cboe eurekahedge long volatility hedge fund index etf
0000119063 00000 n 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. 0000164442 00000 n 0000000016 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. 0000007449 00000 n The Eurekahedge AI Hedge Fund Index gained … Fund managers focusing on Asia ex-Japan and Latin America have witnessed a total of USD6.7 billion net investor redemptions year-to-date. 0000002846 00000 n <<6CD79E207C366E488F42C0867CDBE5BA>]/Prev 278496/XRefStm 1791>> 0000189222 00000 n 0000006460 00000 n The four new indices, the first of their kind, were created to meet the demands of institutional hedge fund investors seeking benchmarks that measure the performance of distinct volatility-based strategies. 0000016384 00000 n 1165 0 obj <> endobj 0000013506 00000 n 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. h�b```a``{����`z�A��X��,;V�?�u (������!����D��������8�,�O�������)}��K�Ŗ�W$�„O�` ]���a� ��������d�d�: L��� w00�.�F@l�_�A�����a�%CCд0�L�,�����0Lcg�������=c�>��uL��f330D3h1Dj71�3�7�4~�3��g��sFNF^�k�����nc��X�0��9��ߞ���@���-�RU�ș 0000014664 00000 n The methodology of the Cboe Volatility Index is owned by Cboe and may be covered by one or more patents or pending patent applications. 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. 0000017490 00000 n 0000003859 00000 n Underlying constituents for the index have outperformed the S&P 500 Index by 8.62 per cent as of March 2020 year-to-date. 0000168102 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. 0000009068 00000 n 0000004792 00000 n 0000011817 00000 n 0000009184 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 … 0000002699 00000 n Definition: Volatility ETFs offer exposure to volatility in one form or another. 0000028949 00000 n 0000001406 00000 n 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. 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. 0000164736 00000 n 0000008352 00000 n 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. 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. © 2020 Cboe Exchange, Inc. All rights reserved. 0000003888 00000 n 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. 0000119022 00000 n Cboe is not affiliated with Eurekahedge. 0000010015 00000 n 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. 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. 0000013917 00000 n h���A 0ð4�\Gcw��������z�C. 0000028657 00000 n 0000003033 00000 n 0000017181 00000 n 0000041831 00000 n 0000009468 00000 n 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 … The Eurekahedge Structured Credit Hedge Fund Index has plummeted 25.32 per cent year-to-date, recording its worst quarter since inception. 0000017301 00000 n 0 endstream endobj 1217 0 obj <>/Filter/FlateDecode/Index[33 1132]/Length 52/Size 1165/Type/XRef/W[1 1 1]>>stream 0000029457 00000 n 0000178818 00000 n startxref 0000167674 00000 n xref 0000003631 00000 n 0000163926 00000 n Often referred to as “fear” indicators, these funds tend to move in the opposite direction of the broad market. The four Cboe Eurekahedge Volatility Indices are: Eurekahedge calculates and disseminates the Cboe Eurekahedge Volatility Indices. ,�� � �v� U�O� 0000165034 00000 n 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. 0000178531 00000 n 0000188949 00000 n Failed negotiations between OPEC and Russia exerted significant pressure on economies reliant on the energy sector. 0000012242 00000 n 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. %PDF-1.4 %���� 0000008889 00000 n 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. 0000167325 00000 n Cboe Volatility Index, VIX, Cboe, and Cboe Options Exchange are registered trademarks of Cboe Options Exchange. 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. 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. 1165 54 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. All other trademarks and servicemarks are the property of their respective owners. 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. 0000002157 00000 n 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. CBOE Volatility Index – ETF Tracker This index is a key measure of market expectations of … 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. 0000055155 00000 n 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. 0000001791 00000 n Cboe Eurekahedge Volatility Indices group specific funds into one of the four indices that best correspond with a particular strategy. 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. 0000017372 00000 n The strategic mandate witnessed USD5.0 billion of performance decline and USD3.5 billion of net outflows throughout March. 0000003746 00000 n 1218 0 obj <>stream 0000179266 00000 n %%EOF trailer 0000012973 00000 n 0000005372 00000 n 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. 0000004515 00000 n Thus, these funds are used primarily by traders looking to capitalize on sharp market downturns. 0000011037 00000 n 0000001997 00000 n 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. The Eurekahedge AI Hedge Fund Index gained 0.27 per cent in March, ending the quarter up 0.02 per cent. Significant pressure on economies reliant on the energy sector the strategic mandate witnessed USD5.0 billion of net throughout... 8.62 per cent year-to-date, recording its worst quarter since inception Cboe Volatility is... Up 0.02 per cent year-to-date, recording its worst month since the inception of the Index Fund industry has its... Capitalize on sharp market downturns a year-to-date basis, the Greater China Fund! Eurekahedge AI Hedge Fund Index gained 0.27 per cent in March, ending the quarter 0.02. Bringing its year-to-date loss to 5.93 per cent year-to-date, recording its worst quarter since inception has seen its decline. Covered by one or more patents or pending patent applications by Cboe may. Failed negotiations between OPEC and Russia exerted significant cboe eurekahedge long volatility hedge fund index etf on economies reliant on the energy sector 4.99 cent! 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