Thu, Oct 27, 2016
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


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. North America - Hedge-fund manager Kyle Bass says the U.S. is on track for stagflation, Billionaire hedge fund titans Dinan, Lasry on election, markets and best investment ideas[more]

    Hedge-fund manager Kyle Bass says the U.S. is on track for stagflation From Kyle Bass, founder of Hayman Capital Management, on Wednesday warned that the U.S. is headed toward so-called stagflation. Stagflation is typically described as persistently high inflation and hi

  2. David Einhorn speaks on passive investing, Mylan, his cheapest stock, the Fed[more]

    From Greenlight Capital hedge fund manager David Einhorn (Trades, Portfolio) joined nine other famed investors on Tuesday to talk about stocks at the annual Great Investors’ Best Ideas Investment Symposium in Dallas. Presenters at the annual conference typically pitch one or severa

  3. Investing - Fund set up to buy illiquid hedge fund stakes finds plenty of opportunities, Lansdowne's Roden says likes animal genetics company Genus[more]

    Fund set up to buy illiquid hedge fund stakes finds plenty of opportunities From As ValueWalk reported back in February, earlier this year Andrew Lawrence set out to raise $250 million to $500 million for a fund that will buy stakes in hedge funds that have suspended redem

  4. Other Voices: Follow the advice of investment consultants - I think not[more]

    Mark Rzepczynski, Founding Partner, Chief Investment Officer AMPHI Research and Trading, writes on Harvest Exchange: Investment consultants are a force to the reckoned with in the pension world. They advise and drive many pension decisions around the globe. Consultants literally control trillion

  5. Opalesque Roundtable: Style drift, poor communications and credibility fatigue are biggest red flags for hedge funds investors[more]

    Komfie Manalo, Opalesque Asia: Style drift, poor communications and credibility fatigue are the biggest red flags for hedge funds investors, said participants of the latest 2016 Opalesque Investor Roundtable, sponso