Mon, Jan 16, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

UCITS HFS Index up +0.32% in November 2012, 3.06% year to date

Monday, December 10, 2012
Opalesque Industry Update - After a slight loss in October the UCITS HFS Index reported gains of +0.32% for November 2012. The broad index started slightly positive into the month with a performance of +0.07% after the first full week of trading. Things changed in the second week though as a loss of -0.53% turned the UCITS HFS Index negative in the mid of November. As week three nullified those losses with gains of exactly +0.53%, followed by additional gains of +0.26% in week four, the broad index looks likely to finish 2012 on a positive note. From all funds tracked 70.63% reported profits in November 2012.

From a sub-strategy perspective ten out of the twelve sub-strategies were positive in November, the best performing being Global Macro (+0.78%), Multi Strategy (+0.64%) and Convertible (+0.55%). All three strategies took losses in the first half of the month and in the second week of trading in particular, but were able to revert this trend in the last half of November and thus finishing on a high. Credit and Fixed Income remain the only two strategies with back-to-back positive monthly results in 2012 with yearly performances of +8.09% and +5.35%. The two strategies in the red this month were Commodity (-0.67%) and Currency (-0.01%). While the first accumulated losses of -1.74% in the first two weeks and thereafter was able to reduce the deficit, the latter just turning negative in the last days of trading. From a year to date perspective the broad UCITS HFS Index now stands at +3.06% 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. Southpoint Capital gains 3.8% in Q3, bringing year-to-date returns to 5.2%[more]

    From Valuewalk.com: Southpoint Capital Advisors, the $3 billion New York hedge fund founded by former employees of David Einhorn’s Greenlight Capital, added 3.8% net during the third quarter of 2016, bringing year-to-date returns to 5.2% and cumulative returns since inception (July 2004) of 237.4% a

  2. The Big Picture: The case for emerging market debt in 2017[more]

    Benedicte Gravrand, Opalesque Geneva: Emerging market (EM) assets outperformed in 2016 mainly because of stronger fundamentals and an improving international environment, with GDP picking up speed, leading to positive earnings revisions for the first time in five years,

  3. Amplitude's Klassic CTA up 29% in 2016[more]

    Benedicte Gravrand, Opalesque Geneva: Swiss CTA manager Amplitude Capital can boast outperformance for one of its short-term trading strategies. The Klassik strategy, which trades equities, FX, fixed income and commodities, returned 29.39% in

  4. Hedge funds gain across strategies in December, outperform MSCI to close at record index level in 2016[more]

    Komfie Manalo, Opalesque Asia: Hedge funds posted gains across all strategies in December to conclude 2016, with the HFRI Fund Weighted Composite Index (FWC) rising to a record index value level as oil prices surged, equities gained and U.S. interest rates increased into year end, accordin

  5. Performance - BlackRock's robot stock-pickers post record losses, Soros-backed fund Glen Point loses in first trading year, Regal Funds Management: Bleak year as returns in key funds plunge 25pc, Elm Ridge Capital up 25% in 2016[more]

    BlackRock's robot stock-pickers post record losses From Bloomberg.com: Like so many fund titans these days, Laurence D. Fink is betting on machines to turn around BlackRock Inc.'s beleaguered stock-picking business. Trouble is, they just might have made things worse. BlackRock