Mon, May 28, 2018
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

UCITS Index shows loss of 1.36% in May and year to date loss of 0.10%

Tuesday, June 05, 2012
Opalesque Industry Update - The UCITS Alternative Index Global is down -1.36% in May bringing its year to date performance to -0.10%. The UCITS Alternative Index Fund of Funds is also down -1.25% bringing its yearly performance to -1.64%. For the first time this year, the UAI Global is negative on YTD. 8 out of 11 strategies indices return negative performances this month. The UAI Emerging Markets is down -3.69%, while the UAI Commodities and UAI Long/Short Equity are down respectively -3.00% and -2.39%. The strategies posting gains this month are Volatility (up 1.05%), FX (up 0.79%) and CTA (up 0.66%). So far this year, the UAI Volatility (up 1.76%) and UAI Fixed Income (up 1.70%) are the best performers.

The UAI Blue Chip is down -0.46% in May but remains positive on YTD with a performance of 2.06%. Following the same pattern as the UAI, the strategy components within the Blue Chip Index that contribute negatively to its performance are Emerging Markets (-18 bp), Commodities (-12 bp) and Long/Short Equity (-12 bp).

All UAIX are down in May with the exception of the UAIX Volatility (up 0.34%) and the UAIX Fixed Income (0.00%). The UAIX CTA (-0.18%), Long/Short Equity (-1.57%) and Commodities (-2.32%) are down for the month. Similarly to their UAI benchmarks, the UAIX Volatility and Fixed Income are the best YTD performers, up respectively 4.34% and 3.33% so far this year.

The total assets managed by UCITS hedge funds have increased by 3.5 billion this month to reach EUR 126.5 billion. At the end of May 2012, the UCITS Alternative Index is composed of 852 constituent hedge funds and funds of hedge funds.

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. Investing - Hedge funds hike Smurfit Kappa positions amid takeover deal hopes, Hedge fund IBV Capital digs deep to unlock long-term value in a competitive market, Eisman of 'The Big Short' fame recommends shorting Deutsche Bank[more]

    Hedge funds hike Smurfit Kappa positions amid takeover deal hopes From Irishtimes.com: Two US hedge funds, Davidson Kempner and York Capital, have accumulated a combined 4.74 per cent interest in cardboard box maker Smurfit Kappa using financial derivatives. It comes as many investors cl

  2. Foundations of hedge fund managers gave big to controversial donor-advised funds[more]

    In the world of philanthropy and tax-deductible charitable giving, the explosion of donor-advised funds has touched off intense debate. Now, there is evidence that the DAF boom is being further fuelled by hedge fund foundation money. Four of the top five foundations that gave the most to large do

  3. Third Point to raise $400 million for SPAC, Farley to run it[more]

    From Reuters.com: Daniel Loeb's hedge fund Third Point LLC plans to raise $400 million for a "blank check" company which will be run by outgoing stock market operator NYSE Group President Thomas Farley, according to a regulatory filing made on Tuesday. The new company, referred to on Wall Stre

  4. Study: For hedge funds, smaller is better[more]

    From Institutionalinvestor.com: The smaller the hedge fund is, the better its performance is likely to be, according to a new study. The study - "Size, Age, and the Performance Life Cycle of Hedge Funds," released April 26 - sought to determine whether a hedge fund's size and age had any effect on i

  5. Hedge fund returns rose in April for first gain since January[more]

    From Bloomberg.com: Bloomberg Hedge Fund Database shows returns flat this year - Currency strategies had the biggest monthly gain at 13% Hedge fund returns increased 0.78 percent in April, reversing two consecutive monthly declines. The swing of 134 basis points was driven by gains in all seven