HedgeFund Intelligence Indices

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Global

Index Apr 2021 May 2021 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 1.40% 0.95% * 69% 5.63%
Emerging Market Debt 0.99% 0.70% * 29% 1.65%
Emerging Market Equity 1.73% 2.40% * 71% 8.10%
Equity 2.20% 0.74% * 80% 8.42%
Event Driven 2.21% 1.27% * 72% 9.19%
Macro 0.83% 1.06% * 73% 2.63%
Managed Futures 1.99% 1.46% * 73% 5.80%
Single Manager African Index 1.00% 1.73% * 62% 10.61%

* Estimate

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Absolute Return

Index Apr 2021 May 2021 YTD Last 5 years performance
Return Return Funds reporting Return
Commodities 2.71% 1.99% * 58% 7.46%
Composite 1.61% 0.85% * 71% 5.96%
Convertible & Equity Arbitrage 0.29% 0.20% * 64% 3.30%
Credit 0.85% 0.50% * 56% 4.26%
Distressed 0.75% 0.93% * 55% 7.49%
Event Driven 2.26% 1.27% * 76% 9.70%
Fixed Income 0.96% 0.50% * 63% 3.04%
Global Equity 2.35% 0.52% * 90% 9.14%
Latin American Debt 1.79% 2.29% * 100% 5.58%
Latin American Equity 2.55% 4.71% * 90% 8.78%
Macro 0.68% 0.84% * 77% 3.05%
Managed Futures 1.75% 0.90% * 74% 5.01%
Mixed Arbitrage 1.63% 0.14% * 92% 5.65%
Mortgage Backed Securities 0.79% 0.42% * 59% 3.70%
Multi-Strategy 1.50% 0.89% * 81% 5.65%
Technology 2.27% -1.02% * 69% 2.28%
U.S. Equity 2.18% 0.85% * 80% 10.89%

* Estimate

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AsiaHedge

Index Apr 2021 May 2021 YTD Last 5 years performance
Return Return Funds reporting Return
Asia ex Japan 1.73% 2.25% * 44% 11.32%
Asia inc Japan 1.94% 1.48% * 63% 9.47%
Australian Long/Short Equity 4.30% 1.36% * 87% 10.29%
Chinese Long/Short Equity 2.88% 2.11% * 72% 4.91%
Composite 1.62% 1.22% * 66% 6.40%
Indian Long/Short Equity 1.53% 7.84% * 71% 19.15%
Japan Long/Short Equity -1.18% -0.10% * 56% 2.24%
Japan Long/Short Equity -0.84% 0.07% * 71% 4.22%

* Estimate

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EuroHedge

Index Apr 2021 May 2021 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 1.24% 0.98% * 58% 5.00%
Convertible & Equity Arbitrage EUR 1.59% 0.19% * 100% 3.59%
Convertible & Equity Arbitrage USD 1.81% -0.04% * 80% 3.95%
Credit EUR 0.73% 0.23% * 54% 3.40%
Credit USD 1.50% 1.31% * 32% 5.26%
Currency 1.19% 2.82% * 29% 4.01%
Emerging Market Debt USD 1.30% 1.56% * 33% 5.19%
Emerging Market Equity USD 0.53% 2.33% * 43% 5.82%
Equity Market Neutral & Quantitative Strategies EUR 0.61% -0.06% * 69% 2.85%
Equity Market Neutral & Quantitative Strategies USD 1.36% -0.06% * 40% 2.62%
European Equity EUR 1.73% 0.92% * 75% 8.08%
European Equity GBP 3.35% 1.84% * 71% 14.39%
European Equity Nordic 1.68% -0.24% * 70% 2.68%
European Equity USD 2.41% 0.58% * 76% 7.63%
Event Driven EUR 2.14% 2.35% * 71% 10.72%
Event Driven USD 1.63% 2.72% * 53% 10.63%
Fixed Income EUR 0.40% -0.29% * 89% 0.63%
Fixed Income USD 0.60% 0.17% * 31% 3.12%
Global Equity EUR 1.71% 0.81% * 55% 9.08%
Global Equity USD 3.47% 0.31% * 81% 9.02%
Macro EUR 0.03% 1.14% * 50% 4.23%
Macro USD 0.36% 1.16% * 74% 1.01%
Managed Futures EUR 1.61% 2.43% * 79% 11.39%
Managed Futures USD 2.54% 2.45% * 75% 7.68%
Mixed Arbitrage & Multi-Strategy USD 0.40% 1.26% * 54% 2.53%

* Estimate

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InvestHedge

Index Apr 2021 May 2021 YTD Last 5 years performance
Return Return Funds reporting Return
Arbitrage USD 1.27% 0.05% * 54% 2.82%
Asian Pacific Fund of Funds 2.55% 0.25% * 31% 4.20%
Commodities 4.83% 2.57% * 100% 8.99%
Composite 1.59% 0.03% * 50% 3.52%
Distressed 1.59% 0.09% * 50% 5.64%
Emerging Managers 2.80% -0.78% * 67% 6.09%
Emerging Markets Hedge USD 1.38% 1.49% * 26% 8.10%
European Equity EUR 1.94% 0.33% * 50% 3.30%
European Multi Strategy EUR 0.97% 0.13% * 75% -0.52%
Fixed Income USD 1.03% 0.65% * 25% 8.11%
Global Equity USD 2.66% -0.70% * 71% 2.62%
Global Macro Currency USD 1.19% 0.59% * 47% 2.58%
Global Multi Strategy EUR 1.29% 0.00% * 60% 2.41%
Global Multi Strategy USD 1.62% 0.10% * 54% 3.86%
Leveraged Global Multi-Strategy USD 9.16% 0.01% * 100% 5.30%
Managed Futures 2.27% 2.06% * 73% 10.81%
Self-Invested Fund of Funds USD 0.40% 0.33% * 65% 2.47%
US Equity 3.10% -1.29% * 61% 2.04%

* Estimate

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Absolute UCITS

Index Apr 2021 May 2021 YTD Last 5 years performance
Return Return Funds reporting Return
Credit 0.57% 0.04% * 69% 1.56%
Equity Market Neutral & Quantitative Strategies 0.69% 0.00% * 82% 2.62%
European Equity 1.40% 1.11% * 78% 5.67%
Event Driven 1.04% 0.93% * 80% 4.39%
Fund of Funds 1.40% 0.14% * 39% 2.26%
Global Equity 1.66% 0.21% * 74% 4.30%
Macro 0.72% 0.55% * 68% 2.06%
Managed Futures 0.88% 0.81% * 71% 4.14%
Mixed Arbitrage & Multi-Strategy 1.29% 1.90% * 100% 4.60%
Single Manager Composite 0.92% 0.40% * 68% 2.60%

* Estimate

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