Thu, May 28, 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: SEC approves proposed changes to Form ADV, '40 Act - comment period to follow[more]

    Bailey McCann, Opalesque New York: Hedge funds and providers of liquid alternatives will want to pay close attention to proposed reforms approved by the SEC yesterday. The changes will require more frequent reporting, as well as a closer look into social media, liquid alternative strategies, and

  2. Investing - Hedge funds buy swathes of foreclosed subprimes, force up rents, float rent-bonds, Hedge funds buy Actavis, Valeant. ETFs join the party, The most loved biotechs of big hedge funds, Stocks to buy ... according to hedge funds, Atlantic City bond offering attracts hedge funds as buyers, Okumus Fund Management discloses huge new Ascent Capital Group stake[more]

    Hedge funds buy swathes of foreclosed subprimes, force up rents, float rent-bonds From Boingboing.com: When a giant hedge fund is bidding on all the foreclosed houses in a poor neighborhood, living humans don't stand a chance -- but that's OK, because rapacious investors make great landl

  3. Institutions - Institutional investors turn to real estate, planes, Assets at Bostonís five biggest family nonprofits rise to $3.5bn[more]

    Institutional investors turn to real estate, planes From Joins.com: The National Pension Service and domestic emerging market specialists who did not know where to invest in a low interest rate environment are turning to other investments like the blue-chip real estate market abroad.

  4. Opalesque Exclusive: BMO launches multi-strat '40 act fund[more]

    Bailey McCann, Opalesque New York: As we reach new market highs, investors are looking for a way to diversify and protect their portfolios from a potential market correction. Liquid alternatives are rapidly gaining ground as a critical tool for investors to use to mitigate downside risk. The BMO

  5. All hedge fund strategies rebounded last week as market conditions normalize[more]

    Komfie Manalo, Opalesque Asia: After a difficult start this month, all hedge fund strategies ended last week in positive territory, as the Lyxor Hedge Fund Index gained 0.9% (-0.2% MTD, 3.3% YTD). According to Lyxor AMís latest Weekly Briefing, in t

 

banner