Mon, Oct 5, 2015
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


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. Performance - Hedge fund moguls Einhorn, Loeb, Rosenstein lose money in September, Risky strategy sinks small hedge fund[more]

    Hedge fund moguls Einhorn, Loeb, Rosenstein lose money in September From Billionaire stock pickers David Einhorn, Daniel Loeb and Barry Rosenstein on Wednesday told their wealthy investors they lost money in September as market turmoil inflicted more pain on some of America'

  2. Opalesque Exclusive: IRAs represent billions of untapped capital for hedge funds[more]

    Benedicte Gravrand, Opalesque Geneva: Retirement accounts might not be the first source that comes to mind for those looking to raise funds, but they may represent billions of untapped capital. Unlike traditional retirement accounts,

  3. Opalesque TV: One way to access market hedge funds in the EU under the AIFMD radar[more]

    Benedicte Gravrand, Opalesque Geneva: While the Cayman Islands, the US and Hong Kong await the pan-European marketing passport to be extended to alternative investment fund

  4. Investing - U.S. biotech bloodbath hits hedge funds but some bargains emerge, Computer-driven hedge funds betting on further stock selloff[more]

    U.S. biotech bloodbath hits hedge funds but some bargains emerge From A seven-day selloff of U.S. biotechnology stocks has hit sector investors - especially hedge funds - hard. But some managers say it was overdone and are already eyeing bargains such as Gilead Sciences Inc

  5. Vilas’ equity long bias hedge fund generates market-beating results[more]

    Komfie Manalo, Opalesque Asia: The Vilas Fund, an equity long bias fund managed by Chicago, Illinois-based Vilas Capital Management, posted five-year annualized returns, net of fees, of 23.47% vs. 15.87% for the S&P 500 Index, including divid