With Intelligence North America Long/Short Equity Asset Weighted Index - USD
Returns
Constituents
Methodology
Returns
February 2025 reported
67 / 168
(40%)
Index description
The With Intelligence North America Asset Weighted Index - USD is a asset weighted index. The index is designed to provide a representative capital weighted performance benchmark for hedge funds who invest exclusively in North America. The index is base weighted at 100, does not contain duplicate funds and is denominated in USD.
Since inception
With Intelligence North America Long/Short Equity Asset Weighted Index - USD
Created with Highcharts 9.3.3Jan 00Jan 02Jan 04Jan 06Jan 08Jan 10Jan 12Jan 14Jan 16Jan 18Jan 20Jan 22Jan 24-100%0%100%200%300%400%500%600%
-0.89%
February 2025 return
+1.72%
January 2025 return
+0.81%
Year to date
+15.72%
2025 return
+7.48%
Annualized return
Return statistics
Total return
+514.06%
Annualized return
+7.48%
Positive months
+63.91%
Best month
+7.73%
Worst month
-7.95%
Risk statistics
Sharpe ratio
+0.96
Standard deviation
+2.25%
Annualized standard deviation
+7.79%
Sortino Ratio
+1.58
Annualized upside deviation
+6.55%
Annualized downside deviation
+4.72%
Maximum drawdown
-19.51%
2025
+1.72%
-0.89%
-
-
-
-
-
-
-
-
-
-
+0.81%
2024
+0.49%
+2.86%
+2.78%
-2.00%
+2.60%
+0.75%
+1.80%
+1.09%
+1.44%
-0.29%
+5.33%
-1.93%
+15.72%
2023
+4.39%
-1.30%
+0.25%
+0.31%
+0.27%
+2.96%
+2.03%
-0.31%
-1.83%
-2.02%
+4.83%
+3.64%
+13.71%
2022
-2.89%
+0.36%
+1.27%
-3.65%
-0.39%
-5.12%
+4.89%
-1.29%
-4.37%
+4.97%
+3.02%
-1.46%
-5.18%
2021
+2.04%
+6.27%
+3.01%
+3.34%
+0.93%
+1.09%
+0.02%
+1.32%
-0.81%
+2.75%
-1.46%
+2.25%
+22.56%
2020
-0.47%
-3.82%
-7.95%
+6.16%
+2.84%
+0.96%
+3.07%
+3.05%
-1.23%
+0.54%
+7.73%
+3.81%
+14.57%
2019
+5.65%
+1.83%
+0.55%
+2.77%
-3.44%
+2.83%
+1.05%
-1.43%
+0.84%
+1.20%
+1.90%
+1.25%
+15.76%
2018
+2.54%
-1.87%
-0.96%
+0.69%
+0.91%
-0.15%
+1.81%
+0.42%
-0.28%
-3.88%
+0.25%
-4.51%
-5.14%
2017
+1.40%
+1.14%
+0.28%
+0.31%
-0.08%
+0.55%
+0.96%
+0.43%
+1.41%
+0.81%
+0.70%
+0.87%
+9.14%
2016
-3.73%
-0.73%
+2.14%
+1.05%
+1.17%
-0.92%
+2.14%
+0.86%
+0.57%
-0.84%
+2.60%
+0.99%
+5.24%
2015
-1.65%
+3.40%
+0.26%
+0.40%
+1.14%
-1.04%
+0.12%
-2.08%
-2.74%
+2.65%
+0.28%
-0.55%
+0.01%
2014
-0.90%
+2.52%
-1.19%
-1.25%
+0.45%
+1.70%
-1.33%
+1.67%
-2.06%
+0.08%
+0.50%
-0.34%
-0.26%
2013
+3.45%
+0.37%
+1.42%
-0.06%
+1.96%
-0.10%
+2.70%
-0.67%
+2.56%
+1.59%
+1.28%
+1.79%
+17.46%
2012
+2.31%
+1.95%
+0.65%
-0.19%
-2.39%
+0.67%
-0.07%
+1.40%
+0.99%
-0.35%
+0.37%
+0.84%
+6.26%
2011
+1.04%
+1.98%
-0.17%
+1.22%
-0.90%
-1.38%
-0.17%
-3.67%
-3.65%
+3.46%
-0.84%
-0.25%
-3.52%
2010
-1.23%
+1.65%
+2.25%
+0.95%
-3.03%
-1.97%
+1.64%
-1.32%
+3.37%
+2.21%
+1.11%
+3.37%
+9.11%
2009
+1.63%
-0.47%
+1.93%
+2.64%
+4.31%
+0.71%
+2.22%
+1.07%
+2.91%
-0.85%
+1.78%
+2.12%
+21.81%
2008
-6.02%
+1.54%
-2.34%
+3.21%
+3.98%
-1.57%
-3.51%
-1.07%
-7.55%
-4.27%
-1.69%
+0.14%
-18.10%
2007
+1.17%
+0.66%
+1.86%
+2.58%
+3.08%
+0.89%
+0.38%
-0.32%
+4.04%
+4.32%
-2.94%
+1.41%
+18.28%
2006
+3.58%
-0.15%
+2.29%
+1.41%
-1.75%
-0.34%
-0.46%
+1.34%
+0.18%
+2.73%
+3.42%
+0.77%
+13.65%
2005
-0.79%
+2.00%
-0.48%
-1.33%
+1.55%
+1.70%
+2.52%
+0.77%
+1.62%
-1.79%
+1.64%
+1.59%
+9.25%
2004
+1.83%
+0.46%
-0.59%
-1.12%
-0.45%
+1.37%
-1.11%
-0.20%
+1.85%
+1.46%
+3.55%
+1.71%
+8.99%
2003
+0.33%
+0.11%
-0.53%
+2.68%
+4.59%
+1.65%
+1.65%
+0.89%
+0.23%
+3.12%
+1.35%
+2.10%
+19.62%
2002
-0.03%
-0.04%
+1.69%
+0.94%
+0.52%
-1.90%
-2.77%
+0.88%
-0.46%
-0.23%
+2.01%
0.00%
+0.53%
2001
+3.69%
-0.79%
-0.79%
+2.01%
+1.01%
-0.18%
-0.42%
-0.25%
-1.52%
+0.36%
+2.47%
+1.98%
+7.68%
2000
-2.59%
+4.71%
+4.16%
-5.40%
-2.92%
+4.32%
-2.40%
+5.13%
-1.30%
-2.11%
-3.33%
+4.30%
+1.75%
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