Sun, Jul 24, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

UCITS Alternative Index Global gains 0.21% in April, 1.80% YTD

Friday, May 03, 2013
Opalesque Industry Update - The UCITS Alternative Index Global gains 0.21% in April and 1.80% in 2013. The UCITS Alternative Index Funds of Funds does slightly better this month with a gain of 0.22% and is now up 2.25% for the year. As was the case in March, the UAI CTA displays the best performance - up 1.81% in April - and reaches 4.13% in 2013. The UAI Multi-Strategy and the UAI Fixed Income follow with respective gains of 0.80% and 0.50%. The UAI Macro (up 0.35%) and the UAI Emerging Markets ( 0.38%) are also positive this month. On the opposite, the UAI FX and the UAI Commodities are the worst performing strategies with losses of -1.23% and -1.05%. So far this year, the UAI CTA is the best performing strategy (up 4.13%), followed by the UAI Long/Short Equity (up 3.19%) and the UAI Multi-Strategy (up 2.24%).

UAI Blue Chip:
The UCITS Alternative Index Blue Chip is up 0.34% in April and up 1.85% in 2013. The Index benefits from good performances from CTA and Event-Driven funds. The FX and Equity Market Neutral components are the main negative contributors to the Index performance.

UAIX Indices:
In April, the best performer is the UAIX CTA with gains of 2.42%. Coming next is the UAIX Event-Driven, up 1.15%, and the UAIX Macro, up 0.81%. On a year to date basis, the UAIX CTA is the best performing strategy index, up 6.35%. It is followed by the UAIX Long/Short Equity, up 3.56%.

Index Performance Summary - Show Tickers - Download Performance

 

Apr 13

Apr NAV

Mar 13

YTD

2012

Ann rtn

UCITS Alternative Index Global

0.21%

113.73

0.41%

1.80%

1.63%

0.52%

 

UCITS Alternative Index Fund of Funds

0.22%

85.40

0.70%

2.48%

-1.34%

-2.92%

 

UCITS Alternative Index Commodities

-1.05%

94.13

-0.75%

-1.40%

-5.31%

-1.13%

UCITS Alternative Index CTA

1.81%

108.44

1.12%

4.13%

-3.83%

1.53%

UCITS Alternative Index Emerging Markets

0.38%

109.76

-0.17%

2.14%

5.87%

1.76%

UCITS Alternative Index Equity Market Neutral

-0.28%

94.98

-0.11%

0.18%

-1.18%

-0.96%

UCITS Alternative Index Event-Driven

0.25%

100.67

0.70%

0.76%

-0.32%

0.12%

UCITS Alternative Index Fixed Income

0.50%

113.61

0.16%

1.01%

4.88%

2.42%

UCITS Alternative Index FX

-1.23%

95.55

0.69%

0.05%

-1.19%

-0.85%

UCITS Alternative Index Long/Short Equity

0.13%

102.46

0.65%

3.19%

2.70%

0.46%

UCITS Alternative Index Macro

0.35%

103.65

0.55%

1.59%

1.88%

0.67%

UCITS Alternative Index Multi-Strategy

0.80%

107.95

0.21%

2.24%

4.08%

1.44%

UCITS Alternative Index Volatility

-0.77%

119.91

-0.04%

-2.11%

-0.12%

3.46%

UCITS Alternative Index Blue Chip

Index Performance Summary - Download Performance

Last Update: 30.04.2013

 

Weekly Perf

MTD

NAV

Mar 13

YTD

2012

UCITS Alternative Index Blue Chip

0.34%

0.47%

111.29

0.35%

1.85%

4.91%

UAIX

Index Performance Summary - Download Performance

Last Update: 30.04.2013

 

Weekly Perf

MTD

NAV

Mar 13

YTD

2012

UAIX Commodities

-0.12%

-0.36%

113.23

-1.77%

-1.88%

-1.27%

UAIX CTA

0.68%

2.42%

123.53

1.27%

6.35%

-1.91%

UAIX Emerging Markets

0.53%

0.67%

117.68

-0.05%

1.50%

8.39%

UAIX Equity Market Neutral

0.04%

-0.24%

110.74

0.51%

0.48%

1.09%

UAIX Event-Driven

0.46%

1.15%

107.61

0.62%

2.97%

4.71%

UAIX Fixed Income - Developed Markets

0.22%

0.67%

116.66

0.48%

1.81%

7.29%

UAIX Fixed Income - Global

0.19%

0.55%

130.98

0.05%

1.32%

7.54%

UAIX FX

0.06%

0.05%

103.48

1.12%

2.16%

-0.03%

UAIX Long/Short Equity

0.53%

0.53%

124.34

0.44%

3.56%

6.37%

UAIX Macro

1.06%

0.81%

115.08

0.77%

1.69%

6.00%

UAIX Multi-Strategy

0.21%

0.73%

115.97

0.22%

2.27%

4.93%

UAIX Volatility

-0.15%

-0.24%

127.14

0.76%

-1.87%

7.61%

The UCITS Alternative Index series is the industry's leading benchmark for the UCITS absolute return funds universe. The UCITS Alternative Index series of indices track the performance of both global and strategy specific UCITS absolute return funds. Index rules and statistics are accessible on the UCITS Alternative Index website www.ucits-alternative.com . UCITS Alternative Index is a registered trademark. Alix Capital is the exclusive Index Provider to the UCITS Alternative Index.

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: California-based manager launches long/short equity hedge fund with unique algorithm[more]

    Benedicte Gravrand, Opalesque London for New Managers: SJL Capital LLC, an investment advisory firm based in California, has launched its maiden fund, the SJL MarketDNA Hedge Fund LP. The fund, which began trading

  2. Manny Roman to move from Man to Pimco[more]

    Benedicte Gravrand, Opalesque London: Emmanuel (Manny) Roman, an investment world veteran, has been hired by PIMCO, the large US bond fund house, as chief executive officer. PIMCO's current CEO Douglas Hodge will assume a new role as managing director and senior advisor when Roman joins P

  3. HFR: Hedge funds post strong gains in mid-July as markets recover from Brexit losses[more]

    Komfie Manalo, Opalesque Asia: Hedge funds posted strong gains through mid-July as the equity markets continued the recovery from Brexit losses. The HFRX Market Directional Index gained +2.17% (+4.22% YTD) and the HFRX Global Hedge Fund Index gained +1.03% through mid-month (+0.19%

  4. News Briefs - Carlyle goes on trial for a financial-crisis meltdown, Private equity and venture capital outperformed public markets in 2015, Pippa Middleton gets engaged to hedge fund manager James Matthews[more]

    Carlyle goes on trial for a financial-crisis meltdown Carlyle Group co-founder Bill Conway was in court on this small island last week recounting one of the most bruising episodes in his private-equity firm’s history: the 2008 collapse of mortgage-bond fund Carlyle Capital Corp. Carlyle

  5. …And Finally - Two men fall off cliff playing Pokemon Go[more]

    From BizarreNews.com: Two men who fell from a seaside cliff north of San Diego told authorities they became distracted while playing augmented reality game Pokemon Go. Encinitas fire Battalion Chief Robbie Ford said one of the men fell about 50 feet down the bluff in Encinitas while the other man fe