Tue, Apr 28, 2015
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

UCITS Alternative Index Global returns 0.14% in August (-0.14% YTD) while UCITS Alternative Index Fund of Funds is down 0.35% (-1.18% YTD)

Monday, September 06, 2010
Opalesque Industry update - In August the UCITS Alternative Index Global is up 0.14% bringing its year to date performance to -0.14% while the Fund of Funds Index is down -0.35% bringing its performance for the year to -1.18%.

The CTA Index and Macro Index achieved the best performance for the month with 0.93% and 0.42% respectively. The Long/Short Equity Index and Equity Market Neutral Index are the worst performing ones with -0.21% and -0.15% respectively for the period.

On a year to date basis the Fixed Income Index is still the best performing sector with 2.98% while the Commodities Index shows the lowest return with -4.90%. At the end of August 2010 the UCITS Alternative Index was made of more than 550 constituent hedge funds and fund of hedge funds.


Index Performance Summary

 

Aug-10

Aug NAV

Jul-10

YTD

2009

Ann rtn

UCITS Alternative Index Global

0.14%

111.81

0.53%

-0.14%

9.27%

2.42%

UCITS Alternative Index Fund of Funds

-0.35%

88.38

-0.35%

-1.18%

1.64%

-4.53%

UCITS Alternative Index Long/Short Equity

-0.21%

97.65

0.99%

-1.12%

10.85%

-0.89%

UCITS Alternative Index Equity Market Neutral

-0.15%

98.63

-0.16%

-1.15%

-0.57%

-0.52%

UCITS Alternative Index Fixed Income

0.24%

106.92

0.68%

2.98%

11.83%

2.54%

UCITS Alternative Index CTA

0.93%

110.11

-0.35%

-1.62%

0.88%

3.68%

UCITS Alternative Index Macro

0.42%

101.84

0.40%

0.37%

9.61%

0.69%

UCITS Alternative Index Multi-Strategy

0.35%

102.05

-0.26%

-2.04%

2.25%

0.76%

UCITS Alternative Index Emerging Markets

0.35%

109.85

1.68%

-0.16%

34.68%

3.59%

UCITS Alternative Index FX

0.20%

101.45

-0.02%

0.68%

1.19%

0.54%

UCITS Alternative Index Commodities

-0.04%

97.51

0.50%

-4.90%

5.93%

-0.94%

UCITS Alternative Index Event-Driven

0.29%

100.29

1.33%

1.98%

4.96%

0.1

The UCITS Alternative Index series is the industry's leading benchmark for the UCITS absolute return funds universe. The series of indices tracks the performance of both global and strategy specific UCITS absolute return funds. NARA Capital is the exclusive Index Agent to the UCITS Alternative Index. www.alternative-ucits.com


Bg

What do you think?

   Use "anonymous" as my name    |   Alert me via email on new comments   |   
Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing


  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. U.S. does not want hedge funds to invest in offshore re-insurers for tax purposes[more]

    Komfie Manalo, Opalesque Asia: The U.S. Treasury Department on Thursday introduced a new rule aimed at limiting hedge funds’ ability to reduce their tax bills by investing in insurance companies in offshore tax havens. As a general rule, the U.S. tax laws does not allow hedge funds to use off

  2. Ruling: Hedge funds suing Argentina can have access to bond offering details[more]

    Komfie Manalo, Opalesque Asia: U.S. District Judge Thomas Griesa in Manhattan ruled yesterday that hedge funds are entitled to details of a recent bond offering by Buenos Aires, reports

  3. Fund managers express concern of overvaluation in both equity and bond markets[more]

    Komfie Manalo, Opalesque Asia: According to the BofA Merrill Lynch Fund Manager Survey, investors see growing overvaluations in both

  4. Update: Wall Street has strong feelings about Jon Corzine trying to make a comeback[more]

    From Businessinsider.com.au: Former New Jersey Governor Jon Corzine is thinking about starting his own hedge fund, according to the Wall Street Journal, and because of the way his last firm imploded, Wall Street has strong feelings about that. “Truth is the larger seeders would never give him money

  5. Opalesque Exclusive: Cybersecurity and hedge funds - A manager’s experience, Part Four[more]

    Benedicte Gravrand, Opalesque Geneva: Ruane, Cunniff and Goldfarb, Inc. used to have their own IT infrastructure. Todd Ruoff, Executive Vice President in charge of trading, operations and technology, was responsible for its maintenance. Then he started looking at outsourced providers a couple of

 

banner