Mon, Mar 19, 2018
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

UCITS Alternative Index Global down 0.49% in March (+1.75% YTD)

Tuesday, April 03, 2012
Opalesque Industry Update - The UCITS Alternative Index Global is down -0.49% in March bringing its YTD to 1.75%, while the UCITS Alternative Index Fund of Funds is down -0.80% bringing its YTD to 0.36%. As opposed to the first two months of the year where all strategies posted gains, only one strategy returned positive performance this month - Fixed Income with 0.31% (up1.99% YTD). Worst performing strategies this month are Emerging Markets and CTA returning respectively -1.70% and -1.64%. The other main negative strategies for the month include FX (-0.79%), Commodities (-0.78%) and Macro (-0.64%). On a year to date basis, the Emerging Markets Index still leads the way with 4.44%. It is followed by Long/Short Equity with 2.49% and Event-Driven with 2.17%.

The UAI Blue Chip is up 0.36% in March, bringing its year to date performance to 3.15%.

All UAIX indices achieved positive returns in March except for the UAIX CTA, down -1.50%. The best UAIX this month is the UAIX Long/Short Equity with 0.62%, followed by UAIX Fixed Income ( 0.56%) and UAIX Volatility ( 0.51%). On year to date, UAIX Long/Short Equity is up 4.46%. All UAIX display better results than their UAI counterparts so far this year.

The total assets managed by UCITS hedge funds have increased by 800 million this month to reach EUR 120 billion. At the end of March 2012, the UCITS Alternative Index is composed of 840 constituent hedge funds and funds of hedge funds.

Full index tables: Source


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. Investing - Hedge funds amass big bets against world's leading advertisers, Investor Elliott Management buys tiny stake in Wipro[more]

    Hedge funds amass big bets against world's leading advertisers From Hedge funds have amassed bearish bets of more than $3bn against the world's largest advertising companies in an attempt to profit as the industry undergoes ongoing wrenching disruption and slowing growth. Funds i

  2. News Briefs - Investcorp to launch a $100 million PE fund for Omani pension funds[more]

    Bahrain-based investment firm Investcorp will soon launch a $100 million fund dedicated to Oman's Pension Funds as part of its investment plan. 'The Opportunities Fund' will be focused on private equity investments in the U.S. and Europe and will target mid-sized companies across a broad range of se

  3. DoubleLine's Gundlach sees U.S. 10-year Treasury yield rising, weighing on stocks[more]

    From Reuters/ Jeffrey Gundlach, the chief executive of DoubleLine Capital and known on Wall Street as the "Bond King," said on Tuesday the yield on the U.S. 10-year Treasury note will likely move higher and pressure riskier assets including equities and junk bonds. Gundlach, on an

  4. SEC charges Theranos CEO Holmes with fraud[more]

    Bailey McCann, Opalesque New York: The SEC has charged Elizabeth Holmes, founder and CEO of Theranos and its former President Ramesh "Sunny" Balwani with raising more than $700 million from investors through an elaborate, years-long fraud in which they exaggerated or made false statements about t

  5. Institutional Investors - Overdrawn pension fund scores gains[more]

    From Investments in big banks, pawn shops and rolling papers helped boost public safety workers' underfunded pensions this past calendar years, according to newly released figures. After recording middling returns in recent years, the Police & Fire Pension Fund (P&F) notched