Opalesque Industry Update - The UCITS Alternative Index Global is up 0.18% in August bringing its year to date performance to 0.68%, while the UCITS Alternative Index Fund of Funds is up 0.12% bringing its yearly performance to -1.46%. In August, 5 out of 11 strategies indices return positive performances. |
The UAI Commodities is the best performer, up 1.20%, followed by the UAI Long/Short Equity and UAI Event-Driven, up 0.67% and 0.66%. The main negative strategies this month are CTA and FX, down -1.47% and -0.52%. So far this year, the UAI Fixed Income (up 3.19%) and the UAI Multi-Strategy (up 1.41%) are the best performers. The other best performing strategies since the beginning of the year are Macro (up 1.15%), Volatility (up 1.07%), Emerging Markets (up 0.87%) and Commodities (up 0.67%).
The UAI Blue Chip is up 0.80% in August and up 3.55% for the year. Macro and Commodities are the main performance contributors of the Index this month, while its main detractors are Emerging Markets and CTA.
All UAIX are up in August except for the UAIX CTA which is down -3.47%. The UAIX Commodities is up 3.02%, the UAIX Long/Short Equity is up 1.01% and the UAIX Fixed Income is up 0.75%. Since the beginning of the year, the UAIX Volatility is the best performer, up 5.21%. It is followed by the UAIX Fixed Income, up 5.11%, and the UAIX Commodities, up 3.36%.
The total assets managed by UCITS hedge funds remain unchanged this month at EUR 133 billion. At the end of August 2012, the UCITS Alternative Index is composed of more than 860 constituent UCITS hedge funds and funds of hedge funds.