HedgeFund Intelligence Indices

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Global

Index May 2019 Jun 2019 YTD Last 5 years performance
Return Return Funds reporting Return
Composite -0.37% 1.18% * 82% 4.39%
Emerging Market Debt 0.40% 1.30% * 91% 5.81%
Emerging Market Equity -2.36% 1.97% * 100% 6.73%
Equity -1.76% 1.92% * 76% 7.60%
Event Driven -1.36% 0.91% * 70% 5.01%
Macro 0.30% 1.21% * 79% 3.28%
Managed Futures -0.02% 2.60% * 83% 4.52%
Single Manager African Index -1.33% 0.71% * 100% 4.55%

* Estimate

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Absolute Return

Index May 2019 Jun 2019 YTD Last 5 years performance
Return Return Funds reporting Return
Commodities 0.35% 0.42% * 53% 1.68%
Composite -0.18% 1.48% * 61% 5.39%
Convertible & Equity Arbitrage 0.05% 1.25% * 80% 6.41%
Credit 0.11% 0.41% * 38% 4.26%
Distressed -1.45% 0.52% * 70% 3.53%
Event Driven -1.37% 1.40% * 59% 5.83%
Fixed Income 0.41% -0.08% * 69% 3.63%
Global Equity -1.64% 1.75% * 68% 7.49%
Latin American Debt -0.45% 0.94% * 100% 1.03%
Latin American Equity 1.01% 3.30% * 65% 10.89%
Macro 0.49% 1.01% * 66% 2.99%
Managed Futures -0.05% 2.39% * 80% 3.26%
Mixed Arbitrage -0.04% 0.61% * 67% 3.50%
Mortgage Backed Securities 0.55% 0.67% * 44% 3.83%
Multi-Strategy 0.00% 0.86% * 83% 4.65%
Technology -1.80% 3.96% * 85% 15.47%
U.S. Equity -2.24% 2.60% * 58% 10.41%

* Estimate

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AsiaHedge

Index May 2019 Jun 2019 YTD Last 5 years performance
Return Return Funds reporting Return
Asia ex Japan -2.63% -0.06% 94% 0.90%
Asia inc Japan -3.63% 1.69% 100% 4.76%
Australian Long/Short Equity 2.37% 0.93% 100% 10.71%
Chinese Long/Short Equity -6.75% 4.01% 100% 12.75%
Composite -1.35% 1.30% 100% 4.14%
Indian Long/Short Equity 1.00% -0.19% 75% 2.77%
Japan Long/Short Equity -0.39% 0.16% 100% 0.22%
Japan Long/Short Equity -1.43% 0.15% 100% -1.93%

* Estimate

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EuroHedge

Index May 2019 Jun 2019 YTD Last 5 years performance
Return Return Funds reporting Return
Composite -0.39% 0.96% * 94% 3.71%
Convertible & Equity Arbitrage EUR 0.68% 0.89% * 100% 1.05%
Convertible & Equity Arbitrage USD 0.37% 0.82% * 75% 2.72%
Credit EUR 0.06% 0.53% * 100% 4.13%
Credit USD 0.06% 0.29% * 79% 3.35%
Currency 0.11% 0.46% * 94% -1.07%
Emerging Market Debt USD 1.00% 1.46% * 100% 8.11%
Emerging Market Equity USD -1.56% 1.28% * 79% 4.69%
Equity Market Neutral & Quantitative Strategies EUR -0.13% 0.84% * 93% 0.64%
Equity Market Neutral & Quantitative Strategies USD -0.05% 0.51% * 96% 0.30%
European Equity EUR -0.15% 1.18% * 98% 6.54%
European Equity GBP 1.47% -0.73% * 90% 2.64%
European Equity Nordic -0.13% -0.18% * 100% 1.53%
European Equity USD -1.34% 1.19% * 96% 2.68%
Event Driven EUR -2.27% -0.03% * 67% 1.94%
Event Driven USD -1.59% -0.41% * 92% 3.13%
Fixed Income EUR 0.03% 0.60% * 100% 3.70%
Fixed Income USD 0.35% 0.70% * 88% 5.00%
Global Equity EUR -2.30% -0.10% * 92% 3.65%
Global Equity USD -2.14% 1.44% * 94% 4.70%
Macro EUR 0.35% 1.08% * 83% 0.02%
Macro USD -0.88% 1.15% * 100% 1.94%
Managed Futures EUR -2.96% 3.27% * 94% 8.33%
Managed Futures USD -0.76% 3.22% * 93% 7.38%
Mixed Arbitrage & Multi-Strategy USD -0.09% 1.00% * 91% 3.78%

* Estimate

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InvestHedge

Index May 2019 Jun 2019 YTD Last 5 years performance
Return Return Funds reporting Return
Arbitrage USD -0.04% 0.80% * 23% 3.80%
Asian Pacific Fund of Funds -1.94% 0.57% * 28% 3.01%
Commodities -0.55% 1.44% * 80% 3.21%
Composite -0.60% 1.25% * 35% 4.60%
Distressed -0.99% 1.73% * 27% 4.48%
Emerging Managers -1.62% 1.14% * 17% 7.94%
Emerging Markets Hedge USD -2.32% 1.58% * 51% 4.82%
European Equity EUR -2.39% 2.45% * 18% 6.23%
European Multi Strategy EUR -1.03% 0.84% * 33% 3.84%
Fixed Income USD 0.36% 0.68% * 60% 3.77%
Global Equity USD -1.10% 2.08% * 46% 7.50%
Global Macro Currency USD -0.46% 1.41% * 55% 2.55%
Global Multi Strategy EUR -0.60% 0.54% * 42% 3.74%
Global Multi Strategy USD -0.39% 1.04% * 37% 5.13%
Leveraged Global Multi-Strategy USD 1.72% 4.10% * 75% 11.54%
Managed Futures -3.23% 5.20% * 89% 7.68%
Self-Invested Fund of Funds USD -0.09% 0.92% * 88% 2.87%
US Equity -2.25% 1.72% * 59% 9.93%

* Estimate

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Absolute UCITS

Index May 2019 Jun 2019 YTD Last 5 years performance
Return Return Funds reporting Return
-0.08% 0.76% * 100% 3.96%
0.23% 0.05% * 83% 0.39%
-0.32% 0.44% * 92% 2.98%
-0.19% 0.05% * 86% 2.15%
-0.63% 0.40% * 67% 3.08%
-1.99% 1.66% * 92% 6.00%
-0.59% 1.26% * 76% 3.42%
0.51% 1.98% * 83% 7.20%
-0.94% -0.40% * 67% 1.29%
-0.59% 1.18% * 83% 3.90%

* Estimate

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