Tue, May 23, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

UCITS Alternative Index Global down in June

Thursday, July 05, 2012
Opalesque Industry Update - The UCITS Alternative Index Global is down -0.23% in June bringing its year to date performance to -0.33%. The UCITS Alternative Index Fund of Funds is down -0.77% bringing its yearly performance to -2.39%. 10 out of 11 strategies indices return negative performances this month. The UAI CTA is down -1.69%, while the UAI Commodities and UAI FX are down respectively -0.84% and -0.69%. The only positive strategy this month is Fixed Income, up 0.30%. So far this year, the UAI Fixed Income (up 2.00%) and the UAI Volatility (up 1.32%) are the best performers. The other positive strategies on YTD are Multi-Strategy ( 0.46%) and Emerging Markets ( 0.19%).

The UAI Blue Chip is up 0.01% in June and up 2.07% on YTD. The main positive contributors to the Index performance this month are Multi-Strategy (up 0.58%) and Fixed Income (up 0.49%), while the main detractors are Event-Driven (-1.58%) and CTA (-0.82%).

All UAIX are up in June. The UAIX Volatility is up 1.08%, the UAIX CTA is up 0.72%. As for the other UAIXs, Fixed Income is up 0.37%, while Commodities and Long/Short Equity are up respectively 0.28% and 0.02%. As of June end, the best UAIX performer is Volatility, up 5.42%. It is followed by the UAIX Fixed Income, up 3.70%, and the UAIX CTA, up 1.56%.

The total assets managed by UCITS hedge funds has increased by 3 billion this month to reach EUR 129 billion. At the end of June 2012, the UCITS Alternative Index is composed of 854 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. Opalesque Exclusive: Time to invest in robotics? (part 1)[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: The London-based, Swiss-born manager of the RoboCap UCITS Fund, talks to Opalesque about investing

  2. Investing - Hedge funds have been selling big winners this year, Hedge funds are betting $1 billion that Snapchat shares are going to drop, Here are the biggest bets made by top hedge funds in the first quarter[more]

    Hedge funds have been selling big winners this year From CNBC.com: Hedge fund managers' most popular stock to start the year has been a familiar name that is falling short in terms of performance, while the least popular companies all have been crushing the market. Procter & Gamble

  3. Investing - Third Point's Loeb surfs on as hedge fund washout continues, George Soros has added to his losing bets against the stock market, Hedge funds, VCs and the CIA are throwing money at ex-Bridgewater data scientists' startup, Hedge funds shed retail amid fears of "apocalypse"[more]

    Third Point's Loeb surfs on as hedge fund washout continues From Reuters/Nasdaq.com: Billionaire investor Daniel Loeb said on Thursday that he is still making money even as the hedge fund industry struggles. Loeb, who oversees the $16 billion hedge fund firm Third Point LLC, sa

  4. Investing - Tudor Jones backs AI hedge funds, Massive hedge fund trades highlight insider buying: GE, Pentair, Tempur Sealy, Apollo Global and more, Hedge funds big wigs are buying consumer and selling tech, here's the stocks[more]

    Tudor Jones backs AI hedge funds From FT.com: Hedge fund magnate Paul Tudor Jones has invested in a brace of artificial-intelligence powered "quantitative" hedge funds, underscoring the increasing acceptance that the industry will need to turn more to technology and away from traditional

  5. Opalesque Roundtable: Rise of high-frequency trading in Europe a challenge for traditional asset managers[more]

    Komfie Manalo, Opalesque Asia: The rise of high-frequency trading in Europe, dominating over 80% of the market, has become a challenge for traditional asset managers especially when it comes to risk management, said Philippe Malaise, chairman of advisory firm