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

UCITS HFS Index’s down -0.04% in October 2012, up 2.73% year to date

Thursday, November 08, 2012
Opalesque Industry Update - After three consecutive positive monthly performances the UCITS HFS Index reported a loss of -0.04% for October 2012. The broad index started positively into the month with first week gains of +0.17%, followed by a minimal loss of -0.04% in week two. While the third week of October contributed gains of +0.12% to the monthly performance, the last days of trading showed mixed results: while week four brought the biggest movement in form of a loss of -0.32%, the last three days of the month were slightly positive again with a marginal gain of +0.03%. From all funds tracked 56.22% reported profits from a monthly perspective.

From a sub-strategy perspective five out of the twelve sub-strategies were positive in October, the best performing being Credit (+0.71%), L/S Equity (+0.53%) and Global Macro (+0.47%). While Credit reported gains week after week, L/S Equity had to give up some of its monthly gains in the last week of trading. Global Macro on the other hand profited from strong performances in week one and three that outweighed the losses in the other two weeks of October. Credit and Fixed Income remain the only two strategies with back-to-back positive monthly results in 2012 with yearly performances of +7.55% and +4.97%. The three worst performing strategies were CTA (-2.79%), Commodity (-1.75%) and Event Driven (-1.31%), the latter turning negative from a year to date perspective. CTA and Commodity are also the two worst performing strategies this year, being down -4.82% and –2.53% respectively. From a year to date perspective the broad UCITS HFS Index now stands at +2.73% in 2012.

Press release

bc

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: Time to invest in robotics? (part 1)[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: The London-based, Swiss-born manager of the RoboCap UCITS Fund, talks to Opalesque about investing

  2. Investing - Hedge funds have been selling big winners this year, Hedge funds are betting $1 billion that Snapchat shares are going to drop, Here are the biggest bets made by top hedge funds in the first quarter[more]

    Hedge funds have been selling big winners this year From CNBC.com: Hedge fund managers' most popular stock to start the year has been a familiar name that is falling short in terms of performance, while the least popular companies all have been crushing the market. Procter & Gamble

  3. Investing - Third Point's Loeb surfs on as hedge fund washout continues, George Soros has added to his losing bets against the stock market, Hedge funds, VCs and the CIA are throwing money at ex-Bridgewater data scientists' startup, Hedge funds shed retail amid fears of "apocalypse"[more]

    Third Point's Loeb surfs on as hedge fund washout continues From Reuters/Nasdaq.com: Billionaire investor Daniel Loeb said on Thursday that he is still making money even as the hedge fund industry struggles. Loeb, who oversees the $16 billion hedge fund firm Third Point LLC, sa

  4. Investing - Tudor Jones backs AI hedge funds, Massive hedge fund trades highlight insider buying: GE, Pentair, Tempur Sealy, Apollo Global and more, Hedge funds big wigs are buying consumer and selling tech, here's the stocks[more]

    Tudor Jones backs AI hedge funds From FT.com: Hedge fund magnate Paul Tudor Jones has invested in a brace of artificial-intelligence powered "quantitative" hedge funds, underscoring the increasing acceptance that the industry will need to turn more to technology and away from traditional

  5. Opalesque Roundtable: Rise of high-frequency trading in Europe a challenge for traditional asset managers[more]

    Komfie Manalo, Opalesque Asia: The rise of high-frequency trading in Europe, dominating over 80% of the market, has become a challenge for traditional asset managers especially when it comes to risk management, said Philippe Malaise, chairman of advisory firm