HedgeFund Intelligence Indices

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Global

Index Nov 2021 Dec 2021 YTD Last 5 years performance
Return Return Funds reporting Return
Composite -0.69% 0.77% * 100% 7.24%
Emerging Market Debt -1.40% 0.64% * 90% 2.17%
Emerging Market Equity -0.84% 0.77% * 100% 9.09%
Equity -1.72% 1.52% * 100% 9.95%
Event Driven -1.34% 0.94% * 100% 9.93%
Macro -0.67% 1.06% * 100% 2.46%
Managed Futures -1.60% 0.66% * 100% 6.48%
Single Manager African Index 0.14% 2.28% * 100% 18.53%

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Absolute Return

Index Nov 2021 Dec 2021 YTD Last 5 years performance
Return Return Funds reporting Return
Commodities 0.81% 0.51% 100% 14.62%
Composite -0.58% 0.86% 100% 7.70%
Convertible & Equity Arbitrage -0.17% 0.29% 100% 6.33%
Credit -0.03% 0.35% 100% 7.58%
Distressed -0.71% 0.38% 100% 10.48%
Event Driven -1.30% 1.00% 97% 10.27%
Fixed Income -0.01% 0.54% 100% 5.06%
Global Equity -1.69% 1.88% 100% 10.41%
Latin American Debt -0.86% 0.36% 100% 1.16%
Latin American Equity -1.41% 1.36% 100% -6.33%
Macro -0.55% 1.29% 100% 3.32%
Managed Futures -1.34% 0.47% 100% 5.43%
Mixed Arbitrage 0.26% 0.11% 100% 8.26%
Mortgage Backed Securities 0.38% 0.11% 100% 7.29%
Multi-Strategy -0.30% 0.97% 100% 8.06%
Technology -2.09% 2.78% 94% 6.81%
U.S. Equity -1.22% 1.60% 100% 14.88%

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AsiaHedge

Index Nov 2021 Dec 2021 YTD Last 5 years performance
Return Return Funds reporting Return
Asia ex Japan -1.83% 1.05% 93% 12.44%
Asia inc Japan -2.85% -1.36% 89% 0.00%
Australian Long/Short Equity -0.28% 1.22% 100% 19.51%
Chinese Long/Short Equity -0.27% -1.75% 100% -3.18%
Composite -0.71% 0.43% 100% 7.77%
Indian Long/Short Equity -1.12% 3.00% 100% 37.36%
Japan Long/Short Equity 0.81% 0.38% 88% 5.50%
Japan Long/Short Equity -1.62% 3.02% 82% 8.80%

* Estimate

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EuroHedge

Index Nov 2021 Dec 2021 YTD Last 5 years performance
Return Return Funds reporting Return
Composite -0.78% 0.82% 92% 6.39%
Convertible & Equity Arbitrage EUR 1.10% 0.11% 100% 10.61%
Convertible & Equity Arbitrage USD 0.37% 0.43% 80% 8.24%
Credit EUR -0.10% 0.66% 100% 6.66%
Credit USD 0.14% 0.51% 89% 8.15%
Currency 0.25% -1.15% 53% 5.66%
Emerging Market Debt USD -2.04% 0.37% 93% 6.24%
Emerging Market Equity USD -1.03% 0.14% 100% 10.01%
Equity Market Neutral & Quantitative Strategies EUR -0.26% 0.37% 94% 3.97%
Equity Market Neutral & Quantitative Strategies USD -0.23% 0.33% 80% 4.30%
European Equity EUR -1.93% 1.48% 100% 9.88%
European Equity GBP -1.80% 1.48% 100% 14.01%
European Equity Nordic -0.28% 1.34% 75% 6.33%
European Equity USD -1.42% 1.62% 100% 9.95%
Event Driven EUR -1.42% 0.49% 100% 11.01%
Event Driven USD -2.20% 0.35% 100% 7.58%
Fixed Income EUR -0.06% 1.24% 100% 1.20%
Fixed Income USD -0.04% 0.91% 85% 7.50%
Global Equity EUR -0.44% 0.70% 97% 10.93%
Global Equity USD -3.50% 1.22% 100% 8.18%
Macro EUR -2.23% -0.15% 85% -0.63%
Macro USD -0.49% 0.48% 100% 0.25%
Managed Futures EUR -3.87% 0.39% 91% 10.24%
Managed Futures USD -3.04% 0.97% 91% 7.18%
Mixed Arbitrage & Multi-Strategy USD -0.44% 1.09% 80% 1.99%

* Estimate

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InvestHedge

Index Nov 2021 Dec 2021 YTD Last 5 years performance
Return Return Funds reporting Return
Arbitrage USD -0.25% 0.38% * 82% 4.40%
Asian Pacific Fund of Funds -0.65% -1.02% * 64% 0.33%
Commodities 2.06% 1.20% * 100% 27.22%
Composite -0.80% 0.41% * 85% 6.70%
Distressed -0.35% 0.17% * 79% 7.23%
Emerging Managers -3.73% 0.60% * 58% 6.14%
Emerging Markets Hedge USD -1.03% 1.13% * 55% 10.50%
European Equity EUR -1.44% 0.68% * 67% 5.68%
European Multi Strategy EUR -3.51% 0.61% * 100% -2.86%
Fixed Income USD 0.02% 0.56% * 65% 10.21%
Global Equity USD -2.39% 0.15% * 98% 2.86%
Global Macro Currency USD -0.25% 0.29% * 63% 2.37%
Global Multi Strategy EUR -0.89% 0.34% * 89% 3.07%
Global Multi Strategy USD -0.72% 0.61% * 86% 6.22%
Leveraged Global Multi-Strategy USD -0.32% 0.41% * 50% 8.15%
Managed Futures -3.91% -0.09% * 64% 8.91%
Self-Invested Fund of Funds USD -1.53% -0.12% * 85% -1.10%
US Equity -3.19% -0.04% * 96% 2.53%

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Absolute UCITS

Index Nov 2021 Dec 2021 YTD Last 5 years performance
Return Return Funds reporting Return
Credit -0.38% 0.42% 100% 2.26%
Equity Market Neutral & Quantitative Strategies 0.63% 1.37% 100% 6.08%
European Equity -0.97% 0.95% 97% 8.27%
Event Driven -0.22% 0.37% 100% 5.29%
Fund of Funds -0.24% 0.22% 96% 3.28%
Global Equity -1.15% 1.43% 100% 7.04%
Macro -0.11% 0.97% 83% 3.63%
Managed Futures -3.10% 0.77% 93% 2.24%
Mixed Arbitrage & Multi-Strategy -0.50% 3.61% 100% 7.27%
Single Manager Composite -0.61% 0.66% 100% 3.55%

* Estimate

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