In the form of stand-alone fund vehicles but they can also be used as part of an investors broader hedge fund portfolio in Given the unique risk return characteristics of these volatility strategies, not only are they attractive Volatility Index has consistently generated positive returns since 2005 with anĪnnualised return of 10.33% afforded at an annualised volatility of only 3.75%.ĬBOE Eurekahedge Relative Value Volatility IndexĬBOE Eurekahedge Tail Risk Volatility Index With the exception of 2014, the CBOE Eurekahedge Relative Value Volatility strategy has produced results that have largely been agnostic to the overallĭirection of volatility. Main Eurekahedge Hedge Fund Index consistently over this period.
Index has consistently posted positive returns since 2012 and has outperformed the Strategy in particular has been quite profitable. The back of active and coordinated intervention by various central banks, one volatility In the relative calm that has since ensured in the markets on In contrast, long volatility and tail risk funds were upġ2.83% and 7.50% respectively. A similar result was evident in 2011 when the Eurozoneĭebt crisis came to the fore over fears that a Greek exit was imminent, with the average hedgeįund declining 1.88% during the year. Up 45.81% and 12.58% respectively in 2008, while underlying markets floundered with the average The CBOE Eurekahedge Long Volatility and Tail Risk Indices were
#PARALLAX VOLATILITY ADVISERS TAIL HEDGING FULL#
The CBOE Eurekahedge Volatility Indexes can be found atĪlong with a full list of the fund names and the index's aggregate performance These new indexes respond to that trend and will allow investors to more accurately gauge Noted “ Institutional investors are demonstrating an increased interest in volatility strategies. Have teamed up with Chicago Board Options Exchange to offer this new suite of indices to address investors’Įdward Provost, President and Chief Operating Officer of CBOE Holdings, Inc. After 7 years without a major correction in developed markets, investorsĪre increasingly looking at volatility and downside protection, so to that end Eurekahedge are delighted to The CBOE Eurekahedge Volatility Indexes will command the same high-quality control standards and will be a valuable index that investors can build products around.Īmong the funds listed in each index are funds offered by well-known firms: 36 South Capital Advisors, Argentiere Capital, Artemis Capital Management, Assenagon Asset Management, BlueMountain Capital Management, Capstone Investment Advisors, Dominice & Co Asset Management, Fortress Investment Group, Harvest Volatility Management, JD Capital Management, Man Investments, Mariner Investment Group, Parallax Volatility Advisers and Picton Mahoney Asset Management.Īlexander Mearns, CEO of Eurekahedge said, " In 2008 the global stockīut long volatility funds were up 46%.
#PARALLAX VOLATILITY ADVISERS TAIL HEDGING SERIES#
Eurekahedge has a history of providing highly specialised benchmarks such as the ILS Advisers Indices, Mizuho-Eurekahedge Indices, Eurekahedge 50, and MEBI Indices series for sophisticated investors. The CBOE Eurekahedge Volatility Indexes contain a broad number of funds in the volatility space. As hedge funds that invest in volatility-based strategiesĭiffer quite dramatically, being net long volatility, net short and neutral, Investors seeking more representative benchmarks that reflect the goals of distinct The indices were created to meet the demands of institutional hedge fund options exchange and home of the widely followed CBOE Volatility Index® (VIX® Index),Īnnounced today the launch of the " CBOE Eurekahedge Volatility Indexes," aĬollection of four new benchmark indices measuring the performance of hedge funds employing SINGAPORE (AUGUST 18, 2015) - Eurekahedge, a market leading alternative fundĭata provider and research house, together with Chicago Board Options Exchange (CBOE), the largest Press Release: Eurekahedge and CBOE launch four benchmark indices tracking volatility-based investment strategies
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