Sat, Sep 5, 2015
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   |   
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: New Detroit-based CTA seeks to take advantage of coming volatility[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: An emerging manager has just set up his one-man shop in the city of Detroit. Synchronicity Futures,

  2. Opalesque Exclusive: When the SEC calls, fund managers need to get out of their own way[more]

    Bailey McCann, Opalesque New York: New pressure is hitting alternative investment funds from all angles. So far this month both hedge fund and private equity players have seen enforcement actions, and subsequent fines over fees, disclosures, and misleading statements. Citi one of the biggest

  3. Fortress hedge fund manager David Dredge says markets trouble on the way[more]

    From AFR.com: David Dredge of global hedge fund Fortress has built a career studying, predicting and protecting against the world's major financial crises. The recent convulsions in global sharemarkets are "just the beginning" of a painful adjustment as money drains from the emerging market economie

  4. North America - Puerto Rico agency plans talks with hedge fund creditors[more]

    From WSJ.com: Puerto Rico’s Government Development Bank is planning to begin confidential debt-restructuring talks with hedge funds that own its bonds as early as next week, said a person familiar with the matter. The parties are set to discuss a plan under which the investors would lend additional

  5. Launches - BlackRock’s McKenna starts hedge fund with $270m, Ex-BlueBay fund managers Phillips, Fayman to launch hedge fund in 2016, Dallas lawyer, Wall Street-savvy doctor team up to form biotech-focused hedge fund[more]

    BlackRock’s McKenna starts hedge fund with $270m From Bloomberg.com: BlackRock Inc. has started an event-driven hedge fund one year after hiring Harvard Management Co.’s Mark McKenna to run the strategy. Global Event Partners, which seeks to profit from corporate events such as takeovers

 

banner