Sun, Jun 24, 2018
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

The Ucits Alternative Index Global down 0.17% for October, up 0.81% year to date

Monday, November 05, 2012
Opalesque Industry Update - The UCITS Alternative Index Global ends October down -0.17% bringing its year to date performance to 0.81%. The performance of the Funds of Funds universe is also negative for the period with -0.54% for the UCITS Alternative Index Fund of Funds. The year to date performance of the UAI Funds of Funds is -1.90%. Only 5 out of 11 strategy indices return positive performances in October. Best performing indices are the UAI Multi-Strategy and the UAI Emerging Markets up 0.66% and 0.58% respectively. On the negative side, the UAI CTA and the UAI Commodities are the main detractors, down -2.95% and -1.95%. Event-Driven funds, as measured by the UAI Event-Driven, also post important losses (-1.53%). Six UAI benchmarks are now negative on year to date. The worst performer is the UAI CTA, down -4.65%, followed by the UAI Commodities, down -3.65%. The best performing strategies are Fixed Income, up 4.19%, Emerging Markets, up 3.25% and Multi-Strategy, up 2.34%.

UAI Blue Chip: The UAI Blue Chip is down -0.20% in October and up 4.00% on year to date. Emerging Markets and Fixed Income funds are the main performance contributors to the Index this month, while the main detractors are the CTA and Event-Driven funds.

UAIX Indices:

The UAIX Long/Short Equity is the best performer in October, up 1.19%. The next best performers are the UAIX Emerging Markets, up 0.74%, and the UAIX Fixed Income Global, up 0.56%. As for negative strategies, the UAIX CTA and the UAIX Event-Driven are down -2.73% and -1.07%. Since the beginning of the year, the UAIX Fixed Income Developed Markets and Fixed Income Global are the best performers, up 6.50% and 6.47%. They are followed by the UAIX Emerging Markets, up 6.02%, and the UAIX Emerging Markets, up 5.67%.

AUM and Number of Funds: The total assets managed by single UCITS hedge funds increased to EUR 137 billion in October. The UCITS Alternative Index is currently composed of more than 870 constituent 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. Paper: The performance of stocks actively pitched by hedge funds[more]

    Using a novel dataset drawn from investment conferences from 2008 to 2013, I show that hedge funds take advantage of the publicity of these conferences to strategically release their book information to drive market demand. Specifically, hedge funds sell pitched stocks after the conferences to ta

  2. North America - US fundraising for special purpose acquisition vehicles hits record this year[more]

    From AFR.com: Special purpose acquisition vehicles (spacs) are hitting the US market at the fastest rate on record, attracting the likes of Goldman Sachs and hedge fund investor Daniel Loeb for the two largest such deals in 2018. Spacs have raised $US4.5bn so far in 2018, the largest amount fo

  3. Investing - Man Group and AQR try to take aim at private equity industry, Hedge funds poised to be winners in AT&T-Time Warner deal[more]

    Man Group and AQR try to take aim at private equity industry From FT.com: The popularity of private equity investments has prompted asset managers such as Man Group and AQR to devise strategies that aim to replicate PE returns but at a much lower cost to investors. Both companies a

  4. News Briefs: David Stemerman's hedge fund holdings shrank before his run for governor, nvestment manager TSW triggers succession plan, Alan Howard joins Peter Thiel investing in Cologne-based fintech startup[more]

    David Stemerman's hedge fund holdings shrank before his run for governor But the U.S. holdings of Stemerman's Greenwich hedge fund, Conatus Capital, shrank from $2.6 billion at the apex to just over $1 billion before he announced his move into politics. (Hartford Courant) Inv

  5. British Empire: Pershing's 23% discount 'unsustainable'[more]

    From Citywire: The wide discount on Pershing Square Holdings (PSH) is 'unsustainable' and puts star hedge fund manager Bill Ackman under pressure, says British Empire (BTEM). Pershing is the third largest holding in the £850 million British Empire trust, managed by Joe Bauernfreund, which sp