Wed, Oct 26, 2016
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

UCITS Alternative Index Global up 0.84% in July (+0.50% YTD)

Tuesday, August 07, 2012
Opalesque Industry Update - The UCITS Alternative Index Global is up 0.84% in July bringing its year to date performance to 0.50%, while the UCITS Alternative Index Fund of Funds is up 0.83% bringing its yearly performance to -1.58%. In July, 9 out of 11 strategies indices return positive performances.

The UAI CTA is the best performer, up 2.67%, while the UAI Commodities and UAI Macro are up respectively 2.18% and 1.06%. The only negative strategies this month are Event-Driven and Volatility, down respectively -0.29% and -0.20%. So far this year, the UAI Fixed Income and the UAI Multi-Strategy are the best performers, up respectively 2.67% and 1.49%. The other positive strategies since the beginning of the year are Volatility (up 1.12%), Emerging Markets (up 1.11%), Macro (up 0.91%), FX (up 0.76%) and CTA (up 0.60%).

The UAI Blue Chip is up 0.68% in July and up 2.75% for the year. Fixed Income, Emerging Markets and Multi-Strategy are the main performance contributors.

Three out of five UAIX are up in July. The UAIX CTA is up 3.28%, the UAIX Fixed Income is up 0.66% and the UAIX Long/Short Equity is up 0.56%. The UAIX Commodities is down -0.71% while UAIX Volatility is down -0.59%. As of July end, the best UAIX performer is CTA, up 4.84%. It is followed by the UAIX Volatility, up 4.83%, and the UAIX Fixed Income, up 4.36%.

The total assets managed by UCITS hedge funds have increased by 4 billion this month to reach EUR 133 billion. At the end of July 2012, the UCITS Alternative Index is composed of more than 860 constituent hedge funds and funds of hedge funds. Corporate website: Source


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. M&A - U.S. hedge fund HarbourVest is shock winner in the £1.1bn SVG Capital takeover saga, Hedge fund Parvus shows hand, toppling William Hill merger deal[more]

    U.S. hedge fund HarbourVest is shock winner in the £1.1bn SVG Capital takeover saga From The fierce battle to buy Britain's biggest private equity group has come to an unexpected conclusion, with the original bidder walking away with the prize. SVG Capital has agreed

  2. Marc Lasry: Energy is still a phenomenal opportunity[more]

    From Distressed debt specialist Marc Lasry said energy debt is still a "phenomenal opportunity" because investors can get "massively overpaid" for the risk they take on. There are "huge opportunities" in the energy sector especially in restructurings, the Avenue Capital Group CEO said Tues

  3. Opalesque Exclusive: Ex-SAC manager re-emerges with market neutral hedge fund[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: A manager re-emerged from the SAC battleground last year to launch his own hedge fund under the umbrella of New York-based investment firm Endicott Group.

  4. North America - Hedge-fund manager Kyle Bass says the U.S. is on track for stagflation, Billionaire hedge fund titans Dinan, Lasry on election, markets and best investment ideas[more]

    Hedge-fund manager Kyle Bass says the U.S. is on track for stagflation From Kyle Bass, founder of Hayman Capital Management, on Wednesday warned that the U.S. is headed toward so-called stagflation. Stagflation is typically described as persistently high inflation and hi

  5. David Einhorn speaks on passive investing, Mylan, his cheapest stock, the Fed[more]

    From Greenlight Capital hedge fund manager David Einhorn (Trades, Portfolio) joined nine other famed investors on Tuesday to talk about stocks at the annual Great Investors’ Best Ideas Investment Symposium in Dallas. Presenters at the annual conference typically pitch one or severa