HedgeFund Intelligence Indices

Live

Global

Index Jul 2019 Aug 2019 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 0.58% -0.06% * 76% 4.84%
Emerging Market Debt 0.86% -0.11% * 83% 6.90%
Emerging Market Equity 0.12% -1.85% * 89% 4.71%
Equity 0.48% -0.81% * 72% 7.01%
Event Driven 0.67% -0.65% * 80% 4.93%
Macro 0.75% 0.50% * 68% 4.76%
Managed Futures 0.81% 2.48% * 83% 7.38%
Single Manager African Index 0.12% -0.20% * 87% 4.59%

* Estimate

Download full history to Excel, view the methodology

Absolute Return

Index Jul 2019 Aug 2019 YTD Last 5 years performance
Return Return Funds reporting Return
Commodities -0.14% -1.07% * 65% 0.45%
Composite 0.66% -0.02% * 58% 5.89%
Convertible & Equity Arbitrage 1.04% 0.44% * 90% 8.08%
Credit 0.44% 0.19% * 39% 4.93%
Distressed -0.33% 0.48% * 33% 3.68%
Event Driven 0.66% -0.65% * 66% 5.71%
Fixed Income 0.68% -0.38% * 41% 4.50%
Global Equity 0.80% -0.87% * 60% 7.25%
Latin American Debt 1.17% -1.20% * 100% 0.99%
Latin American Equity 2.53% 0.05% * 47% 14.38%
Macro 0.73% 0.37% * 50% 4.59%
Managed Futures 0.76% 2.32% * 73% 5.98%
Mixed Arbitrage 0.57% 0.21% * 61% 4.24%
Mortgage Backed Securities 0.60% 0.49% * 33% 4.80%
Multi-Strategy 0.64% -0.32% * 45% 5.12%
Technology 1.11% -1.07% * 78% 14.82%
U.S. Equity 0.68% -1.07% * 66% 9.64%

* Estimate

Download full history to Excel, view the methodology

AsiaHedge

Index Jul 2019 Aug 2019 YTD Last 5 years performance
Return Return Funds reporting Return
Asia ex Japan -0.09% -1.50% 100% -0.71%
Asia inc Japan -0.25% -1.74% 97% 2.68%
Australian Long/Short Equity 3.22% 0.10% 97% 14.38%
Chinese Long/Short Equity 0.27% -1.38% 100% 11.50%
Composite 0.32% -0.42% 100% 4.02%
Indian Long/Short Equity -4.68% -3.48% 100% -5.45%
Japan Long/Short Equity 0.60% -1.43% 100% -0.62%
Japan Long/Short Equity 0.06% -0.28% 100% -2.14%

* Estimate

Download full history to Excel, view the methodology

EuroHedge

Index Jul 2019 Aug 2019 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 0.59% 0.05% 87% 4.36%
Convertible & Equity Arbitrage EUR 1.79% 1.51% 100% 4.41%
Convertible & Equity Arbitrage USD 1.18% 0.23% 100% 4.01%
Credit EUR 0.45% 0.21% 88% 4.86%
Credit USD 0.58% 0.15% 68% 4.13%
Currency 0.26% 0.00% 71% -1.02%
Emerging Market Debt USD 1.37% -0.03% 67% 9.42%
Emerging Market Equity USD 0.32% -2.11% 57% 2.81%
Equity Market Neutral & Quantitative Strategies EUR 0.25% -0.35% 82% 0.51%
Equity Market Neutral & Quantitative Strategies USD 0.63% 0.57% 88% 1.78%
European Equity EUR 0.07% -1.22% 90% 5.26%
European Equity GBP 1.67% -1.32% 96% 3.84%
European Equity Nordic 0.02% -1.76% 100% -0.18%
European Equity USD 0.69% -0.45% 97% 3.10%
Event Driven EUR 0.10% 0.27% 94% 1.67%
Event Driven USD 0.64% -0.46% 88% 3.29%
Fixed Income EUR 0.38% 0.02% 100% 4.10%
Fixed Income USD 0.43% -0.79% 92% 4.61%
Global Equity EUR 0.32% -1.06% 93% 3.04%
Global Equity USD 0.30% -0.08% 92% 4.90%
Macro EUR 0.38% -0.42% 88% -0.15%
Macro USD 0.44% 0.18% 66% 2.63%
Managed Futures EUR 1.89% 3.66% 88% 13.85%
Managed Futures USD 1.80% 3.50% 100% 13.01%
Mixed Arbitrage & Multi-Strategy USD 0.75% 0.22% 94% 4.79%

* Estimate

Download full history to Excel, view the methodology

InvestHedge

Index Jul 2019 Aug 2019 YTD Last 5 years performance
Return Return Funds reporting Return
Arbitrage USD 0.33% -0.29% * 30% 3.61%
Asian Pacific Fund of Funds -0.05% -0.81% * 0% 2.88%
Commodities 0.17% 0.04% * 100% 3.51%
Composite 0.44% -0.34% * 49% 4.64%
Distressed -0.14% 0.06% * 50% 3.85%
Emerging Managers -0.08% -0.34% * 70% 8.01%
Emerging Markets Hedge USD 0.52% 0.28% * 55% 5.51%
European Equity EUR 0.26% -0.23% * 18% 5.02%
European Multi Strategy EUR 0.73% 0.40% * 75% 4.72%
Fixed Income USD -0.07% -0.30% * 56% 3.18%
Global Equity USD 0.56% -0.75% * 67% 6.98%
Global Macro Currency USD 0.64% -1.25% * 50% 2.44%
Global Multi Strategy EUR 0.50% -0.45% * 60% 4.51%
Global Multi Strategy USD 0.49% -0.44% * 42% 5.30%
Managed Futures 3.14% 1.46% * 65% 12.46%
Self-Invested Fund of Funds USD 0.78% 0.96% * 100% 4.92%
US Equity 0.72% -0.48% * 76% 10.38%

* Estimate

Download full history to Excel, view the methodology

Absolute UCITS

Index Jul 2019 Aug 2019 YTD Last 5 years performance
Return Return Funds reporting Return
0.33% 0.05% * 79% 4.59%
0.16% 0.01% * 100% 0.48%
0.33% -0.71% * 100% 2.65%
0.26% -0.04% * 98% 2.36%
0.43% -0.03% * 100% 3.63%
0.71% -0.82% * 100% 6.14%
0.32% 0.16% * 94% 3.87%
2.40% 2.97% * 92% 13.13%
0.46% 0.12% * 100% 3.52%
0.45% -0.22% * 100% 4.18%

* Estimate

Download full history to Excel, view the methodology