With Intelligence Long Volatility Hedge Fund Index
Returns
Constituents
Methodology
Returns
February 2025 reported
7 / 17
(41%)
Index description
The With Intelligence Long Volatility Hedge Fund Index is an equally weighted index 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. The index is base weighted at 100, does not contain duplicate funds and is denominated in USD.
Since inception
With Intelligence Long Volatility Hedge Fund Index
Created with Highcharts 9.3.3Jan 06Jan 08Jan 10Jan 12Jan 14Jan 16Jan 18Jan 20Jan 22Jan 240%100%200%300%
+1.01%
February 2025 return
-0.02%
January 2025 return
+1.00%
Year to date
+1.50%
2025 return
+5.46%
Annualized return
Return statistics
Total return
+197.17%
Annualized return
+5.46%
Positive months
+55.69%
Best month
+29.49%
Worst month
-3.12%
Risk statistics
Sharpe ratio
+0.55
Standard deviation
+2.86%
Annualized standard deviation
+9.89%
Sortino Ratio
+1.87
Annualized upside deviation
+9.58%
Annualized downside deviation
+2.92%
Maximum drawdown
-14.26%
2025
-0.02%
+1.01%
-
-
-
-
-
-
-
-
-
-
+1.00%
2024
-0.00%
+0.15%
+0.14%
-0.98%
+0.33%
+0.93%
+0.35%
-0.47%
+1.45%
-0.84%
+1.33%
-0.87%
+1.50%
2023
+0.92%
-3.12%
-0.34%
-0.61%
-1.21%
-2.24%
+1.92%
-2.72%
-0.31%
-0.51%
-0.38%
+0.55%
-7.86%
2022
-0.95%
-1.40%
+1.38%
+1.54%
-2.64%
+0.78%
+0.77%
+1.50%
-1.60%
+0.66%
-0.09%
-2.25%
-2.40%
2021
-1.65%
+3.17%
+0.10%
+1.79%
-0.49%
-1.51%
-0.43%
+0.15%
-2.13%
+2.12%
-1.44%
-0.28%
-0.75%
2020
-1.11%
+5.33%
+29.49%
+2.95%
+1.36%
+0.64%
+0.41%
+2.30%
-2.05%
-1.53%
+1.69%
+0.81%
+43.86%
2019
-1.91%
-0.60%
+1.13%
-0.14%
-0.61%
-0.27%
+1.18%
-0.27%
-1.02%
-0.96%
+0.32%
-0.94%
-4.07%
2018
-0.81%
+5.87%
+0.26%
-1.91%
+1.90%
-0.83%
+0.18%
+0.01%
-0.64%
-1.48%
+0.09%
-1.21%
+1.21%
2017
+1.92%
-0.40%
-0.73%
-0.96%
+0.90%
-0.18%
+0.32%
-1.21%
+0.81%
+1.33%
-0.32%
+1.08%
+2.54%
2016
+1.25%
+0.34%
+0.57%
+0.26%
+1.40%
-2.70%
+1.35%
+0.33%
+0.77%
-0.63%
+1.79%
-0.17%
+4.59%
2015
+1.73%
-1.37%
+0.07%
-0.64%
-0.27%
+0.08%
-0.48%
+4.92%
+0.43%
-1.12%
+0.10%
-0.04%
+3.32%
2014
+0.25%
+0.53%
-0.20%
+0.31%
-0.70%
+0.11%
+0.28%
-0.54%
+0.29%
+1.66%
+0.21%
+0.83%
+3.03%
2013
-1.32%
+0.29%
-0.27%
-0.09%
+0.88%
-0.71%
-1.14%
+0.95%
-0.38%
+0.62%
+0.60%
-0.14%
-0.73%
2012
+0.32%
-0.54%
-1.35%
+1.18%
+0.99%
-0.68%
+0.21%
-0.85%
-2.21%
-0.38%
-1.75%
+0.09%
-4.92%
2011
+2.30%
+2.28%
+1.81%
+0.36%
-2.24%
-0.82%
-0.75%
+3.09%
+2.31%
-2.13%
+0.32%
+1.07%
+7.67%
2010
-3.02%
-1.02%
-0.41%
+1.53%
+7.44%
-0.01%
-1.04%
-1.72%
-1.71%
-0.03%
+1.55%
+2.31%
+3.55%
2009
-1.42%
-2.32%
+0.28%
-1.15%
+0.34%
+0.13%
-2.20%
-0.72%
-1.13%
+0.64%
+0.89%
-2.64%
-8.98%
2008
+0.58%
-0.17%
+0.57%
+0.64%
-0.56%
-2.48%
+0.23%
+0.50%
+4.25%
+11.63%
+0.31%
-1.27%
+14.41%
2007
+2.50%
+1.87%
+0.18%
+1.98%
+0.60%
+1.21%
+3.95%
+21.46%
+0.90%
+3.91%
+1.58%
-0.53%
+45.27%
2006
+2.37%
+1.01%
-0.72%
-0.79%
-0.47%
+1.08%
+0.11%
+1.59%
+1.07%
+1.65%
+2.73%
+2.72%
+12.97%
2005
-1.58%
+1.25%
-0.50%
+0.78%
+0.86%
+0.61%
+2.17%
+0.63%
+0.81%
-0.52%
+1.90%
+0.09%
+6.63%
2004
-
-
-
-
-
-
-
-
+0.94%
+0.55%
+5.03%
-0.36%
+6.21%
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