Wed, May 6, 2015
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

UCITS Alternative Index Global is up +0.87% in February, +2.25% YTD

Tuesday, March 06, 2012
Opalesque Industry Update - In February, the UCITS Alternative Index Global is up 0.87% while the UCITS Alternative Index Fund of Funds is up 0.99%.

The UCITS Alternative Index Global is up 0.87% in February, continuing its good run since the beginning of the year (up 1.37% in January). The Fund of Funds Index is up 0.99% bringing its year to date performance to 1.17%. For the second time this year, all strategies end the month with gains. Emerging Markets, Commodities and Long/Short Equity are the best performing strategies, up respectively 2.12%, 1.39% and 1.04%. Emerging Markets is also the best YTD performer with a progression of 6.25%. It is followed by Commodities and Long/Short Equity. As in January, CTA and Volatility post moderate gains compared to the other strategies.

The UAI Blue Chip is up 1.49% in February (2.78% YTD), outperforming the UAI Funds of Funds as well as most UAI single strategy benchmarks.

The UAIX indices perform far better than the overall market in February. The UAIX CTA and UAIX Volatility are up 3.41% and 1.75% respectively. On a year to date basis, the UAIX CTA is now up 4.24%, compared to 0.66% for the UAI CTA. The UAIX Long/Short Equity is up 3.81%, compared to 2.75% for the UAI Long/Short Equity. Not surprisingly, UAIX indices are more volatile than their UAI counterparts as they are based on a small number of constituent funds.

The total assets managed by UCITS hedge funds have increased by more than EUR 3 billion this month to reach EUR 120 billion. At the end of February 2012, the UCITS Alternative Index is composed of more than 830 constituent hedge funds and funds of hedge funds. Please find below the monthly performance of the UCITS Alternative Index of February 2012...Full performance table:Source

PD

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. Avenue Capital raises $700m for new energy hedge fund[more]

    Komfie Manalo, Opalesque Asia: Global hedge fund Avenue Capital Group, which manages $13bn in assets as at end March, reported that it raised an additional $700m for a new energy fund that it plans to launch in May. Avenue Ca

  2. SEC charges funds of hedge funds Alpha Titans, executives, and auditor for improper expense allocations[more]

    Update: Please note the important updated information at the end of the article.The Securities and Exchange Commission today announced charges against a Santa Barbara, Calif.-based hedge fund advisory firm and two executives involved in improper allocations of fund assets to pay undisclose

  3. Opalesque TV: Aequam Capital: Asset management industry will be mainly quantitative going forward[more]

    Benedicte Gravrand, Opalesque Geneva: Before starting his boutique in 2010, Arnaud Chretien, co-founder and CIO of Aequam Capital, worked ten years as a market trader and 18 years as a quantitative and systematic fund manager for Soc

  4. Class-action lawsuit accuse hedge fund Standard General of holding American Apparel hostage[more]

    Komfie Manalo, Opalesque Asia: A shareholder class-action suit filed on Wednesday accused New York-based hedge fund Standard General of holding American Apparel hostage. It would reportedly reap huge benefits if the clothing company declared bankruptcy. Standard General is the controlling sto

  5. Aberdeen Asset Management suffers high emerging market outflows[more]

    From FT.com: Investors withdrew billions of pounds from Aberdeen Asset Management as money continued to drain from Europe’s largest independent investment group because of worries over emerging markets. Net outflows for the six months to the end of March rose to £11.3bn, higher than market expectati

 

banner