Sat, Aug 1, 2015
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. Opalesque Exclusive: Despite bumpy June/July, CTAs hold on[more]

    Bailey McCann, Opalesque New York: To say that things have been rocky in managed futures recently is putting it mildly. In June, the industry saw its worst month on a performance basis in the past four years. Then yesterday,

  2. Investing - Hedge fund billionaires bet on London as revival gathers pace[more]

    From Bloomberg.com: London’s fund industry is bouncing back, and U.S. billionaires Steven A. Cohen and Ken Griffin are grabbing a piece of the action. Griffin’s Citadel and Millennium Management, a hedge fund run by Israel Englander, have bulked up in London, where asset growth is outpacing the U.S.

  3. Other Voices: Same day reporting and the evolving role of fund administrators[more]

    By: Scott Price, Head of Business Development and Client Management for North America, Maitland Ernst & Young’s latest glob

  4. Opalesque Roundup: Hedge fund assets rose to 11th consecutive quarterly record level: hedge fund news, week 31[more]

    In the week ending 24 July, 2015, the total global hedge fund industry assets rose to the 11th consecutive quarterly record level in 2Q15 to $2.97tln; Eurekahedge reported that hedge funds raised $93bn in the first six months of 2015; The SS&C GlobeOp Forward Redemption Indicator for July 201

  5. Cowen Group, Inc. to acquire Conifer Securities[more]

    Cowen Group, Inc. and Conifer Securities, LLC had announced the signing of a definitive agreement under which Cowen will acquire Conifer Securities, the prime services division of Conifer Financial Services LLC. The transaction, the terms of which have not yet been disclosed, was approved by the boa

 

banner