Eurekahedge, together with Chicago Board Options Exchange (CBOE), launched the CBOE Eurekahedge Volatility Indexes, a collection of four new benchmark indices measuring the performance of hedge funds employing volatility-based investment strategies.
Hedge fund assets under management have increased by US$106.0 billion in the first seven months of 2015, driven by strong investor inflows totalling US$54.1 billion and roughly US$52 billion coming from performance-based gains, says Eurekahedge.
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.
Asia ex-Japan hedge funds lost 2.60% in July as funds with Greater China exposure were among the hardest hit - down 8.49% in July.
CTA/managed futures funds have grown their asset base by 16% in 2015 largely on the back of strong capital inflows totalling US$25.6 billion.
Multi-strategy funds have grown their asset base by 9.25% in 2015 to reach US$362.4 billion, with performance-driven gains accounting for over half of this gain.
North American managers have grown their asset base by US$63.4 billion and are up 3.01% year-to-date.