 0.21% 0.76% * 69% 5.35%
Global Equity EUR 0.63% -1.35% * 90% 9.27%
Global Equity USD 0.85% -1.18% * 100% 9.76%
Macro EUR 0.22% 0.22% * 65% 1.63%
Macro USD 0.87% -0.32% * 100% 0.64%
Managed Futures EUR 1.25% -0.04% * 91% 11.87%
Managed Futures USD 0.16% -0.44% * 95% 7.53%
Mixed Arbitrage & Multi-Strategy USD 0.11% -0.10% * 86% 1.81%

* Estimate

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InvestHedge

Index Aug 2021 Sep 2021 YTD Last 5 years performance
Return Return Funds reporting Return
Arbitrage USD 0.84% 0.30% * 46% 3.92%
Asian Pacific Fund of Funds 0.97% -0.74% * 38% 1.24%
Commodities 3.07% 2.68% * 100% 17.03%
Composite 0.76% -0.44% * 48% 5.68%
Distressed 0.62% 0.88% * 50% 7.28%
Emerging Managers 0.86% -2.22% * 17% 5.37%
Emerging Markets Hedge USD 0.90% -0.82% * 32% 9.31%
European Equity EUR 1.07% -1.11% * 17% 4.99%
European Multi Strategy EUR 1.93% -2.23% * 75% -1.71%
Fixed Income USD 0.55% -0.16% * 30% 8.84%
Global Equity USD 1.38% -1.42% * 79% 2.94%
Global Macro Currency USD 0.28% 0.32% * 50% 2.48%
Global Multi Strategy EUR 0.70% -0.41% * 55% 2.33%
Global Multi Strategy USD 0.82% 0.07% * 45% 5.05%
Managed Futures 0.46% 1.88% * 55% 12.62%
Self-Invested Fund of Funds USD -0.60% 0.55% * 85% 0.94%
US Equity 1.22% -1.62% * 83% 2.78%

* Estimate

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Absolute UCITS

Index Aug 2021 Sep 2021 YTD Last 5 years performance
Return Return Funds reporting Return
Credit 0.18% 0.15% * 100% 2.48%
Equity Market Neutral & Quantitative Strategies 0.46% -0.28% * 100% 3.98%
European Equity 0.94% -0.66% * 100% 7.18%
Event Driven 0.34% 0.61% * 85% 5.16%
Fund of Funds 0.48% -0.82% * 85% 2.41%
Global Equity 1.01% -1.57% * 100% 4.51%
Macro 0.41% -0.79% * 82% 2.08%
Managed Futures -0.13% -1.50% * 85% 1.37%
Mixed Arbitrage & Multi-Strategy 0.44% -0.82% * 100% 3.89%
Single Manager Composite 0.50% -0.50% * 99% 3.14%

* Estimate

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Monthly returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2021 (16.07%)18.44% (2.98%)9.16%0.23%0.24% (0.62%)1.52%6.72%
20206.20% (1.13%) (5.44%)7.61%5.23%1.94%5.04%1.04%1.55%0.31%5.06%6.07%38.08%
20191.59%0.75%1.47%1.42%1.72%2.40%1.50%1.78% (3.87%) (1.00%)0.54%0.57%9.07%
20181.98% (1.99%) (0.18%) (0.44%)1.79% (1.35%) (0.69%)0.48% (0.46%) (4.94%) (3.45%) (2.34%) (11.20%)
2017 (0.81%)0.98%0.03%1.03%0.83% (0.51%)1.06%1.57%0.65%2.53% (0.28%)0.26%7.54%
2016 (2.26%) (1.24%) (0.38%)0.50%0.54% (0.34%)1.29% (0.10%) (0.39%) (0.91%) (1.21%)1.47% (3.05%)
20150.29%1.26%1.82% (1.21%)0.99% (1.43%)1.64% (5.16%) (0.80%)0.17%0.90% (1.70%) (3.39%)
20140.27%2.06% (0.67%) (1.22%)1.84%0.84%0.01%1.62%0.51% (1.83%)1.60%0.31%5.38%
20132.69%0.27%0.72%0.94%0.63% (1.49%)0.50% (0.65%)0.92%2.00%2.34%1.74%11.05%
20120.96%1.10% (0.06%) (0.39%) (0.32%) (1.29%)1.62%0.19%0.11% (0.43%)0.12%1.47%3.08%
20110.40%1.25% (0.70%)1.82% (1.52%) (1.79%)0.75% (1.31%) (1.97%)0.04% (0.69%) (0.08%) (3.81%)
2010 (0.15%)0.19%1.77%0.80% (2.10%) (0.79%)0.41%0.57%2.13%1.93% (0.13%)2.53%7.29%
20091.81% (0.27%) (0.50%)0.14%3.20%0.18%1.10%1.17%1.54% (0.18%)1.11%0.64%10.34%
2008 (3.27%)2.75% (4.32%)0.62%3.14%0.21% (5.01%) (2.70%) (11.89%) (9.71%) (4.60%) (2.97%) (32.69%)
20071.99%1.00%1.59%2.41%2.83%0.64% (0.54%) (5.16%)2.68%4.72% (2.13%)0.04%10.14%
20064.42%0.56%2.51%2.85% (3.09%) (0.73%) (0.51%)0.92%0.03%2.05%2.48%2.92%15.13%
20050.29%2.11% (0.76%) (2.89%) (0.38%)2.15%2.43%1.26%2.30% (1.89%)1.93%2.59%9.33%
20043.03%2.09%0.51% (1.28%) (1.64%)0.32% (0.52%) (0.33%)1.15%1.45%4.39%2.26%11.85%
20032.32%1.80%0.47%1.97%3.24%0.86% (0.54%)0.82%2.79%2.74%1.28%2.69%22.38%
20021.43% (0.11%)1.61%1.56%1.69%0.21% (0.17%)0.96%0.23% (0.82%)1.11%2.79%10.95%
20013.54% (0.32%)0.57%1.82%1.62% (0.50%)0.19%1.75% (0.88%)1.81%0.30%1.22%11.61%
20005.75%8.20%1.65% (2.03%)1.20%2.40%0.96%2.51% (0.23%)0.40% (0.98%)1.71%23.29%
19992.20%0.17%1.71%2.98%0.90%2.17%1.69%0.75%0.63%2.89%5.78%5.05%30.30%

Note: estimates are shown in italics