Sun, Apr 20, 2014
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

The Ucits Alternative Global Index returns 0.18% in August, 0.68% year to date

Monday, September 03, 2012
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.

Press release

bc

What do you think?

   Use "anonymous" as my name    |   Alert me via email on new comments   |   
Banner
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: Classic Auto Funds Limited (CAF) launches several car investing funds[more]

    Bailey McCann, Opalesque New York: A new trend in alternative alternatives is emerging - car appreciation funds. Classic Auto Funds Limited (CAF) is the first to market with several funds that make super elite luxury cars into real asset investments. As a result of growing overseas demand couple

  2. CTAs could face new challenges in a rising rates environment[more]

    Bailey McCann, Opalesque New York: CTAs have taken a beating performance wise lately, and asset flows reports show that investors aren't sticking around to see how the movie ends. Now, a new white paper from Roy Niederhoffer and Coen Weddepohl notes that as interest rates start to tick back u

  3. Investing – Big hedge funds bought Puerto Rico's junk bonds, Fidelity explores new trading venue amid flash trade concerns, Crisis-era Greek bonds reward early buyers with big effective returns, Cargill unit discloses stake in Freddie preferred[more]

    Big hedge funds bought Puerto Rico's junk bonds From Reuters.com: Several large hedge funds doubled down on Puerto Rico in last month's giant bond sale despite the U.S. territory's financial struggles, the Wall Street Journal reported, citing confidential documents reviewed by the newspa

  4. Opalesque Exclusive: Hedge fund replicators evolve[more]

    Bailey McCann, Opalesque New York: Hedge fund replicators as a group of products tend to get a bad rap from hedge fund managers who suggest that the best a replicator can offer is dynamic beta capture. A

  5. Commodities – Popular value fund manager David Iben bets on Russia, gold,[more]

    From Reuters.com: With large bets on Russia and North American gold miners, one of the best performing stock pickers in the wake of the 2008 financial crisis is back with a new fund that reflects his deep aversion to following the crowd. In the Kopernik Global All-Cap Fund, David Iben is follo