Tue, Jul 29, 2014
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. Hedge fund manager Winton Capital making headway with long-only strategy[more]

    From PIonline.com: North American investors are helping Winton Capital Management Ltd. make progress — albeit slowly — toward its founder's goal of becoming a $100 billion company. The firm's ticket to quadrupling its assets under management is unlikely to be one of its scientifically designed manag

  2. Opalesque Roundtable: Success in hedge fund marketing not linked to performance, but investor appetite[more]

    Komfie Manalo, Opalesque Asia: Success in marketing a fund is not linked to the performance, but to investor appetite, to the way you can market the fund, and to how much time you can spend to raise assets, said Antoine Rolland, the CEO of incubator and seeding firm

  3. Opalesque Radio: Now is a good time to buy protection cheaply in the options market[more]

    Benedicte Gravrand, Opalesque Geneva: Investors are showing an increased interest in risk parity funds and strategies, Opalesque reported last year. Risk parity strategies have the

  4. The Big Picture: Charlemagne Capital smoothes risk out of frontier market investing with portfolio approach[more]

    Benedicte Gravrand, Opalesque Geneva: Opalesque recently talked to one of the portfolio managers of the Oaks funds, which are emerging and frontier market hedge funds focusing on equity long/short with a directional approach. They are run by

  5. Winton’s low-cost equities fund tops $1bn for first time[more]

    From FT.com: Winton, the London-based hedge fund, has increased the assets in its low-cost equities fund to more than $1bn for the first time in a sign that traditional stock managers may come under increasing pressure from computer-driven rivals. Winton, which manages about $25bn in total ass