HedgeFund Intelligence Indices

Live

Global

Index May 2017 Jun 2017 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 0.40% 0.19% * 92% 3.26%
Emerging Market Debt 0.68% 0.21% * 95% 4.85%
Emerging Market Equity 0.65% 1.21% * 100% 8.69%
Equity 0.43% 0.47% * 87% 4.52%
Event Driven 0.76% 0.27% * 88% 5.33%
Macro 0.02% 0.09% * 88% -0.12%
Managed Futures 0.08% -0.78% * 95% -1.22%
Single Manager African Index 0.97% -0.50% * 100% 4.43%

* Estimate

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Absolute Return

Index May 2017 Jun 2017 YTD Last 5 years performance
Return Return Funds reporting Return
Commodities -0.22% 0.17% * 88% 0.80%
Composite 0.33% 0.20% * 78% 3.24%
Convertible & Equity Arbitrage 0.16% 0.30% * 64% 1.66%
Credit 0.65% 0.29% * 64% 3.61%
Distressed 0.42% 0.09% * 56% 3.90%
Event Driven 0.65% 0.23% * 80% 5.03%
Fixed Income 0.56% 0.25% * 89% 3.19%
Global Equity 0.32% 0.04% * 78% 3.86%
Latin American Debt -1.98% -2.20% * 100% 4.92%
Latin American Equity -1.40% 0.02% * 74% 7.29%
Macro -0.15% -0.11% * 75% -1.02%
Managed Futures 0.19% -0.11% * 91% -1.49%
Mixed Arbitrage 0.51% 0.46% * 71% 3.04%
Mortgage Backed Securities 0.67% 0.57% * 65% 3.79%
Multi-Strategy 0.55% 0.08% * 63% 3.51%
Technology -2.17% 0.90% * 100% 5.52%
U.S. Equity -0.04% 0.47% * 79% 3.85%

* Estimate

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AsiaHedge

Index May 2017 Jun 2017 YTD Last 5 years performance
Return Return Funds reporting Return
Asia ex Japan 0.78% 0.20% 100% 6.68%
Asia inc Japan 1.58% 0.96% 100% 7.85%
Australian Long/Short Equity 0.29% 0.77% 100% 1.29%
Chinese Long/Short Equity 1.70% 2.58% 100% 13.27%
Composite 0.74% 0.75% 100% 4.84%
Indian Long/Short Equity -0.47% 1.23% 100% 23.40%
Japan Long/Short Equity 2.79% 1.37% 100% 7.08%
Japan Long/Short Equity 1.82% 1.48% 100% 5.40%

* Estimate

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EuroHedge

Index May 2017 Jun 2017 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 0.39% -0.06% * 95% 2.54%
Convertible & Equity Arbitrage EUR 0.18% -0.06% * 100% 2.35%
Convertible & Equity Arbitrage USD 0.51% 0.39% * 100% 3.89%
Credit EUR 0.60% 0.39% * 100% 3.69%
Credit USD 1.04% 0.65% * 94% 4.68%
Currency -0.43% 0.85% * 100% 2.25%
Emerging Market Debt USD 0.17% 0.21% * 92% 4.27%
Emerging Market Equity USD -0.39% -0.90% * 100% 2.09%
Equity Market Neutral & Quantitative Strategies EUR -0.31% 0.39% * 95% 0.97%
Equity Market Neutral & Quantitative Strategies USD -0.20% 0.42% * 76% 2.06%
European Equity EUR 1.32% -0.64% * 93% 5.79%
European Equity GBP 1.93% 0.29% * 82% 5.36%
European Equity Nordic 0.40% 0.53% * 84% 1.73%
European Equity USD 0.99% -0.18% * 89% 5.43%
Event Driven EUR 0.67% 0.71% * 90% 5.71%
Event Driven USD 0.80% 0.03% * 100% 5.17%
Fixed Income EUR 0.42% 0.77% * 100% 3.67%
Fixed Income USD -0.15% 0.30% * 100% 1.34%
Global Equity EUR 0.44% -1.30% * 100% 2.39%
Global Equity USD 0.65% 0.61% * 100% 5.78%
Macro EUR -0.15% -0.82% * 100% -2.21%
Macro USD -0.21% 0.18% * 90% -1.16%
Managed Futures EUR -0.37% -3.52% * 95% -6.15%
Managed Futures USD 0.39% -2.72% * 97% -2.23%
Mixed Arbitrage & Multi-Strategy USD 0.52% 0.30% * 97% 2.87%

* Estimate

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InvestHedge

Index May 2017 Jun 2017 YTD Last 5 years performance
Return Return Funds reporting Return
Arbitrage USD 0.44% 0.24% * 50% 2.72%
Asian Pacific Fund of Funds 1.11% 0.98% * 31% 5.87%
Commodities 0.39% -0.89% * 89% -1.33%
Composite 0.34% -0.08% * 49% 2.59%
Distressed 0.31% -0.24% * 88% 2.60%
Emerging Managers 0.55% 0.75% * 75% 5.43%
Emerging Markets Hedge USD 0.43% 0.56% * 57% 5.98%
European Equity EUR 1.63% -0.97% * 55% 5.00%
European Multi Strategy EUR 0.27% -1.27% * 80% 0.78%
Fixed Income USD 0.33% -0.22% * 76% 1.35%
Global Equity USD 0.68% 0.00% * 57% 5.34%
Global Macro Currency USD -0.66% -1.65% * 59% -4.55%
Global Multi Strategy EUR 0.25% -0.26% * 43% 2.03%
Global Multi Strategy USD 0.38% 0.02% * 42% 2.73%
Leveraged Global Multi-Strategy USD 0.83% -0.51% * 22% 1.54%
Managed Futures -1.10% -5.76% * 100% -8.38%
Self-Invested Fund of Funds USD 0.35% 0.08% * 100% 2.27%
US Equity 0.39% 0.38% * 45% 4.69%

* Estimate

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Absolute UCITS

Index May 2017 Jun 2017 YTD Last 5 years performance
Return Return Funds reporting Return
Credit 0.21% 0.00% * 93% 1.17%
Equity Market Neutral & Quantitative Strategies 0.08% -0.22% * 88% 0.26%
European Equity 0.46% -0.38% * 73% 2.69%
Event Driven 1.11% 0.36% * 74% 3.56%
Fund of Funds 0.50% 0.06% * 69% 2.81%
Global Equity 0.72% 0.04% * 67% 6.69%
Macro 0.17% -0.21% * 90% 0.66%
Managed Futures 0.62% -1.72% * 89% -0.23%
Mixed Arbitrage & Multi-Strategy 0.18% 1.40% * 67% 2.66%
Single Manager Composite 0.34% -0.04% * 94% 2.27%

* Estimate

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