Fri, Jul 21, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

UCITS HFS Index returns 0.36% in September 2012 with a year to date return of 2.77%

Tuesday, October 16, 2012
Opalesque Industry Update - After a negative second quarter in 2012 the UCITS HFS Index reported gains for the third consecutive month in September. This positive monthly outcome is due to a strong performance in the first half of September: the first week saw the UCITS HFS Index gain +0.38%, followed by a second week gain of +0.34%. The broad index lost its momentum though in week three, losing -0.09%. Although week four brought additional losses of -0.27%, the UCITS HFS Index reported a gain of 0.36% for September 2012. Of all funds tracked in the UCITS HFS Index 63.96% reported a positive return for the month.

From a sub-strategy perspective eight out of the twelve sub-strategies were positive in September, the best performing being L/S Equity (+0.98%), Convertible (+0.82%) and Global Macro (+0.79%). All three strategies reported big gains in the first half of the month only to lose about a third of the profits in the second half of September. Credit and Fixed Income remain the only two strategies with back-to-back positive monthly results in 2012 with yearly performances of +6.79% and +4.69%, notably also being the only strategies to report a positive performance for the second half of September.

The only three strategies to report a loss for the month are CTA (-1.19%), Arbitrage (-0.45%) and Commodity (-0.19%). CTA and Commodity are also two of the three strategies in the red for this year (-2.08% and –0.79%), the third being Market Neutral (-0.34%). From a year to date perspective the broad UCITS HFS Index now stands at +2.77% in 2012.

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. Already above average, Singapore high-networth investors add hedge funds and alternative investments[more]

    Komfie Manalo, Opalesque Asia: An above-average proportion of Singaporean HNW wealth is allocated to alternative investments - the majority of which is held in hedge funds, according to the latest research by ReportLinker. In its report entitled, Wealth in Singapore: HNW Investors 2017

  2. Launches - Crypto boom: 15 new hedge funds want in on 84,000% returns, Crypto madness is striking VCs as Union Square analyst leaves to start new fund[more]

    Crypto boom: 15 new hedge funds want in on 84,000% returns From Forbes.com: With 43 projects raising $1.2 billion in initial coin offerings since May 1, according to Nick Tomaino's The Control, and with stratospheric returns for so many ICOs -- 82,000% for Ethereum, 56,000% for IOTA, 44,

  3. FinTech - The machines are coming... Elon Musk's grim warning, Tezos' $232 million ICO may just be the beginning, A gentle introduction to Initial Coin Offerings (ICOs), Billion dollar tokens, ICOS & crazy market swings WTF is going on!?, How AI is changing the way we invest, How the tech revolution is bringing flip-flops and beanbags to Wall Street, A 'machine-learning' approach to venture capital[more]

    The machines are coming... Elon Musk's grim warning From Tenplay.com.au: Tesla chief Elon Musk has called on US Governors to take 'decisive' action to curtail "the greatest risk we face as a civilization": Artificial Intelligence, or AI. Speaking at a meeting of the National Governor Ass

  4. News Briefs – Sears inks $200 million credit line from CEO Eddie Lampert's hedge fund, shares jump 9%, Rwanda: Global hedge fund to increase investments[more]

    Sears inks $200 million credit line from CEO Eddie Lampert's hedge fund, shares jump 9% Sears Holdings has landed a fresh line of credit, valued at $200 million, from its CEO Eddie Lampert's hedge fund, the retailer said Monday. Sears' stock climbed about 9 percent higher Monda

  5. Despite current limits, robo-advisors will be preferred investment solution for retail, gain importance for affluent and high net worth[more]

    Matthias Knab, Opalesque: Flynt, a Swiss FinTech focusing on proprietary technology platform for private and institutional clients, has published a brief paper on "Investing in the world of robo-advice and passive instruments". As investors will become more reluctant to pay for investment advi