Fri, Nov 28, 2014
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. Unlucky Paulson & Co. rebrands $1.6bn Recovery Fund after 13% drop[more]

    From Businessweek.com: A maturing U.S. economic recovery is prompting Paulson & Co. to change course. The $19 billion hedge fund firm, led by billionaire John Paulson, told investors on a conference call this month that the Paulson Recovery Fund will be renamed Paulson Special Situations Fund on Jan

  2. Opalesque Roundtable: Islamic Finance races ahead with Sukuk, the first managed account platform, and foreign demand[more]

    Komfie Manalo, Opalesque Asia: A number of developments took place within Islamic finance in the past years, including the launch of a Islamic managed account platform and the further growth of the sukuk space that saw this instrument evolve from being a type of an ABS security that was rarely

  3. CTAs , event-driven strategies lead hedge funds recovery in mid-November[more]

    Komfie Manalo, Opalesque Asia: November’s performance proves to be in sharp contrast to the previous month, with equities further consolidating their upswing last week, according to the latest Lyxor Asset Management’s Weekly Brief. CTA funds als

  4. Fund Profile - A complex hedge fund strategy works for United Technologies[more]

    From Institutionalinvestor.com: Reports that portable alpha is dead have been greatly exaggerated, as Mark Twain might have phrased it. Another Connecticut Yankee, giant United Technologies Corp., is gearing up to grow its successful, nearly decade-long portable-alpha program. The UTC strategy took

  5. Opalesque Exclusive: The unintended consequences of Basel III[more]

    Benedicte Gravrand, Opalesque Geneva: Bijesh Amin, co-founder and managing director of Indus Valley Partners (IVP), a technology solutions and services firm focused on the alternative asset management industry, has recently observed