Sun, Aug 28, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

UCITS Alternative Index Global up 0.42% in September (+0.28% YTD), UCITS Alternative Index Fund of Funds down 0.31% in September (-1.49% YTD)

Wednesday, October 06, 2010
Opalesque Industry Update - In September the UCITS Alternative Index Global is up 0.42% bringing its year to date performance to 0.28% while the Fund of Funds Index is down -0.31% bringing its performance for the year to -1.49%.

The Event Driven Index and Emerging Market Index achieved the best performance for the month with 1.46% and 1.37% respectively. The Commodities Index and CTA Index are the worst performing ones with -1.96% and -0.39% respectively for the period. On a year to date basis the Fixed Income Index is still the best performing sector with 3.75% while the Commodities Index shows the lowest return with -6.76%.

At the end of September 2010 the UCITS Alternative Index was made of more than 570 constituent hedge funds and fund of hedge funds totaling EUR 89 billion assets under management.

Index Performance Summary Sep 10 Sep NAV Aug 10 YTD 2009 Ann rtn
UCITS Alternative Index Global 0.42% 112.28 0.14% 0.28% 9.27% 2.47%
UCITS Alternative Index Fund of Funds -0.31% 88.11 -0.35% -1.49% 1.64% -4.50%
UCITS Alternative Index Long/Short Equity 0.93% 98.56 -0.20% -0.20% 10.85% -0.53%
UCITS Alternative Index Equity Market Neutral -0.17% 98.46 -0.15% -1.32% -0.57% -0.56%
UCITS Alternative Index Fixed Income 0.75% 107.72 0.24% 3.75% 11.83% 2.74%
UCITS Alternative Index CTA -0.39% 109.68 0.93% -2.01% 0.88% 3.42%
UCITS Alternative Index Macro 0.15% 101.99 0.42% 0.52% 9.61% 0.72%
UCITS Alternative Index Multi-Strategy -0.08% 101.97 0.35% -2.12% 2.25% 0.71%
UCITS Alternative Index Emerging Markets 1.37% 111.36 0.35% 1.21% 34.68% 3.99%
UCITS Alternative Index FX -0.02% 101.43 0.20% 0.66% 1.19% 0.52%
UCITS Alternative Index Commodities -1.96% 95.59 -0.04% -6.76% 5.93% -1.63%
UCITS Alternative Index Event-Driven 1.46% 101.76 0.29% 3.47% 4.96% 0.64%


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. Website: www.alternative-ucits.com

- FG

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. Strategies - The 'Holy Grail' hedge fund strategy to handle a black swan the size of World War I, Hedge funds get more pushback on terms as enthusiasm for strategy wanes[more]

    The 'Holy Grail' hedge fund strategy to handle a black swan the size of World War I From IBTImes.co.uk: To illustrate a strategic gap common to today's portfolio managers, George Sokoloff, PhD, founder and CIO at Carmot Capital, proposes an interesting thought experiment – a breakdown of

  2. Institutional investors - Investors set to increase allocation to private debt, With investment income key, Richmond retirement system faces funding challenges[more]

    Investors set to increase allocation to private debt Investors are set to increase their allocation to private debt, with 60% revealing they believe the private debt market will grow over the next 12 months, according to a new study by Elian, a leading funds services provider. 41%

  3. Investing - Hedge funds snap up banks, unload Apple, Some of hedge funds' favorite stocks are finally starting to beat the market, Einhorn's Greenlight shifts positions, Treasury yield climbs to two-month high as Fischer joins hawks, 9 stocks smart investors put their money in last quarter[more]

    Hedge funds snap up banks, unload Apple From Barrons.com: Prominent hedge funds have a newfound love of big banks, and some have a distaste for shares of Apple, regulatory filings released last week show. The filings suggest that the funds have been pivoting their portfolios in recent mon

  4. Chesapeake energy seeks $1 billion loan to refinance debt[more]

    From Bloomberg.com: Chesapeake Energy Corp. is seeking a $1 billion loan as the company battered by cratering fuel prices and credit downgrades takes a step to address its $9 billion debt load. The natural gas producer hired Goldman Sachs Group Inc., Citigroup Inc. and Mitsubishi UFJ Financial Group

  5. Institutions - Nordic pension funds magnify focus on unlisted and direct investing, building up teams[more]

    From IPE.com: As bond yields remain at low or negative levels, pension funds and other institutional investors in the Nordic region are stepping up efforts to find higher returns by adding more unlisted investments to portfolios and are expanding in-house teams in order to do this, according to new