HedgeFund Intelligence Indices

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Global

Index Feb 2021 Mar 2021 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 1.88% 0.90% * 55% 3.40%
Emerging Market Debt 0.29% -0.85% * 39% -0.38%
Emerging Market Equity 1.68% 0.13% * 54% 4.05%
Equity 3.67% 1.34% * 65% 5.66%
Event Driven 2.71% 1.81% * 63% 5.81%
Macro 0.86% 0.74% * 52% 1.07%
Managed Futures 1.95% 0.51% * 67% 2.22%
Single Manager African Index 2.72% 3.13% * 43% 7.91%

* Estimate

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Absolute Return

Index Feb 2021 Mar 2021 YTD Last 5 years performance
Return Return Funds reporting Return
Commodities 1.58% 0.03% * 52% 2.57%
Composite 2.20% 0.86% * 52% 3.56%
Convertible & Equity Arbitrage 1.80% -0.34% * 45% 2.98%
Credit 0.96% 0.83% * 35% 3.01%
Distressed 2.71% 0.07% * 36% 5.40%
Event Driven 3.25% 2.34% * 64% 6.75%
Fixed Income 0.20% 0.39% * 49% 1.42%
Global Equity 3.59% 1.50% * 77% 5.94%
Latin American Debt 1.12% -0.10% * 33% 1.40%
Latin American Equity -0.32% 1.68% * 29% 0.11%
Macro 1.61% 0.77% * 52% 1.54%
Managed Futures 1.78% 0.48% * 68% 2.04%
Mixed Arbitrage 2.25% -0.45% * 62% 3.81%
Mortgage Backed Securities 0.83% 0.55% * 59% 2.54%
Multi-Strategy 2.19% 0.88% * 38% 3.55%
Technology 6.69% -2.22% * 56% 2.69%
U.S. Equity 4.75% 2.06% * 63% 8.51%

* Estimate

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AsiaHedge

Index Feb 2021 Mar 2021 YTD Last 5 years performance
Return Return Funds reporting Return
Asia ex Japan 3.90% 1.49% * 58% 7.27%
Asia inc Japan 5.74% -1.42% * 51% 6.89%
Australian Long/Short Equity 2.40% 1.03% * 50% 3.80%
Chinese Long/Short Equity -0.33% -3.49% * 64% -0.02%
Composite 1.86% 0.42% * 57% 3.58%
Indian Long/Short Equity 6.64% 1.35% * 46% 8.84%
Japan Long/Short Equity 0.06% 1.51% * 56% 1.15%
Japan Long/Short Equity 1.55% 3.47% * 65% 5.03%

* Estimate

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EuroHedge

Index Feb 2021 Mar 2021 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 1.63% 1.15% * 51% 3.13%
Convertible & Equity Arbitrage EUR 0.79% 0.21% * 100% 1.60%
Convertible & Equity Arbitrage USD 1.15% 0.16% * 80% 2.25%
Credit EUR 0.80% 0.82% * 42% 2.42%
Credit USD 0.95% 0.68% * 43% 2.54%
Currency 1.28% 0.96% * 41% 0.73%
Emerging Market Debt USD 1.64% -0.70% * 27% 1.62%
Emerging Market Equity USD 1.69% 0.06% * 57% 3.15%
Equity Market Neutral & Quantitative Strategies EUR 0.47% 1.78% * 75% 3.09%
Equity Market Neutral & Quantitative Strategies USD 0.51% 1.49% * 48% 2.35%
European Equity EUR 2.18% 3.45% * 54% 5.56%
European Equity GBP 3.05% 3.72% * 67% 7.71%
European Equity Nordic 0.77% -1.87% * 50% -1.20%
European Equity USD 2.33% 2.63% * 59% 5.03%
Event Driven EUR 2.02% 1.03% * 65% 5.91%
Event Driven USD 2.75% 1.67% * 60% 6.02%
Fixed Income EUR -0.93% 0.87% * 86% 0.64%
Fixed Income USD 0.32% 2.98% * 15% 4.87%
Global Equity EUR 2.76% 2.51% * 52% 6.54%
Global Equity USD 4.21% 1.34% * 67% 5.66%
Macro EUR 1.34% 0.66% * 25% 3.03%
Macro USD 0.50% 0.42% * 48% 0.10%
Managed Futures EUR 4.82% 1.71% * 67% 6.90%
Managed Futures USD 2.37% 0.90% * 69% 2.59%
Mixed Arbitrage & Multi-Strategy USD 0.81% 0.59% * 46% 1.62%

* Estimate

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InvestHedge

Index Feb 2021 Mar 2021 YTD Last 5 years performance
Return Return Funds reporting Return
Arbitrage USD 1.40% 0.43% * 29% 1.66%
Asian Pacific Fund of Funds 1.80% -3.00% * 23% 0.62%
Commodities 0.89% -0.20% * 60% 1.06%
Composite 2.19% 0.18% * 31% 1.91%
Distressed 2.14% 0.22% * 29% 3.39%
Emerging Managers 4.20% 0.22% * 42% 4.28%
Emerging Markets Hedge USD 1.83% 0.66% * 29% 4.91%
Fixed Income USD 4.07% 1.70% * 15% 7.49%
Global Equity USD 3.44% -1.44% * 43% -0.55%
Global Macro Currency USD 1.05% 0.99% * 40% 1.42%
Global Multi Strategy EUR 2.06% 0.15% * 29% 1.39%
Global Multi Strategy USD 2.22% 0.18% * 34% 2.03%
Leveraged Global Multi-Strategy USD 18.44% 0.20% * 50% -0.39%
Managed Futures 5.81% 2.18% * 68% 6.71%
Self-Invested Fund of Funds USD 1.96% 0.00% * 50% 2.37%
US Equity 4.48% 0.47% * 35% 1.64%

* Estimate

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Absolute UCITS

Index Feb 2021 Mar 2021 YTD Last 5 years performance
Return Return Funds reporting Return
Credit 0.42% 0.33% * 47% 0.93%
Equity Market Neutral & Quantitative Strategies 1.09% 0.78% * 58% 1.87%
European Equity 1.63% 1.64% * 44% 2.87%
Event Driven 0.87% 0.60% * 68% 2.39%
Fund of Funds 0.74% 1.13% * 11% 1.67%
Global Equity 1.34% 1.12% * 35% 1.79%
Macro -0.07% 1.07% * 36% 0.95%
Managed Futures 2.01% 1.26% * 44% 2.30%
Mixed Arbitrage & Multi-Strategy 0.47% 2.07% * 100% 2.48%
Single Manager Composite 0.74% 0.67% * 41% 1.33%

* Estimate

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