HedgeFund Intelligence Indices

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Global

Index Jun 2020 Jul 2020 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 1.41% 1.80% * 25% 0.92%
Emerging Market Debt 2.32% 0.42% * 6% 1.35%
Emerging Market Equity 5.71% 5.57% * 11% 4.21%
Equity 1.91% 2.09% * 19% 0.07%
Event Driven 1.31% 2.01% * 30% -2.87%
Macro 0.63% 1.68% * 32% 2.91%
Managed Futures -0.62% 2.26% * 46% 2.52%
Single Manager African Index 2.83% 1.08% * 2% 1.21%

* Estimate

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Absolute Return

Index Jun 2020 Jul 2020 YTD Last 5 years performance
Return Return Funds reporting Return
Commodities -1.03% 1.41% * 33% 1.45%
Composite 1.37% 1.98% * 24% 0.80%
Convertible & Equity Arbitrage 2.43% 0.62% * 9% 0.22%
Credit 2.71% 2.03% * 14% -1.06%
Distressed 2.58% 2.15% * 9% 3.98%
Event Driven 1.33% 2.01% * 34% -3.79%
Fixed Income 2.19% 1.82% * 16% -2.84%
Global Equity 2.14% 3.70% * 25% 6.90%
Latin American Debt 5.08% 2.29% * 33% 5.07%
Latin American Equity 5.15% 2.59% * 21% -17.22%
Macro 0.75% 1.83% * 34% 3.62%
Managed Futures -0.21% 1.87% * 45% 2.16%
Mixed Arbitrage 2.25% 2.96% * 29% 3.07%
Mortgage Backed Securities 2.27% 0.26% * 12% -6.90%
Multi-Strategy 1.90% 1.92% * 17% 1.20%
Technology 2.73% -0.29% * 12% 5.05%
U.S. Equity 1.47% 1.32% * 19% -2.51%

* Estimate

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AsiaHedge

Index Jun 2020 Jul 2020 YTD Last 5 years performance
Return Return Funds reporting Return
Asia ex Japan 2.10% 1.72% * 4% -9.56%
Asia inc Japan 5.05% 1.02% * 20% 1.72%
Australian Long/Short Equity 1.20% 5.96% * 18% -2.31%
Chinese Long/Short Equity 6.66% 11.06% * 14% 15.47%
Composite 2.46% 2.78% * 16% 2.54%
Indian Long/Short Equity 7.73% 2.73% * 17% -9.13%
Japan Long/Short Equity 0.38% -2.81% * 6% -8.84%
Japan Long/Short Equity -0.98% -4.82% * 6% -11.22%

* Estimate

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EuroHedge

Index Jun 2020 Jul 2020 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 0.82% 1.65% * 28% 0.65%
Convertible & Equity Arbitrage EUR 2.55% 0.87% * 50% 8.88%
Convertible & Equity Arbitrage USD 1.87% 1.15% * 60% 5.09%
Credit EUR 2.27% 2.03% * 27% -1.64%
Credit USD 3.07% 2.18% * 18% -7.98%
Currency 0.60% 3.32% * 29% 5.25%
Emerging Market Debt USD 3.29% 0.42% * 13% 5.43%
Emerging Market Equity USD 1.56% 5.27% * 10% -6.14%
Equity Market Neutral & Quantitative Strategies EUR 0.90% 1.69% * 44% 4.07%
Equity Market Neutral & Quantitative Strategies USD 0.85% 0.64% * 36% -1.35%
European Equity EUR 2.06% 1.33% * 24% 0.07%
European Equity GBP 2.15% 0.55% * 17% -1.85%
European Equity Nordic 1.47% 0.41% * 55% -0.55%
European Equity USD 1.50% 2.12% * 22% 2.04%
Event Driven EUR 1.00% 0.56% * 41% -2.13%
Event Driven USD 0.36% 0.40% * 20% -3.89%
Fixed Income EUR 1.13% 1.17% * 49% 2.54%
Fixed Income USD 1.70% 0.58% * 15% 2.60%
Global Equity EUR 0.81% 0.20% * 31% -7.14%
Global Equity USD 1.50% 1.13% * 8% -2.92%
Macro EUR 0.33% -0.70% * 10% -2.03%
Macro USD 0.20% 0.71% * 22% 0.25%
Managed Futures EUR -1.78% 2.97% * 58% 0.52%
Managed Futures USD -1.04% 2.71% * 52% 3.36%
Mixed Arbitrage & Multi-Strategy USD 0.71% 1.39% * 14% -0.93%

* Estimate

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InvestHedge

Index Jun 2020 Jul 2020 YTD Last 5 years performance
Return Return Funds reporting Return
Arbitrage USD 1.46% 1.36% * 14% 1.39%
Asian Pacific Fund of Funds 4.19% 4.52% * 18% 7.78%
Commodities 1.84% 1.75% * 60% 8.67%
Composite 1.49% 2.00% * 9% 1.18%
Distressed 2.38% 4.56% * 14% 0.13%
Emerging Managers 2.56% 2.90% * 17% 6.94%
Emerging Markets Hedge USD 4.74% 5.76% * 5% 6.57%
Fixed Income USD 1.80% 0.02% * 5% -6.13%
Global Equity USD 1.96% 1.54% * 14% 0.90%
Global Macro Currency USD 0.74% 4.02% * 3% 2.29%
Global Multi Strategy EUR 1.48% 2.07% * 15% 1.01%
Global Multi Strategy USD 1.40% 2.03% * 5% 1.47%
Self-Invested Fund of Funds USD 2.34% 1.73% * 31% -0.77%
US Equity 2.08% 2.61% * 9% 5.29%

* Estimate

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Absolute UCITS

Index Jun 2020 Jul 2020 YTD Last 5 years performance
Return Return Funds reporting Return
Credit 1.47% 0.67% * 25% -2.04%
Equity Market Neutral & Quantitative Strategies 0.73% 1.19% * 35% 0.19%
European Equity 1.40% 1.00% * 29% 0.18%
Event Driven 0.60% 1.27% * 49% -1.52%
Fund of Funds 1.08% 1.23% * 9% -2.10%
Global Equity 1.04% -0.89% * 24% -2.84%
Macro 0.94% 0.53% * 27% -2.53%
Managed Futures -0.81% 1.29% * 42% -1.21%
Single Manager Composite 1.05% 1.03% * 26% -1.37%

* Estimate

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