HedgeFund Intelligence Indices

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Global

Index Jan 2020 Feb 2020 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 0.40% -1.02% * 93% -0.62%
Emerging Market Debt 1.18% -0.13% * 100% 1.05%
Emerging Market Equity -0.86% -2.46% * 90% -3.30%
Equity -0.36% -3.13% * 92% -3.48%
Event Driven -0.03% -1.54% * 100% -1.57%
Macro 0.35% 0.14% * 83% 0.49%
Managed Futures 0.54% -0.03% * 94% 0.51%
Single Manager African Index 0.80% -3.04% * 100% -2.26%

* Estimate

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Absolute Return

Index Jan 2020 Feb 2020 YTD Last 5 years performance
Return Return Funds reporting Return
Commodities 0.02% -0.14% * 73% -0.12%
Composite 0.44% -1.19% * 78% -0.76%
Convertible & Equity Arbitrage 0.32% 0.09% * 73% 0.41%
Credit 0.76% -0.21% * 100% 0.55%
Distressed -0.06% 0.00% * 91% -0.06%
Event Driven -0.12% -1.09% * 100% -1.21%
Fixed Income 0.70% -0.70% * 100% 0.00%
Global Equity 0.46% -2.88% * 93% -2.43%
Latin American Debt 0.38% -1.98% * 100% -1.61%
Latin American Equity 0.92% -4.93% * 52% -4.06%
Macro 0.33% 0.11% * 82% 0.44%
Managed Futures 0.18% -0.14% * 93% 0.04%
Mixed Arbitrage 0.42% -0.17% * 79% 0.25%
Mortgage Backed Securities 0.95% 0.59% * 76% 1.55%
Multi-Strategy 0.44% -1.56% * 77% -1.13%
Technology -0.45% -3.46% * 94% -3.89%
U.S. Equity -0.74% -3.45% * 86% -4.16%

* Estimate

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AsiaHedge

Index Jan 2020 Feb 2020 YTD Last 5 years performance
Return Return Funds reporting Return
Asia ex Japan -3.90% -1.96% * 93% -5.78%
Asia inc Japan -2.75% -0.94% * 89% -3.66%
Australian Long/Short Equity 2.71% -6.75% * 100% -4.22%
Chinese Long/Short Equity -2.76% 1.31% * 97% -1.49%
Composite -0.07% -1.18% * 100% -1.25%
Indian Long/Short Equity 3.65% -4.06% * 100% -0.56%
Japan Long/Short Equity -1.00% -5.79% * 94% -6.73%
Japan Long/Short Equity -0.34% -6.07% * 100% -6.39%

* Estimate

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EuroHedge

Index Jan 2020 Feb 2020 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 0.47% -0.88% * 87% -0.41%
Convertible & Equity Arbitrage EUR 2.79% 2.26% * 100% 5.11%
Convertible & Equity Arbitrage USD 0.91% 1.10% * 100% 2.02%
Credit EUR 1.07% -0.51% * 100% 0.55%
Credit USD 0.85% -0.18% * 89% 0.67%
Currency -0.68% 0.23% * 82% -0.45%
Emerging Market Debt USD 1.53% 0.15% * 100% 1.68%
Emerging Market Equity USD -0.19% -3.53% * 95% -3.71%
Equity Market Neutral & Quantitative Strategies EUR 0.61% 0.20% * 94% 0.81%
Equity Market Neutral & Quantitative Strategies USD 0.81% -1.74% * 100% -0.94%
European Equity EUR 0.12% -3.40% * 96% -3.28%
European Equity GBP 0.50% -3.32% * 100% -2.84%
European Equity Nordic 0.90% -1.61% * 100% -0.72%
European Equity USD 0.27% -2.99% * 100% -2.73%
Event Driven EUR 0.25% -4.34% * 88% -4.10%
Event Driven USD 0.21% -2.04% * 93% -1.83%
Fixed Income EUR 0.81% -0.17% * 100% 0.64%
Fixed Income USD 1.07% -0.48% * 100% 0.58%
Global Equity EUR -0.28% -2.29% * 93% -2.56%
Global Equity USD -1.01% -3.69% * 86% -4.66%
Macro EUR -1.36% 0.95% * 95% -0.42%
Macro USD 0.20% 1.18% * 74% 1.38%
Managed Futures EUR 0.20% -0.31% * 93% -0.11%
Managed Futures USD 1.13% 0.04% * 100% 1.17%
Mixed Arbitrage & Multi-Strategy USD 0.86% -1.19% * 94% -0.34%

* Estimate

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InvestHedge

Index Jan 2020 Feb 2020 YTD Last 5 years performance
Return Return Funds reporting Return
Arbitrage USD 0.48% -0.45% * 92% 0.03%
Asian Pacific Fund of Funds -0.84% -0.99% * 78% -1.82%
Commodities -0.61% -0.02% * 60% -0.63%
Composite 0.40% -1.23% * 77% -0.83%
Distressed 0.25% -0.83% * 100% -0.58%
Emerging Managers 0.08% -0.70% * 92% -0.62%
Emerging Markets Hedge USD 0.19% -1.78% * 92% -1.59%
European Equity EUR 1.21% -1.68% * 100% -0.49%
European Multi Strategy EUR 0.23% -1.59% * 100% -1.36%
Fixed Income USD 1.03% -0.74% * 94% 0.28%
Global Equity USD 0.09% -1.91% * 88% -1.82%
Global Macro Currency USD -0.04% -0.81% * 93% -0.85%
Global Multi Strategy EUR 0.57% -1.30% * 91% -0.74%
Global Multi Strategy USD 0.59% -0.87% * 85% -0.29%
Leveraged Global Multi-Strategy USD 6.20% -0.15% * 33% 6.04%
Managed Futures 1.37% -2.31% * 100% -0.97%
Self-Invested Fund of Funds USD 1.12% -0.58% * 100% 0.53%
US Equity 0.95% -2.07% * 87% -1.14%

* Estimate

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Absolute UCITS

Index Jan 2020 Feb 2020 YTD Last 5 years performance
Return Return Funds reporting Return
Credit 0.52% -0.46% * 94% 0.06%
Equity Market Neutral & Quantitative Strategies 0.01% -1.28% * 98% -1.27%
European Equity 0.15% -1.37% * 97% -1.22%
Event Driven 0.32% -0.58% * 93% -0.26%
Fund of Funds 0.34% -1.06% * 91% -0.72%
Global Equity 0.04% -3.69% * 93% -3.65%
Macro 0.04% -2.11% * 100% -2.07%
Managed Futures 0.22% -1.98% * 100% -1.76%
Mixed Arbitrage & Multi-Strategy 0.16% -1.01% * 100% -0.85%
Single Manager Composite 0.21% -1.56% * 96% -1.35%

* Estimate

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