Thu, Jul 30, 2015
A A A
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

fg

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. Bridgewater turns bearish on China[more]

    Komfie Manalo, Opalesque Asia: The world’s biggest hedge fund Bridgewater Associates and one of the most vocal of China’s potential is now turning its back against the world’s second largest economy as it joins a growing list of high-profile investors who are challenging China’s potentials.

  2. Opalesque Exclusive: Despite bumpy June/July, CTAs hold on[more]

    Bailey McCann, Opalesque New York: To say that things have been rocky in managed futures recently is putting it mildly. In June, the industry saw its worst month on a performance basis in the past four years. Then yesterday,

  3. Launches - Ex-Brevan Howard star Rokos builds team for new fund, Former Och-Ziff manager’s firm starts health care hedge fund, Industry veterans launch commodity investment firm Aron Capital Management, Nikko Asset Management launches two UCITS funds, Capital Group plans to debut Asian investor targeted fund[more]

    Ex-Brevan Howard star Rokos builds team for new fund From WSJ.com: Chris Rokos, a former star trader at Brevan Howard Asset Management LLP, has hired an economist from Nomura to join the team he’s assembling for his much anticipated hedge fund launch. Mr. Rokos, whose firm is due to b

  4. Institutions - Pension fund dismisses Texas consultant, Rhode Island pension fund gets 2.2% investment return, far below assumed rate of 7.5%, New Jersey pension investments see a drop-off in returns[more]

    Pension fund dismisses Texas consultant From Sandiegouniontribute.com: The county retirement board on Thursday terminated the Texas consultant who was given the reins of the $10 billion pension fund, and whose investment picks left many employees and retirees feeling taken for a ride.

  5. SWFs - Sovereign wealth funds paid around $14 billion in fees[more]

    From SWFinstitute.org: When it comes to the financial sector, asset management is one of the most profitable industries in the world. The Boston Consulting Group put out a 2014 figure saying there is US$ 74 trillion worth of professionally-managed assets. One of the fastest growing institutional inv

 

banner