With Intelligence ILS Advisers Index - USD Hedged
Returns
Bloomberg ticker
EHFI804
February 2025 reported
20 / 43
(47%)
Index description
The With Intelligence ILS Advisers Index - USD Hedged is ILS Advisers and With Intelligence’s collaborative equally weighted index. The index is designed to provide a broad measure of the performance of underlying hedge fund managers who explicitly allocate to insurance linked investments and have at least 70% of their portfolio invested in non-life risk. The index is base weighted at 100, does not contain duplicate funds and is USD hedged. The With Intelligence ILS Advisers Index - USD Hedged Index utilises the month end FX spot rates and factors in the hedging cost for all non-USD denominated index constituents. This index was formerly known as the Eurekahedge ILS Advisers Index - USD Hedged.
Since inception
With Intelligence ILS Advisers Index - USD Hedged
Created with Highcharts 9.3.3Jan 06Jan 08Jan 10Jan 12Jan 14Jan 16Jan 18Jan 20Jan 22Jan 240%25%50%75%100%125%150%175%
+0.12%
February 2025 return
-0.87%
January 2025 return
-0.75%
Year to date
+13.87%
2025 return
+4.91%
Annualized return
Return statistics
Total return
+150.55%
Annualized return
+4.91%
Positive months
+86.96%
Best month
+1.95%
Worst month
-8.58%
Risk statistics
Sharpe ratio
+1.40
Standard deviation
+1.01%
Annualized standard deviation
+3.50%
Sortino Ratio
+1.72
Annualized upside deviation
+2.46%
Annualized downside deviation
+2.85%
Maximum drawdown
-11.80%
2025
-0.87%
+0.12%
-
-
-
-
-
-
-
-
-
-
-0.75%
2024
+1.22%
+1.15%
+0.81%
+0.56%
+0.06%
+0.82%
+1.38%
+1.75%
+1.95%
+0.81%
+1.08%
+1.48%
+13.87%
2023
+1.19%
+0.92%
+1.22%
+1.21%
+1.35%
+1.38%
+0.90%
+1.58%
+1.37%
+1.47%
+0.79%
+0.62%
+14.93%
2022
+0.26%
+0.09%
+0.05%
+0.02%
+0.09%
-0.07%
+0.28%
+0.85%
-6.83%
+1.02%
+1.30%
+1.43%
-1.77%
2021
+0.14%
-0.59%
+0.27%
+0.29%
+0.58%
+0.32%
+0.19%
-0.42%
-0.46%
+0.21%
+0.41%
+0.25%
+1.19%
2020
+0.64%
+0.35%
-0.67%
-0.14%
+0.14%
+0.68%
+0.70%
+0.70%
+1.08%
-0.07%
-0.03%
+0.25%
+3.68%
2019
+0.56%
+0.04%
-0.04%
-0.64%
-1.08%
+0.32%
+0.45%
+0.13%
+1.46%
-0.35%
+0.26%
+0.33%
+1.43%
2018
+0.57%
+0.11%
-0.21%
-0.25%
+0.22%
+0.31%
+0.65%
+0.49%
-0.04%
-0.77%
-3.64%
-0.92%
-3.50%
2017
+0.38%
+0.34%
+0.22%
+0.18%
+0.21%
+0.43%
+0.59%
-0.29%
-8.58%
+0.43%
+0.71%
+0.30%
-5.33%
2016
+0.23%
+0.55%
+0.41%
+0.42%
+0.06%
+0.28%
+0.43%
+0.88%
+1.05%
+0.44%
+0.33%
+0.20%
+5.41%
2015
+0.40%
+0.25%
+0.22%
+0.09%
+0.17%
+0.16%
+0.41%
+0.85%
+0.99%
+0.28%
+0.32%
+0.10%
+4.32%
2014
+0.50%
+0.50%
+0.45%
+0.32%
+0.08%
+0.21%
+0.41%
+0.81%
+0.86%
+0.61%
+0.14%
+0.43%
+5.45%
2013
+0.68%
+0.75%
+0.64%
+0.85%
+0.44%
0.00%
+0.40%
+0.92%
+1.20%
+0.64%
+0.49%
+0.42%
+7.68%
2012
+0.18%
+0.19%
+0.32%
+0.43%
+0.59%
+0.57%
+0.62%
+0.94%
+1.19%
-0.51%
+0.27%
+1.02%
+5.96%
2011
+0.70%
+0.18%
-3.94%
+0.06%
+0.21%
+0.71%
+0.67%
+0.12%
+0.53%
+0.73%
-0.04%
-0.04%
-0.20%
2010
+0.92%
+0.94%
+0.45%
+0.49%
+0.29%
+0.16%
+0.52%
+0.75%
+1.17%
+0.90%
+0.29%
+0.42%
+7.54%
2009
+0.35%
+0.22%
+0.28%
+0.59%
+0.51%
+1.33%
+1.04%
+1.03%
+1.58%
+1.06%
+0.14%
+0.52%
+8.99%
2008
+0.99%
+0.77%
+0.69%
+0.26%
+0.46%
+0.52%
+0.55%
+0.58%
-0.72%
-0.57%
+0.25%
+0.07%
+3.90%
2007
+1.68%
+1.64%
+1.00%
+0.83%
+0.82%
+1.03%
+1.02%
+1.03%
+1.45%
+1.16%
+0.91%
+0.81%
+14.23%
2006
+0.74%
+0.73%
+1.03%
+0.80%
-0.72%
+0.25%
+0.73%
+0.92%
+1.42%
+1.47%
+0.94%
+1.27%
+9.99%
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