HedgeFund Intelligence Indices

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Global

Index Aug 2020 Sep 2020 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 1.12% -0.43% * 78% 1.65%
Emerging Market Debt 1.12% -0.96% * 52% 2.31%
Emerging Market Equity 2.16% -1.67% * 85% 4.36%
Equity 2.81% -0.81% * 85% 2.54%
Event Driven 1.98% -0.10% * 78% -1.05%
Macro 0.50% -0.66% * 74% 2.60%
Managed Futures -0.06% -1.38% * 82% 0.74%
Single Manager African Index 0.55% -0.74% * 94% 0.94%

* Estimate

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Absolute Return

Index Aug 2020 Sep 2020 YTD Last 5 years performance
Return Return Funds reporting Return
Commodities 1.06% -0.08% * 70% 2.45%
Composite 1.06% -0.42% * 67% 1.59%
Convertible & Equity Arbitrage 2.43% 0.47% * 45% 5.07%
Credit 1.41% 0.75% * 58% 1.05%
Distressed 1.24% 1.34% * 64% 5.93%
Event Driven 1.99% -0.15% * 70% -2.00%
Fixed Income 0.94% 0.32% * 67% -1.86%
Global Equity 2.82% -1.00% * 81% 8.03%
Latin American Debt 0.51% -1.19% * 33% 5.59%
Latin American Equity -0.24% -5.00% * 48% -18.58%
Macro 0.50% -0.47% * 65% 3.50%
Managed Futures -0.04% -1.03% * 81% 0.56%
Mixed Arbitrage 0.85% 1.53% * 88% 3.62%
Mortgage Backed Securities 1.06% 1.01% * 65% -4.27%
Multi-Strategy 0.95% -0.62% * 46% 1.67%
Technology -0.06% -1.60% * 88% 5.02%
U.S. Equity 3.00% -1.00% * 87% 1.42%

* Estimate

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AsiaHedge

Index Aug 2020 Sep 2020 YTD Last 5 years performance
Return Return Funds reporting Return
Asia ex Japan 3.10% -0.98% * 91% -6.07%
Asia inc Japan 4.19% -1.21% * 63% 8.16%
Australian Long/Short Equity 5.13% -0.97% * 68% -1.21%
Chinese Long/Short Equity 2.86% -2.95% * 97% 12.10%
Composite 2.23% -0.62% * 84% 4.31%
Indian Long/Short Equity 8.03% 1.71% * 71% 2.80%
Japan Long/Short Equity 2.87% 2.96% * 75% -1.27%
Japan Long/Short Equity 0.74% 2.22% * 82% -4.60%

* Estimate

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EuroHedge

Index Aug 2020 Sep 2020 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 0.82% -0.34% * 78% 0.79%
Convertible & Equity Arbitrage EUR 0.29% 1.78% * 100% 11.82%
Convertible & Equity Arbitrage USD 0.73% 1.22% * 80% 7.84%
Credit EUR 1.26% 0.70% * 88% -0.59%
Credit USD 1.70% 0.66% * 64% -6.79%
Currency 0.27% 0.01% * 88% 5.54%
Emerging Market Debt USD 1.19% -1.12% * 53% 6.33%
Emerging Market Equity USD 0.57% -1.03% * 100% -10.06%
Equity Market Neutral & Quantitative Strategies EUR -0.34% 0.34% * 94% 3.60%
Equity Market Neutral & Quantitative Strategies USD -0.29% 0.39% * 88% -1.25%
European Equity EUR 2.45% -0.06% * 83% 2.40%
European Equity GBP 1.96% -1.15% * 92% -1.66%
European Equity Nordic 2.16% 0.30% * 80% 3.35%
European Equity USD 2.42% -0.47% * 90% 2.83%
Event Driven EUR 1.54% 0.44% * 100% 0.90%
Event Driven USD 1.36% -0.98% * 87% -1.97%
Fixed Income EUR 1.27% 0.18% * 100% 4.13%
Fixed Income USD 1.43% -0.74% * 38% 3.60%
Global Equity EUR 2.93% 0.21% * 76% -4.00%
Global Equity USD 3.76% -0.48% * 94% -0.03%
Macro EUR -0.15% -0.74% * 70% -1.69%
Macro USD 0.57% -0.68% * 93% 0.87%
Managed Futures EUR -1.37% -3.48% * 84% -4.23%
Managed Futures USD -0.50% -2.20% * 83% 0.56%
Mixed Arbitrage & Multi-Strategy USD 0.68% 0.49% * 63% 0.72%

* Estimate

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InvestHedge

Index Aug 2020 Sep 2020 YTD Last 5 years performance
Return Return Funds reporting Return
Arbitrage USD 1.05% 0.09% * 71% 2.63%
Asian Pacific Fund of Funds 2.67% -0.54% * 28% 10.99%
Commodities 2.04% -2.79% * 100% 7.92%
Composite 1.58% -0.27% * 58% 2.45%
Distressed 2.25% -0.71% * 57% -0.89%
Emerging Managers 1.71% -0.14% * 67% 7.26%
Emerging Markets Hedge USD 0.90% -1.32% * 34% 4.11%
European Equity EUR 1.28% 0.76% * 33% 4.08%
European Multi Strategy EUR 0.51% -0.88% * 50% -0.94%
Fixed Income USD 1.32% 0.57% * 40% -3.23%
Global Equity USD 2.46% -0.70% * 74% 3.66%
Global Macro Currency USD 0.73% -0.74% * 50% 0.42%
Global Multi Strategy EUR 1.49% -0.75% * 80% 1.45%
Global Multi Strategy USD 1.54% -0.10% * 62% 2.75%
Managed Futures -0.40% -1.46% * 36% -5.41%
Self-Invested Fund of Funds USD 1.02% 0.06% * 65% 0.70%
US Equity 2.84% -0.88% * 87% 7.79%

* Estimate

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Absolute UCITS

Index Aug 2020 Sep 2020 YTD Last 5 years performance
Return Return Funds reporting Return
Credit 0.88% -0.15% * 81% -1.06%
Equity Market Neutral & Quantitative Strategies 0.19% 0.57% * 76% 0.35%
European Equity 1.20% 0.18% * 82% 1.12%
Event Driven 0.29% 0.30% * 83% -1.37%
Fund of Funds 1.08% 0.11% * 39% -1.11%
Global Equity 1.93% -0.71% * 69% -0.38%
Macro 0.40% -0.61% * 75% -2.79%
Managed Futures -0.02% -1.54% * 78% -2.75%
Mixed Arbitrage & Multi-Strategy 0.79% -1.00% * 50% -3.72%
Single Manager Composite 0.94% -0.24% * 75% -0.66%

* Estimate

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