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On a similar note, the Eurekahedge Trade Finance Hedge Fund Index and the Eurekahedge ILS Advisers Index have also recorded gains over the first quarter, with the two indices returning 0.27 per cent and 0.40 per cent respectively as of March 2020 year-to-date. 0000004515 00000 n
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Fund managers focusing on Asia ex-Japan and Latin America have witnessed a total of USD6.7 billion net investor redemptions year-to-date. 0000029457 00000 n
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Long volatility and tail risk hedge funds post strongest Q1 returns, SPAC IPOs on the rise in 2020, says Proskauer study, Hedge fund industry up 2.42 per cent in August, says Backstop BarclayHedge, Hedge fund side letters survey reveals increase in fee discount clauses, Block-Builders reports 27 per cent decrease in global bitcoin trading, Fund managers’ research firepower is now key to generating portfolio alpha, study shows, AIMA and Albourne launch new initiative to strengthen diversity and inclusion within hedge fund industry, Investors are returning to hedge funds, as industry enjoys positive capital flows for second month in a row, Covid-19 volatility underscores need for next generation in risk management, Harnessing opportunity from the changing fund management landscape, Re-calibrating to make most of opportunity, Hedge funds net USD1 billion from short selling FTSE 100 stocks, as Covid and Brexit propel volatility, Hedgeweek European Hedge Fund Awards: Call for hedge fund manager data submission to Bloomberg, How consumer data provider Yodlee can help bolster the buy-side portfolio-building process, Hedge funds “relatively prepared” for contested election result, Remote working could accelerate a regionalisation of the US hedge fund industry. The USD209.4 billion UCITS hedge fund industry has seen USD14.6 billion of performance-driven losses and USD10.1 billion of net investor outflows over the first quarter of 2020. 0000003746 00000 n
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The CBOE Eurekahedge Long Volatility Hedge Fund Index and the CBOE Eurekahedge Tail Risk Hedge Fund Index have returned 39.70 per cent and 44.29 per cent respectively over the first quarter of the year. 0000009068 00000 n
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Hedge funds overseeing in excess of USD1 billion in assets have come under redemption pressure in recent months, with USD31.8 billion of net outflows recorded through Q1 2020. 0000028657 00000 n
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Cboe has launched four new benchmark indices in collaboration with Eurekahedge, a Singapore-based hedge fund research and data collection company, that measure the performance of hedge funds that employ volatility-based investment strategies. 0000008889 00000 n
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The Eurekahedge AI Hedge Fund Index gained 0.27 per cent in March, ending the quarter up 0.02 per cent. Cboe Eurekahedge Long Volatility Index (Bloomberg Ticker: EHFI451) -- The long volatility index is an equally weighted index of constituent funds designed to provide a broad measure of the performance of underlying hedge fund managers who take a net long view on implied volatility with a … h���A 0ð4�\Gcw��������z�C. 0000011037 00000 n
The Eurekahedge North American Long Short Equities Hedge Fund Index declined 7.26 per cent in March, weighed by the weak US equity market performance during the month.
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The Eurekahedge Billion Dollar Hedge Fund Index was down 4.99 per cent in March, bringing its year-to-date loss to 5.93 per cent. 0000017372 00000 n
Cboe Volatility Index, VIX, Cboe, and Cboe Options Exchange are registered trademarks of Cboe Options Exchange. 0000005372 00000 n
Often referred to as “fear” indicators, these funds tend to move in the opposite direction of the broad market. The Eurekahedge AI Hedge Fund Index gained … © 2020 Cboe Exchange, Inc. All rights reserved. CBOE Volatility Index – ETF Tracker This index is a key measure of market expectations of … Cboe is not affiliated with Eurekahedge. The CBOE Eurekahedge Long Volatility Index is designed to track the performance of underlying hedge fund managers who take a net long view on implied volatility with a goal of positive absolute return. All other trademarks and servicemarks are the property of their respective owners.
