Tue, Oct 21, 2014
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

UCITS Alternative Index Global starts year on positive note, up 1.03%

Monday, February 04, 2013
Opalesque Industry Update - The UCITS Alternative Index Global starts the year on a positive note with a progression of 1.03%. The UCITS Alternative Funds of Funds Index performs even better advancing by 1.31%. Nine out of 11 strategies return positive performances this month: with a gain of 1.98% the UAI Long/Short Equity is the best performing index. The UAI CTA records its third consecutive month of gain, up 1.96%. The other best UAI performers are the UAI Emerging Markets (up 1.69%), the UAI Multi-Strategy (up 1.28%) and the UAI Commodities (up 0.80%). On the negative side, the UAI Volatility is down -1.41% while the UAI Event-Driven retreats by -0.15%.

UAI Blue Chip:
In January 2013, the UCITS Alternative Index Blue Chip progressed by 1.18%. The Index benefits from positive performances across most of its strategy buckets. Long/Short Equity, Multi-Strategy and Macro each contribute 20bp to the Index monthly performance. The Volatility and Commodities buckets were negative contributors on average.

UAIX Indices:
A majority of UAIX outperform their UAI counterparts this month. The UAIX CTA is the best performer with 2.63%, leading the way in front of the UAIX Long/Short Equity, up 2.13% and the UAIX Emerging Markets, up 1.65%. The UAIX Macro, FX, Fixed Income and Volatility all outperform their benchmarks in January, as opposed to the UAIX Commodities which loses -0.09% in absolute terms.

In 2012, all the UAIX indices beat their respective UAI benchmarks. The UAIX that most outperformed their benchmarks over the period were the UAIX Volatility, which outperformed the UAI Volatility by 7.76%, and the UAIX Macro which outperformed the UAI Macro by 4.18%.

AUM and number of funds:
In 2012, all strategies attracted assets. Fixed Income recorded the largest inflows, followed by Multi-Strategy and Macro. In January 2013, the total assets managed by single UCITS hedge funds increased to EUR 141 billion in 2013. The UCITS Alternative Index is currently composed of more than 880 constituent UCITS hedge funds and funds of hedge funds.

Press release

Performance table: www.ucits-alternative.com

What do you think?

   Use "anonymous" as my name    |   Alert me via email on new comments   |   

Banner

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: What's next for trend followers?[more]

    Bailey McCann, Opalesque New York: New research out from Ibbotson touches on a key debate happening among investors and fund managers, specifically whether long term trend followers can survive in the new

  2. Commodities - Oil wreaking havoc on small-cap energy stocks sliding 36%[more]

    From Bloomberg.com: Owning almost anything in the U.S. stock market has been a losing proposition since September. Owning smaller energy companies has been a catastrophe. Hercules Offshore Inc. and Resolute Energy Corp. are among 19 oil-and-gas equities in the Russell 2000 Index that lost more than

  3. Investing - Hedge funds favor equity long/short, Strategic bond managers hedge against further high yield sell-off[more]

    Hedge funds favor equity long/short From Securitieslendingtimes.com: Equity long/short strategies will generate good returns for hedge funds in the future, according to a panel at this year’s Risk Management Association Conference on Securities Lending in Naples, Florida. Panellists Sand

  4. Legal - Ex-hedge fund analyst weeps as judge hands down 5 year sentence, Former Columbus investment manager Steven P. Moore indicted on theft charges, SEBI confirms ban for Hong Kong hedge fund, SEC announces enforcement action against compliance officer[more]

    Ex-hedge fund analyst weeps as judge hands down 5 year sentence From Hereisthecity.com: An ex-hedge fund analyst was sentenced to 5 years in prison for his role in insider-trading scheme. The New York Post reports that former hedge fund analyst Matthew Teeple was sentenced Thursday to fiv

  5. Sparx optimistic about outlook for Japan[more]

    Benedicte Gravrand, Opalesque Geneva: According to SPARX, there are causes to be optimistic about the outlook for the Japanese market and the country's economy in general. Sparx Asset Management is a Tokyo-based asset manager, part of