Wed, Sep 27, 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. iCapital Network enters deal to acquire innovative U.S. private equity access fund platform from Deutsche Bank[more]

    Komfie Manalo, Opalesque Asia: Financial technology platform iCapital Network has entered into a definitive purchase agreement to acquire the US Private Equi

  2. Neuberger Berman closes $1.1bn Credit Opportunities Fund[more]

    Neuberger Berman, a private, independent, employee-owned investment manager, announced that NB Private Equity Credit Opportunities Fund LP closed on $1.1 billion of limited partner commitments. The Fund seeks to invest in the secured and unsecured debt of private equity-backed companies, primarily i

  3. Capital Dynamics launches mid-market private credit business[more]

    Capital Dynamics, a global private asset manager, has launched a dedicated Private Credit Asset Management business. Experienced industry executives Jens Ernberg and Thomas Hall have joined Capital Dynamics to co-lead the company's new private credit initiative. They are based in Capital Dynamics' N

  4. Artificial intelligence may replace 40% of all jobs: Bridgewater founder Ray Dalio[more]

    From Foxbusiness.com: Bridgewater Associates founder Ray Dalio said Friday that almost half of the jobs in the next two decades will be replaced by artificial intelligence. "By in large, the world is going to largely consist of people who can take language and put it into code, which then allo

  5. Former management team of Sprott Asset Management launches Ninepoint Partners LP[more]

    Effective today, SPR & Co LP, the company created to assume portfolio management of the Canadian diversified asset business of Sprott Asset Management LP, has been re-named Ninepoint Partners LP. The rebranding completes the transition initiated with the August 1, 2017 management-led buyout of the d