Mon, Feb 20, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Mizuho-Eurekahedge Index USD -3.93% in September, -2.07% YTD

Thursday, November 03, 2011
Opalesque Industry Update - Eurekahedge is pleased to announce that the new Mizuho-Eurekahedge Index is now live and available on the Eurekahedge website. The Mizuho-Eurekahedge Index is the banner name for a new suite of asset weighted, global indices.

Performance highlights
- The Mizuho-Eurekahedge Index has outperformed DJ World Index by 33.3% since the inception (Jan 05)

- The largest funds, with more than US$1 billion in assets, form 6% of the population but their AuM account for 49% of total industry assets

- Since December 2004, the maximum drawdown of the Mizuho-Eurekahedge Index is 17.38%, while that of the DJ World Index stands at 54.38%

- A passively managed, quarterly rebalanced, portfolio of the largest 25 funds in the in the Mizuho-Eurekahedge Index has outperformed 92% of all funds of funds in the Eurekahedge database over their corresponding track record

- The MEI Emerging Markets Multi-Strategy is the best performing sub index with an annualized return of 14.70%

- The least volatile sub index is the MEI Asia Pacific Arbitrage with a standard deviation of 4.31%

- The MEI Asia Pacific Arbitrage also has the best non risk-free-rate adjusted Sharpe ratio of 1.3

- The MEI 100 Index is a close approximation to the main MEI index however has a better annualized return of 7.1%, lower volatility and a smaller drawdown of only -11.6% in 2008

- Over the last 6½ years the top 25 funds in the index (rebalanced quarterly) have produced returns of 8.5% with a low volatility of only 5.5%


Performance table: Source

Mizuho Eurekahedge Indices Analysis Report Source

See related September article:
New asset-weighted Mizuho-Eurekahedge suite to be one of the largest collections of hedge fund indices Source

BG

What do you think?

   Use "anonymous" as my name    |   Alert me via email on new comments   |   
Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing

 



  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. With $54bn in assets, Philippines is ready for hedge funds, alternative investment products[more]

    Komfie Manalo, Opalesque Asia: With the country's outstanding fund management industry at $54bn and growing, the Philippine market and its investors are ready to invest in "more sophisticated" asset management products, like hedge funds and alternative investments, said Deanno J. Basas, presi

  2. SoftBank to buy Fortress Investment for $3.3bn[more]

    From Reuters.com: Japan's SoftBank Group Corp on Wednesday said it has agreed to buy Fortress Investment Group LLC for about $3.3 billion, looking to add investment expertise as it prepares to launch the world's largest private equity fund. The all-cash deal is SoftBank's first major investmen

  3. ...And Finally - Truth in advertising[more]

    From Newsoftheweird.com: Girl Scout Charlotte McCourt, 11, of South Orange, New Jersey, saw her sales zoom recently when she posted "brutally honest" reviews of the Scouts' cookies she was selling -- giving none of them a "10" and labeling some with dour descriptions. She was hoping to sell

  4. Europe - Brexit - Updated legal guide, Euro exchange rates set to tumble as hedge fund's super computer predicts Marine Le Pen will be next French president, Swiss fund market hits all-time high[more]

    Brexit - Updated legal guide From Herbertsmithfreehills.com: When we began analysing in depth the possibility of Britain exiting the EU (Brexit), 18 months prior to the June 2016 referendum, the business consensus was very much that Brexit was a remote prospect that either would never hap

  5. People - Gramercy appoints Bradshaw McKee as managing director of Capital Solutions, Trump taps Cerberus's Feinberg to lead intelligence review[more]

    Gramercy appoints Bradshaw McKee as managing director of Capital Solutions Gramercy Funds Management LLC, a $5.8 billion dedicated emerging markets investment manager, today announced the appointment of Bradshaw McKee to the position of Managing Director, Capital Solutions and Distressed