The Eurekahedge Report highlights impressive YTD performance of Relative Value Volatility Managers

As noted in our previous blog post, CBOE® and Eurekahedge announced the launch of four new benchmark indexes that measure the performance of hedge funds that employ volatility-based investment strategies. The four new indexes:

  • CBOE Eurekahedge Short Volatility Index
  • CBOE Eurekahedge Long Volatility Index
  • CBOE Eurekahedge Relative Value Volatility Index
  • CBOE Eurekahedge Tail Risk Index

According to Eurekahedge’s August monthly newsletter, The Eurekahedge Report, the newly created CBOE Eurekahedge Relative Value Volatility Hedge Fund Index** has performed quite well throughout 2015.  While past returns are no guarantee of future performance, Eurakehedge highlights the Index’s performance metrics and notes that:

  • “The CBOE Eurekahedge Relative Value Volatility Hedge Fund Index is up 5.12% year-to-date, coming in second place among all hedge fund strategic mandates. Relative value volatility funds have shown great consistency posting annualised returns of 10.33% at a low annualised standard deviation of only 3.75% since 2005.”

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**For further information on the CBOE Eurekahedge Relative Value Volatility Index go to www.cboe.com/eurekahedge