Tue, Jun 30, 2015
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

UCITS Alternative Index Global up 0.32% in November (1.13% YTD)

Monday, December 03, 2012
Opalesque Industry Update - Here is the monthly performance review of the UCITS Alternative Index series as of November 2012.

UAI Benchmarks: The UCITS Alternative Index Global is up 0.32% in November and up 1.13% since the beginning of the year. The UCITS Alternative Funds of Funds is also up 0.11% this month but is still down -1.78% on year to date. All but three strategies return positive performance in November. The best performing strategies are the UAI Emerging Markets, up 0.73%, followed by UAI Multi-Strategy and the UAI Macro, up respectively 0.71% and 0.42%. The UAI FX is the worst performing benchmark with -0.24% in November, followed by the UAI Commodities with -0.22%. So far this year, the UAI Fixed Income is the best performer, up 4.44%, followed by the UAI Emerging Markets, up 4.02%.

UAI Blue Chip: The UAI Blue Chip is up 0.23% in November and up 4.25% on year to date. The positive monthly performance is mainly due to gains from Emerging Markets, Event-Driven and Multi-Strategy funds, while Commodities and Volatility funds perform slightly negatively.

UAIX Indices: Almost all UAIX indices are up in November. The UAIX Long/Short Equity is the best performer, up 0.58%. It is followed by the UAIX Emerging Markets (up 0.56%) and the UAIX Event-Driven (up 0.49%). The UAIX Equity Market Neutral and UAI CTA are down -0.19% and -0.14%. With the exception of CTA and Emerging Markets all UAIX indices outperform their UAI benchmarks. So far this year the UAIX Volatility displays the best performance with a gain of 7.04, followed by the UAIX Fixed Income - Developed Markets up 6.81%.

The UCITS Alternative Index Blue Chip and UAIX are model-based investable indices of UCITS hedge funds.

Press release

Full performance table: www.ucits-alternative.com

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: New systematic strategy managed alongside research firm outperforms S&P500[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: An emerging CTA manager explains how he runs his strategy, which is based on an index produced by a research firm. Peter Turk is head of

  2. Hedge funds panic over Greece[more]

    Komfie Manalo, Opalesque Asia: Some investors are in panic mode as Greek Prime Minister Alexis Tsipras announced Sunday night that the banks and the stock market would be closed Monday, said

  3. Alternative investment industry could grow to $13.6tln in five years[more]

    Komfie Manalo, Opalesque Asia: Leading auditing and advisory group PwC said that the global alternative investment industry, which includes hedge funds, private equity and real assets, is set to increase to $13.6tln within the next five years. "Be

  4. Qbasis gets $200m-plus investment in 'black swan' hedge fund[more]

    From Reuters.com: A hedge fund that more than doubled clients' money during the 2008 financial crisis has attracted more than $200 million from an investor aiming to cash in on fresh ructions in global markets. Qbasis Invest has secured the investment from Britain's Omada Capital, Florian Wagner, wh

  5. Outlook - Jim Rogers: Turmoil is coming[more]

    From Peakprosperity.com: Two years since his last interview with us, investor Jim Rogers returns and notes that the risks he warned of last time have only gotten worse. In this week's podcast, Jim shares his rational for predicting: increased wealth confiscation by the central planners

 

banner