The four Cboe Eurekahedge Volatility Indices are: Eurekahedge calculates and disseminates the Cboe Eurekahedge Volatility Indices. 0000016384 00000 n
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Definition: Volatility ETFs offer exposure to volatility in one form or another. The Eurekahedge Eastern Europe & Russia Hedge Fund Index was down 18.59 per cent in March, ending the first quarter of 2020 losing 25.31 per cent. Underlying constituents for the index have outperformed the S&P 500 Index by 8.62 per cent as of March 2020 year-to-date. The asset-weighted Mizuho-Eurekahedge Emerging Index - USD ended March down 19.03 per cent, recording its worst month since the inception of the index.
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The CBOE Eurekahedge Long Volatility Hedge Fund Index and the CBOE Eurekahedge Tail Risk Hedge Fund Index have returned 39.70 per cent and 44.29 per cent respectively over the first quarter of the year. 0000163926 00000 n
Failed negotiations between OPEC and Russia exerted significant pressure on economies reliant on the energy sector. 0000012973 00000 n
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The strategic mandate witnessed USD5.0 billion of performance decline and USD3.5 billion of net outflows throughout March. The methodology of the Cboe Volatility Index is owned by Cboe and may be covered by one or more patents or pending patent applications. The Eurekahedge Greater China Long Short Equities Hedge Fund Index was down 6.92 per cent in March, outperforming the Hang Seng Index by 2.75 per cent. 0000003888 00000 n
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Long volatility and tail risk hedge funds topped the performance tables for Q1 2020, outshining other strategies as market volatility level remained elevated during the past two months. The Eurekahedge Hedge Fund Index registered its strongest outperformance relative to underlying markets since October 2008, outperforming the MSCI AC World Index by 9.22 per cent in March. 0000007449 00000 n
The Eurekahedge Structured Credit Hedge Fund Index has plummeted 25.32 per cent year-to-date, recording its worst quarter since inception. Hedge fund managers utilising equity long bias, event driven and distressed debt strategies were down 18.68 per cent, 13.50 per cent, and 11.04 per cent respectively as of March 2020 year-to-date, ending the first quarter of the year at the bottom of the performance table. Preliminary data showed that hedge fund managers focusing on structured credit were down 24.50 per cent in March as fund managers suffer substantial losses from illiquid bond holdings and investor redemption pressure.
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On a year-to-date basis, the Greater China hedge fund industry has seen its AUM decline from USD30.4 billion to USD30.2 billion. Cboe Eurekahedge Long Volatility Index (Bloomberg Ticker: EHFI451) -- The long volatility index is an equally weighted index of constituent funds designed to provide a broad measure of the performance of underlying hedge fund managers who take a net long view on implied volatility with a goal of positive absolute return. 0000008352 00000 n
* CBOE Eurekahedge Long Volatility Index (Bloomberg Ticker: EHFI451) — The long volatility index is an equally weighted index of 10 constituent funds designed to provide a broad measure of the performance of underlying hedge fund managers who take a net long view on … The Eurekahedge Latin American Hedge Fund Index was up 0.21% as of July 2020 year-to-date, broadly outperforming the underlying equity market in the region as represented by the MSCI EM Latin America Index, which was down 13.59% over the same period. Hedge funds that invest in volatility-based strategies differ dramatically from one another and often have exposures on completely opposite ends of the volatility spectrum -- some funds may be net long volatility, some net short and others neutral. 0000055155 00000 n
The Eurekahedge Fixed Income Hedge Fund Index was down 8.49 per cent in March as the increase in default rates and lower credit ratings resulted in the weak performance of high yield bonds. Cboe Eurekahedge Volatility Indices group specific funds into one of the four indices that best correspond with a particular strategy. 0000179266 00000 n
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Thus, these funds are used primarily by traders looking to capitalize on sharp market downturns. 0000178818 00000 n
Equity market sell-offs, weak M&A activities and strained corporate debt market weighed heavily on the performance of these strategies in recent months.
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The Eurekahedge UCITS Hedge Fund Index was down 8.51 per cent in March, underperforming non-UCITS hedge funds which were down 3.92 per cent on average during the month. Cboe Response to COVID-19 Updates - Click here for more info, Cboe Global Markets Monthly Volume & RPC Reports, For a list of funds in each index, see Cboe EH List of Constituents, For performance data on each index, see Cboe EH Performance Data, For a detailed description of index methodology, see Cboe EH Index Methodology, Characteristics & Risks of Standardized Options.
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