HedgeFund Intelligence Indices

Live

Global

Index Jul 2021 Aug 2021 YTD Last 5 years performance
Return Return Funds reporting Return
Composite -0.02% 0.60% * 98% 6.46%
Emerging Market Debt 0.32% 0.58% * 71% 3.57%
Emerging Market Equity -0.34% 1.04% * 100% 9.02%
Equity -0.28% 0.93% * 100% 9.73%
Event Driven -1.02% 0.83% * 92% 8.84%
Macro -0.65% 0.45% * 94% 2.22%
Managed Futures 0.61% -0.01% * 94% 5.69%
Single Manager African Index 0.70% 0.83% * 100% 12.44%

* Estimate

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Absolute Return

Index Jul 2021 Aug 2021 YTD Last 5 years performance
Return Return Funds reporting Return
Commodities 0.45% 0.20% * 91% 9.07%
Composite -0.24% 0.40% * 96% 6.59%
Convertible & Equity Arbitrage 0.12% 0.24% * 91% 4.11%
Credit 0.39% 0.40% * 76% 5.93%
Distressed 0.28% 0.45% * 73% 8.86%
Event Driven -1.23% 0.86% * 90% 8.61%
Fixed Income -0.04% 0.53% * 86% 4.13%
Global Equity -0.16% 0.80% * 100% 9.95%
Latin American Debt -1.00% -0.30% * 100% 4.57%
Latin American Equity -3.75% -1.78% * 100% 3.99%
Macro -0.95% 0.35% * 97% 2.35%
Managed Futures 0.25% -0.17% * 97% 4.53%
Mixed Arbitrage -0.20% 0.30% * 100% 6.17%
Mortgage Backed Securities 0.67% 0.36% * 88% 5.57%
Multi-Strategy -0.46% 0.47% * 100% 6.21%
Technology -0.50% 1.07% * 69% 4.71%
U.S. Equity -0.35% 0.98% * 100% 13.40%

* Estimate

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AsiaHedge

Index Jul 2021 Aug 2021 YTD Last 5 years performance
Return Return Funds reporting Return
Asia ex Japan -1.89% 2.53% * 89% 12.44%
Asia inc Japan -3.66% 0.87% * 83% 6.58%
Australian Long/Short Equity 0.57% 3.92% * 100% 17.07%
Chinese Long/Short Equity -4.49% -0.08% * 100% -0.03%
Composite -0.38% 1.37% * 100% 7.89%
Indian Long/Short Equity 4.78% 4.14% * 92% 34.15%
Japan Long/Short Equity -0.47% -0.20% * 75% 2.92%
Japan Long/Short Equity -0.39% 0.71% * 100% 5.44%

* Estimate

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EuroHedge

Index Jul 2021 Aug 2021 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 0.25% 0.62% * 79% 5.74%
Convertible & Equity Arbitrage EUR 0.50% 0.63% * 100% 5.29%
Convertible & Equity Arbitrage USD 0.35% 0.48% * 80% 5.10%
Credit EUR 0.29% 0.51% * 77% 4.95%
Credit USD 0.41% 0.59% * 57% 6.33%
Currency 0.44% -1.39% * 35% 3.38%
Emerging Market Debt USD 0.32% 1.82% * 53% 8.44%
Emerging Market Equity USD -0.21% 1.77% * 86% 7.06%
Equity Market Neutral & Quantitative Strategies EUR 0.85% 0.15% * 94% 3.61%
Equity Market Neutral & Quantitative Strategies USD 0.26% 0.09% * 76% 3.26%
European Equity EUR 1.09% 1.02% * 90% 10.24%
European Equity GBP 0.73% 2.05% * 88% 17.89%
European Equity Nordic 0.66% 0.60% * 75% 4.07%
European Equity USD 0.86% 1.02% * 97% 9.41%
Event Driven EUR -0.48% 0.08% * 100% 10.60%
Event Driven USD -0.69% 0.45% * 100% 8.21%
Fixed Income EUR 0.11% -0.08% * 100% 1.07%
Fixed Income USD 0.52% 0.49% * 69% 4.84%
Global Equity EUR 0.25% 1.20% * 79% 11.40%
Global Equity USD -0.07% 0.92% * 100% 11.15%
Macro EUR -0.54% 0.22% * 60% 1.41%
Macro USD -0.26% 0.27% * 78% 0.36%
Managed Futures EUR 0.89% 1.26% * 91% 11.93%
Managed Futures USD 1.05% 0.20% * 86% 8.05%
Mixed Arbitrage & Multi-Strategy USD -0.22% 0.41% * 86% 2.22%

* Estimate

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InvestHedge

Index Jul 2021 Aug 2021 YTD Last 5 years performance
Return Return Funds reporting Return
Arbitrage USD -0.30% 1.30% * 71% 4.09%
Asian Pacific Fund of Funds -3.16% 1.00% * 64% 2.03%
Commodities -0.36% 2.17% * 80% 12.98%
Composite 1.34% 0.80% * 69% 6.19%
Distressed -0.45% 1.30% * 71% 7.06%
Emerging Managers -0.16% 0.75% * 42% 7.65%
Emerging Markets Hedge USD -0.18% 0.32% * 45% 9.59%
European Equity EUR 1.13% 0.98% * 67% 6.07%
European Multi Strategy EUR -0.07% 1.93% * 100% 0.53%
Fixed Income USD 0.09% 0.47% * 70% 8.92%
Global Equity USD -0.60% 1.41% * 81% 4.46%
Global Macro Currency USD -0.26% 0.10% * 63% 1.97%
Global Multi Strategy EUR -0.45% 0.75% * 84% 2.80%
Global Multi Strategy USD -0.13% 0.82% * 76% 4.98%
Leveraged Global Multi-Strategy USD -0.62% 1.45% * 50% 6.65%
Managed Futures 1.68% 0.52% * 82% 10.61%
Self-Invested Fund of Funds USD -0.32% -0.48% * 85% 0.51%
US Equity -0.57% 1.15% * 87% 4.40%

* Estimate

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Absolute UCITS

Index Jul 2021 Aug 2021 YTD Last 5 years performance
Return Return Funds reporting Return
Credit 0.17% 0.18% * 97% 2.32%
Equity Market Neutral & Quantitative Strategies 0.94% 0.48% * 93% 4.29%
European Equity 0.78% 1.03% * 100% 7.99%
Event Driven -0.44% 0.35% * 88% 4.54%
Fund of Funds 0.00% 0.43% * 96% 3.21%
Global Equity 0.16% 0.98% * 100% 6.15%
Macro 0.20% 0.24% * 73% 2.72%
Managed Futures 0.04% -0.22% * 85% 2.82%
Mixed Arbitrage & Multi-Strategy 0.48% 0.81% * 100% 5.14%
Single Manager Composite 0.14% 0.48% * 94% 3.63%

* Estimate

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