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
20206.20% (1.13%) (5.44%)7.61%5.23%12.43%
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