{"id":25793,"date":"2011-11-02T10:53:39","date_gmt":"2011-11-02T14:53:39","guid":{"rendered":"http:\/\/www.hedgeco.net\/news\/?p=25793"},"modified":"2011-11-02T10:58:31","modified_gmt":"2011-11-02T14:58:31","slug":"hedge-fund-industry-insight-from-the-mizuho-eurekahedge-index","status":"publish","type":"post","link":"https:\/\/hedgeco.net\/news\/11\/2011\/hedge-fund-industry-insight-from-the-mizuho-eurekahedge-index.html","title":{"rendered":"Hedge Fund Industry Insight From The Mizuho-Eurekahedge Index"},"content":{"rendered":"<p>New York (HedgeCo.net) &#8211; Coinciding with the launch of the Mizuho-Eurekahedge Index, the first Mizuho Eurekahedge Indices Analysis Report has been released.<\/p>\n<p>The report examines global hedge funds through the lens of the Mizuho-Eurekahedge Index, which gives a fresh perspective on the hedge funds industry. This is because the new index is what is known as \u2018asset weighted\u2019 and follows a new methodology, which is unique from existing hedge fund indices, including Eurekahedge\u2019s very own \u2018equal weighted\u2019 indices.<a href=\"http:\/\/www.hedgeco.net\/news\/wp-content\/uploads\/2011\/11\/5-unread-alexakesson-Yahoo-Mail.jpg\"><img loading=\"lazy\" decoding=\"async\" class=\"alignright size-full wp-image-25794\" title=\"Figure 1 displays the Mizuho-Eurekahedge Index and the Dow Jones World Index and Table 1 shows the corresponding risk return metrics.\" src=\"http:\/\/www.hedgeco.net\/news\/wp-content\/uploads\/2011\/11\/5-unread-alexakesson-Yahoo-Mail.jpg\" alt=\"\" width=\"400\" height=\"292\" srcset=\"https:\/\/hedgeco.net\/news\/wp-content\/uploads\/2011\/11\/5-unread-alexakesson-Yahoo-Mail.jpg 834w, https:\/\/hedgeco.net\/news\/wp-content\/uploads\/2011\/11\/5-unread-alexakesson-Yahoo-Mail-300x218.jpg 300w\" sizes=\"auto, (max-width: 400px) 100vw, 400px\" \/><\/a><\/p>\n<p><strong>Highlights include:<\/strong><\/p>\n<p>\u00b7 The top 25 hedge funds in the Mizuho-Eurekahedge Index have outperformed 92% of all funds of hedge funds in the Eurekahedge Fund of Funds Index over their reported track record<\/p>\n<p>\u00b7 The largest funds with more than US$1 billion in assets form only 6% of the population in terms of number of funds, their assets account for 49% of the total assets in the industry<\/p>\n<p>\u00b7 Mizuho-Eurekahedge Index has outperformed DJ World Index by 33.3% since the inception (Jan 05)<\/p>\n<p>\u00b7 Since December 2004, the maximum drawdown of the hedge fund industry, as seen through the Mizuho-Eurekahedge Index, is 17.38%, while that of the DJ World Index stands at 54.38%<\/p>\n<p>\u00b7 Over the last 6\u00bd years the top 25 hedge funds have produced annualized returns of 8.5% with a low volatility of only 5.5%<\/p>\n<p>When compared to the underlying equity markets the\u00a0<em>Mizuho-Eurekahedge Index<\/em>\u00a0has witnessed better performance over the last six and a half years, with less than half the volatility and a low beta<del>.<\/del>\u00a0(correlation to the markets). Total return for the index stands at 50.27% as opposed to a 17.12% gain in the DJ World Index since December 2004. Funds within the\u00a0<em>Mizuho-Eurekahedge Index<\/em>\u00a0have also provided significant downturn protection \u2013 in 2011 the index is down only 2.03% (September YTD) compared to an average 13.74% decline in global markets. Since December 2004, the maximum drawdown of funds within the\u00a0<em>Mizuho-Eurekahedge Index<\/em>\u00a0is 17.38%, while that of the DJ World Index stands at 54.38%. See<a href=\"http:\/\/www.scribd.com\/doc\/71261902\/Mizuho-Eurekahedge-Indices-Analysis\"> Mizuho Eurekahedge Indices Analysis<\/a>.<\/p>\n<p>Editing by Alex Akesson <br \/>For <a title=\"hedge funds\" href=\"http:\/\/www.hedgeco.net\">HedgeCo.net<\/a><br \/>\n<a href=\"mailto:alex@hedgeco.net\">alex@hedgeco.net<\/a><br \/>\n<a title=\"hedge fund\" href=\"http:\/\/www.hedgeco.net\">HedgeCo.Net<\/a> is a premier <a title=\"hedge fund database\" href=\"http:\/\/www.hedgeco.net\">hedge fund database<\/a> and community for qualified and accredited investors only. Membership in <a title=\"hedge fund\" href=\"http:\/\/www.hedgeco.net\">HedgeCo.net<\/a> is FREE and EASY. We also offer FREE LISTINGS for <a title=\"hedge fund\" href=\"http:\/\/www.hedgeco.net\">Hedge Funds<\/a>!<\/p>\n","protected":false},"excerpt":{"rendered":"<p>New York (HedgeCo.net) &#8211; Coinciding with the launch of the Mizuho-Eurekahedge Index, the first Mizuho Eurekahedge Indices Analysis Report has been released. The report examines global hedge funds through the lens of the Mizuho-Eurekahedge Index, which gives a fresh perspective [&hellip;]<\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[919,3],"tags":[],"class_list":["post-25793","post","type-post","status-publish","format-standard","hentry","category-hedge-fund-research","category-hedgeco-news"],"_links":{"self":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/25793","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/comments?post=25793"}],"version-history":[{"count":4,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/25793\/revisions"}],"predecessor-version":[{"id":25797,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/25793\/revisions\/25797"}],"wp:attachment":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/media?parent=25793"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/categories?post=25793"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/tags?post=25793"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}