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UCITS Alternative Index up 0.29% over September, 0.98% year to date

Tuesday, October 02, 2012
Opalesque Industry Update - The UCITS Alternative Index Global is up 0.29% in September and is now up 0.98% for the year. The UCITS Alternative Index Fund of Funds is up 0.11% and is still down -1.36% for the year. In September, 6 out of 11 strategies return positive performances.

The UAI Emerging Markets is the best performer and gains 1.78%. It is followed by the UAI Long/Short Equity and the UAI Fixed Income, up 0.64% and 0.56%. Meanwhile, the UAI Commodities is down -2.39% and the UAI CTA is down -0.98%. The UAI Volatility (-0.72%) and the UAI FX (-0.29%) are also down this month. So far this year, the UAI Fixed Income (up 3.77%) is the best performer. It is follow by the UAI Emerging Markets and the UAI Multi-Strategy up 2.67% and 1.69% respectively. The worst performing strategies are the UAI CTA and the UAI Commodities, down -1.85% and -1.74%.

UAI Blue Chip: The UAI Blue Chip is up 0.65% in September, which brings its year to date performance to 0.65%. Long/Short Equity and Emerging Markets are the main performance contributors of the Index this month. The main detractors to the Index performance are Commodities and Volatility.

UAIX Indices: 8 out of 11 UAIX are up this month. The UAIX Emerging Markets is up 1.32%, the UAIX Fixed Income is up 0.92% and the UAIX Multi-Strategy is up 0.87%. Since the beginning of the year, the UAIX Fixed Income is the best performer, up 6.03%. It is followed by the UAIX Volatility, up 5.50%, and the UAIX Emerging Markets, up 5.29%.

AUM and number of funds: The total assets managed by UCITS hedge funds remain unchanged this month at EUR 134 billion. At the end of September 2012, the UCITS Alternative Index is composed of more than 890 UCITS hedge funds and funds of hedge funds.

Press release

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