Wed, Aug 23, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

UCITS Alternative Index Global down -0.47% in April (1.27% YTD); most single strategy indices negative

Friday, May 04, 2012
Opalesque Industry Update - The UCITS Alternative Index Global is down -0.47% in April 2012 bringing its year to date performance to 1.27%, while the UCITS Alternative Index Fund of Funds is down -0.75% bringing its yearly performance to -0.39%. It is the second consecutive negative month for the UAI Global and Funds of Funds Indices.

Except for Volatility ( 0.37%) and CTA which is flat for the month, all single strategy indices are negative. The main negative performers are Macro and Event-Driven, which post losses of -0.73% and -0.71%. On a year to date basis, the Emerging Markets Index is still the best performer with 4.09% despite a negative performance in April (-0.33%). It is followed by Fixed Income with 1.98% and Event-Driven with 1.44%.

The UAI Blue Chip is down -0.60% in April, bringing its year to date performance to 2.75%. The strategies that contribute positively to the Blue Chip Index performance are Fixed Income (2 bp) and Volatility (10 bp), while all other strategies are negative contributors.

All UAIX indices achieved negative returns in April. The worst UAIX performer this month is the UAIX Long/Short Equity with -2.12%, followed by UAIX CTA (-1.62%) and UAIX Commodities (-0.52%). On year to date, all UAIX remain positive with the UAIX returning the best results with 4.13% followed by the UAIX Fixed Income with 3.43%.

The total assets managed by UCITS hedge funds have increased by 3 billion this month to reach EUR 123 billion. At the end of April 2012, the UCITS Alternative Index is composed of 845 constituent hedge funds and funds of hedge funds.

Index Performance Summary - Show Tickers - Download Performance

 

Apr 12

Apr NAV

Mar 12

YTD

2011

Ann rtn

UCITS Alternative Index Global

-0.47%

111.31

-0.49%

1.27%

-3.64%

1.71%

 

UCITS Alternative Index Fund of Funds

-0.75%

84.13

-0.80%

-0.39%

-5.25%

-3.91%

 

UCITS Alternative Index Commodities

-0.66%

102.04

-0.78%

1.21%

0.44%

0.47%

UCITS Alternative Index CTA

0.00%

107.24

-1.64%

-0.99%

-3.24%

1.63%

UCITS Alternative Index Emerging Markets

-0.33%

105.65

-1.70%

4.09%

-10.68%

1.28%

UCITS Alternative Index Equity Market Neutral

-0.66%

95.81

-0.24%

-0.17%

-3.28%

-0.98%

UCITS Alternative Index Event-Driven

-0.71%

101.68

-0.08%

1.44%

-2.45%

0.38%

UCITS Alternative Index Fixed Income

-0.01%

109.38

0.31%

1.98%

-0.80%

2.09%

UCITS Alternative Index FX

-0.52%

96.45

-0.79%

-0.17%

-4.22%

-0.83%

UCITS Alternative Index Long/Short Equity

-0.61%

98.49

-0.25%

1.87%

-4.53%

-0.35%

UCITS Alternative Index Macro

-0.73%

101.30

-0.64%

1.17%

-3.14%

0.30%

UCITS Alternative Index Multi-Strategy

-0.46%

102.40

-0.11%

0.95%

-2.07%

0.55%

UCITS Alternative Index Volatility

0.37%

123.53

-0.27%

0.70%

4.83%

5.00%

UCITS Alternative Index Blue Chip

Index Performance Summary - Download Performance

Last Update: 02.05.2012

 

Weekly Perf

MTD

NAV

Apr 12

YTD

2011

UCITS Alternative Index Blue Chip

0.22%

0.22%

106.94

-0.60%

2.75%

-3.96%

UAIX

Index Performance Summary - Download Performance

Last Update: 02.05.2012

 

Weekly Perf

MTD

NAV

Apr 12

YTD

2011

UAIX Commodities

0.00%

0.00%

120.48

-0.52%

3.16%

0.93%

UAIX CTA

0.74%

0.74%

120.48

-1.62%

1.75%

-3.47%

UAIX Fixed Income

0.10%

0.10%

110.42

-0.02%

3.43%

-0.36%

UAIX Long/Short Equity

0.67%

0.67%

115.89

-2.12%

2.91%

-2.84%

UAIX Volatility

0.15%

0.15%

125.34

-0.25%

4.13%

9.18%


The UCITS Alternative Index series is the industry's leading benchmark for the UCITS hedge funds universe. The series of indices track the performance of both global and strategy specific UCITS hedge funds. Index rules and statistics are accessible on the UCITS Alternative Index website www.ucits-alternative.com. UCITS Alternative Index is a registered trademark. Alix Capital is the exclusive Index Provider to the UCITS Alternative Index.

Bg

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. Opalesque Exclusive: Albright Capital puts a value lens on emerging markets[more]

    Bailey McCann, Opalesque New York: Over the past decade, investors have steadily increased investments in emerging markets private funds. Allocations to the cohort have increased from $93 billion in December 2006 to $564 billion in September 2016, according to data from research firm Preqin. Howe

  2. FinTech - Danger: Crowdfunding on the wrong platform could force you to go public[more]

    From LinkedIn.com: Some equity crowdfunding platforms are putting startups at serious risk. Working with a platform that doesn't structure your deal appropriately could jeopardize your ability to raise future capital or worse, force you to become a public reporting company. The emergence of eq

  3. David Tepper says we're 'nowhere near an overheated' stock market[more]

    From Marketwatch.com: Billionaire David Tepper thinks comparing this current stock-market environment with the overheated markets of 1999 is "ridiculous." The hedge-fund manager, who runs Appaloosa Management, told CNBC in a phone interview on Tuesday that the market's record run, notwithstanding la

  4. Opalesque Exclusive: Altegris and Artivest partner on distribution for alternative funds suite[more]

    Bailey McCann, Opalesque New York: California-based investment firm Altegris has partnered with New York-based alternative investments platform Artivest on distribution for $1 billion in alternative funds. The partnership also launches Artivest's capabilities to offer alternative solutions to acc

  5. Investing - Buffett's Berkshire Hathaway will not increase its Oncor offer, Travel-tilting hedge funds are investing in airlines and online travel agencies[more]

    Buffett's Berkshire Hathaway will not increase its Oncor offer From Reuters.com: The energy unit of Warren Buffett's Berkshire Hathaway Inc said on Wednesday it will "stand firm" on its $9 billion offer to acquire 80 percent of Oncor Electric Delivery Company LLC and will not increase it