HedgeFund Intelligence Indices

Live

Global

Index Nov 2019 Dec 2019 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 0.51% 1.10% * 85% 7.32%
Emerging Market Debt 0.25% 0.88% * 79% 8.48%
Emerging Market Equity -0.10% 2.68% * 87% 10.15%
Equity 1.25% 1.64% * 84% 11.93%
Event Driven 0.93% 1.42% * 86% 8.12%
Macro -0.28% 1.27% * 76% 6.48%
Managed Futures 0.59% 0.64% * 92% 5.18%
Single Manager African Index 0.28% 1.24% * 88% 7.82%

* Estimate

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Absolute Return

Index Nov 2019 Dec 2019 YTD Last 5 years performance
Return Return Funds reporting Return
Commodities 0.19% 1.18% * 83% 1.80%
Composite 0.59% 1.14% * 68% 8.44%
Convertible & Equity Arbitrage 0.49% 0.70% * 91% 10.09%
Credit 0.20% 1.12% * 51% 6.24%
Distressed -0.34% 0.41% * 47% 2.90%
Event Driven 0.88% 1.42% * 77% 8.51%
Fixed Income 0.51% 1.42% * 64% 7.80%
Global Equity 1.61% 1.10% * 67% 11.50%
Latin American Debt -0.67% 1.71% * 33% 1.36%
Latin American Equity 0.61% 7.47% * 48% 26.30%
Macro -0.32% 1.72% * 60% 5.84%
Managed Futures 0.61% 0.02% * 89% 4.18%
Mixed Arbitrage 0.28% 0.89% * 58% 6.09%
Mortgage Backed Securities 0.45% 0.68% * 62% 6.91%
Multi-Strategy 0.23% 1.08% * 45% 7.86%
Technology 6.20% 2.10% * 81% 26.00%
U.S. Equity 1.89% 1.32% * 83% 15.10%

* Estimate

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AsiaHedge

Index Nov 2019 Dec 2019 YTD Last 5 years performance
Return Return Funds reporting Return
Asia ex Japan 1.08% 0.92% 91% 1.12%
Asia inc Japan -0.68% 2.29% 94% 7.20%
Australian Long/Short Equity 1.08% -0.10% 100% 17.76%
Chinese Long/Short Equity -0.48% 4.91% 94% 19.51%
Composite 0.44% 1.48% 98% 7.33%
Indian Long/Short Equity -1.29% 1.46% 95% 2.06%
Japan Long/Short Equity 1.12% 2.27% 100% 5.51%
Japan Long/Short Equity 0.88% 2.31% 72% 5.06%

* Estimate

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EuroHedge

Index Nov 2019 Dec 2019 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 0.54% 0.99% * 96% 6.54%
Convertible & Equity Arbitrage EUR 0.86% 0.74% * 100% 3.99%
Convertible & Equity Arbitrage USD 0.31% 0.73% * 100% 5.12%
Credit EUR 0.43% 0.65% * 97% 6.77%
Credit USD 0.48% 1.04% * 90% 6.91%
Currency -0.50% 1.12% * 100% -0.48%
Emerging Market Debt USD 0.25% 0.77% * 89% 11.99%
Emerging Market Equity USD 0.85% 2.40% * 73% 7.60%
Equity Market Neutral & Quantitative Strategies EUR -0.26% 0.08% * 89% -0.73%
Equity Market Neutral & Quantitative Strategies USD -0.33% 0.10% * 93% 1.03%
European Equity EUR 1.49% 1.92% * 100% 9.82%
European Equity GBP 1.06% 3.32% * 100% 10.05%
European Equity Nordic 0.85% 1.24% * 100% 2.89%
European Equity USD 0.89% 2.44% * 100% 8.31%
Event Driven EUR 0.82% 0.98% * 88% 4.84%
Event Driven USD 0.81% 1.09% * 100% 6.68%
Fixed Income EUR 0.29% 0.55% * 90% 5.75%
Fixed Income USD 0.62% 1.54% * 100% 8.19%
Global Equity EUR 1.98% 0.62% * 97% 7.08%
Global Equity USD 1.63% 2.04% * 100% 11.84%
Macro EUR 0.25% 0.65% * 88% 1.57%
Macro USD -0.53% 1.02% * 90% 5.50%
Managed Futures EUR 0.86% 0.02% * 91% 8.14%
Managed Futures USD 0.73% 1.02% * 98% 9.59%
Mixed Arbitrage & Multi-Strategy USD 0.37% 0.92% * 97% 6.57%

* Estimate

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InvestHedge

Index Nov 2019 Dec 2019 YTD Last 5 years performance
Return Return Funds reporting Return
Arbitrage USD 0.19% 0.85% * 53% 5.27%
Asian Pacific Fund of Funds 0.39% 1.83% * 47% 7.20%
Commodities 1.07% 1.66% * 80% 6.43%
Composite 0.50% 1.29% * 57% 6.49%
Distressed 0.16% 1.01% * 43% 4.40%
Emerging Managers 1.50% 1.73% * 62% 11.90%
Emerging Markets Hedge USD 0.33% 1.76% * 76% 9.02%
European Equity EUR 2.07% 1.16% * 43% 6.82%
European Multi Strategy EUR 0.81% 0.17% * 100% 4.30%
Fixed Income USD 0.12% 1.30% * 71% 5.08%
Global Equity USD 1.40% 1.73% * 55% 10.63%
Global Macro Currency USD -0.17% 1.06% * 47% 2.57%
Global Multi Strategy EUR 0.48% 0.97% * 52% 5.47%
Global Multi Strategy USD 0.59% 1.42% * 54% 7.72%
Managed Futures 1.53% -1.14% * 100% 5.02%
Self-Invested Fund of Funds USD 0.17% 0.83% * 88% 5.22%
US Equity 2.38% 1.51% * 83% 13.61%

* Estimate

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Absolute UCITS

Index Nov 2019 Dec 2019 YTD Last 5 years performance
Return Return Funds reporting Return
Credit 0.29% 0.55% * 100% 6.09%
Equity Market Neutral & Quantitative Strategies 0.40% 0.10% * 93% 0.45%
European Equity 0.81% 0.83% * 91% 4.62%
Event Driven 0.64% 0.86% * 83% 4.19%
Fund of Funds 0.56% 0.66% * 64% 4.02%
Global Equity 1.38% 1.03% * 93% 9.99%
Macro 0.04% 0.46% * 100% 4.57%
Managed Futures 1.05% -0.51% * 97% 8.22%
Mixed Arbitrage & Multi-Strategy 0.67% -0.22% * 100% 4.05%
Single Manager Composite 0.51% 0.65% * 95% 5.80%

* Estimate

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