HedgeFund Intelligence Indices

Live

Global

Index Sep 2019 Oct 2019 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 0.26% 0.45% * 77% 5.60%
Emerging Market Debt 0.72% 0.37% * 76% 6.85%
Emerging Market Equity 0.39% 1.59% * 84% 7.43%
Equity 0.32% 1.41% * 79% 8.82%
Event Driven 0.19% 0.61% * 79% 5.71%
Macro 0.40% 0.45% * 64% 5.35%
Managed Futures -1.95% -1.28% * 83% 3.82%
Single Manager African Index 0.77% 0.66% * 97% 6.10%

* Estimate

Download full history to Excel

Absolute Return

Index Sep 2019 Oct 2019 YTD Last 5 years performance
Return Return Funds reporting Return
Commodities -0.25% -0.11% * 87% 0.32%
Composite 0.25% 0.43% * 60% 6.62%
Convertible & Equity Arbitrage 0.29% 0.43% * 80% 8.79%
Credit 0.24% -0.11% * 38% 4.78%
Distressed -0.26% 1.12% * 25% 3.97%
Event Driven 0.19% 0.40% * 67% 6.10%
Fixed Income 0.35% 0.01% * 56% 5.40%
Global Equity 0.28% 0.68% * 74% 8.62%
Latin American Debt 0.83% -1.67% * 25% 0.33%
Latin American Equity 0.90% 0.49% * 27% 16.04%
Macro -0.12% 0.30% * 53% 4.49%
Managed Futures -1.47% -0.58% * 71% 3.63%
Mixed Arbitrage 0.33% 0.27% * 73% 4.89%
Mortgage Backed Securities 0.56% 0.35% * 62% 5.68%
Multi-Strategy 0.35% 0.50% * 46% 6.51%
Technology -0.55% 2.19% * 75% 16.20%
U.S. Equity 0.60% 1.60% * 69% 11.71%

* Estimate

Download full history to Excel

AsiaHedge

Index Sep 2019 Oct 2019 YTD Last 5 years performance
Return Return Funds reporting Return
Asia ex Japan -0.13% -0.03% * 93% -0.87%
Asia inc Japan 0.46% 2.29% * 94% 5.52%
Australian Long/Short Equity 2.30% -0.34% * 100% 16.62%
Chinese Long/Short Equity -0.01% 2.67% * 97% 14.46%
Composite 0.41% 0.82% * 97% 5.31%
Indian Long/Short Equity 5.15% 2.50% * 92% 1.91%
Japan Long/Short Equity 1.08% 1.56% * 100% 2.02%
Japan Long/Short Equity 1.59% 2.39% * 100% 1.79%

* Estimate

Download full history to Excel

EuroHedge

Index Sep 2019 Oct 2019 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 0.23% 0.34% * 90% 4.98%
Convertible & Equity Arbitrage EUR -1.51% -0.48% * 100% 2.34%
Convertible & Equity Arbitrage USD -0.12% 0.14% * 100% 4.04%
Credit EUR 0.53% 0.08% * 81% 5.50%
Credit USD 0.57% 0.65% * 75% 5.40%
Currency 0.73% -0.86% * 100% -1.16%
Emerging Market Debt USD 1.00% 0.31% * 63% 10.86%
Emerging Market Equity USD -0.14% 1.57% * 70% 4.27%
Equity Market Neutral & Quantitative Strategies EUR -0.53% -0.56% * 89% -0.58%
Equity Market Neutral & Quantitative Strategies USD -0.28% -0.39% * 93% 1.10%
European Equity EUR 0.38% 0.62% * 96% 6.31%
European Equity GBP 0.04% 1.46% * 96% 5.39%
European Equity Nordic 0.74% 0.22% * 100% 0.78%
European Equity USD 0.47% 1.17% * 98% 4.80%
Event Driven EUR 0.23% 0.72% * 100% 2.64%
Event Driven USD 0.30% 1.11% * 88% 4.75%
Fixed Income EUR 0.33% 0.41% * 100% 4.87%
Fixed Income USD 0.57% 1.00% * 54% 6.26%
Global Equity EUR 0.75% 0.52% * 97% 4.36%
Global Equity USD 0.67% 2.02% * 93% 7.74%
Macro EUR 0.31% 0.51% * 100% 0.67%
Macro USD 1.48% 0.75% * 77% 4.93%
Managed Futures EUR -3.22% -2.99% * 92% 6.89%
Managed Futures USD -3.04% -1.75% * 100% 7.65%
Mixed Arbitrage & Multi-Strategy USD -0.01% 0.31% * 89% 5.11%

* Estimate

Download full history to Excel

InvestHedge

Index Sep 2019 Oct 2019 YTD Last 5 years performance
Return Return Funds reporting Return
Arbitrage USD -0.01% 0.15% * 41% 4.18%
Asian Pacific Fund of Funds 0.09% 1.69% * 34% 5.09%
Commodities 0.71% -0.43% * 80% 3.43%
Composite -0.37% 0.29% * 45% 4.56%
Distressed -0.36% 0.01% * 57% 3.37%
Emerging Managers -0.40% 0.51% * 62% 8.13%
Emerging Markets Hedge USD 0.55% 1.26% * 61% 6.78%
European Equity EUR -1.15% 0.28% * 25% 3.27%
European Multi Strategy EUR -0.67% -0.19% * 100% 3.28%
Fixed Income USD -0.39% -0.35% * 60% 3.21%
Global Equity USD -0.80% 1.04% * 61% 7.23%
Global Macro Currency USD -0.71% -0.06% * 56% 1.71%
Global Multi Strategy EUR -0.57% 0.07% * 50% 3.80%
Global Multi Strategy USD -0.33% 0.38% * 54% 5.55%
Leveraged Global Multi-Strategy USD -3.87% 0.21% * 25% 9.18%
Managed Futures -3.30% -2.78% * 100% 4.97%
Self-Invested Fund of Funds USD -0.65% -0.09% * 100% 3.91%
US Equity -1.27% 0.34% * 58% 9.22%

* Estimate

Download full history to Excel

Absolute UCITS

Index Sep 2019 Oct 2019 YTD Last 5 years performance
Return Return Funds reporting Return
Credit 0.22% 0.34% * 94% 5.20%
Equity Market Neutral & Quantitative Strategies -0.58% -0.06% * 95% -0.14%
European Equity 0.00% 0.38% * 91% 3.01%
Event Driven -0.04% 0.42% * 91% 2.73%
Fund of Funds -0.24% -0.22% * 90% 2.77%
Global Equity 0.83% 0.31% * 100% 7.31%
Macro 0.11% 0.03% * 95% 4.03%
Managed Futures -2.25% -2.67% * 90% 7.63%
Mixed Arbitrage & Multi-Strategy 0.22% -3.13% * 100% 0.03%
Single Manager Composite 0.06% 0.27% * 96% 4.55%

* Estimate

Download full history to Excel