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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
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