Thu, Sep 29, 2016
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. Nobel Sustainability Trust, Prince Albert II of Monaco help launch major new initiative to drive sustainable technologies[more]

    Matthias Knab, Opalesque: The Nobel Sustainability® Trust ("NST") is leading a major new initiative to finance, incubate and accelerate the development of clean technologies. The initiative will start with the formation of the Nobel Sustainability Fund® ("NSF"). NSF will drive faster access t

  2. Studies - Hedge funds’ study reveals vast disparity in types of investors securing side letter arrangements, Cambridge: Look to private investments for best access to LatAm growth[more]

    Hedge funds’ study reveals vast disparity in types of investors securing side letter arrangements A new study of the hedge fund space by industry law firm Seward & Kissel LLP reveals a wealth of information regarding established hedge fund managers’ use of side letters—special agreements

  3. Activist News - Caesars 'optimistic' on deal with hedge fund creditors[more]

    From Reuters.com: Caesars Entertainment Corp said on Monday it remains "optimistic" of reaching a $5 billion deal with the bulk of its creditors to push its main operating unit out of bankruptcy, but one hedge fund bondholder said it will pursue litigation. Caesars offered a sweetened $5 billion set

  4. Hedge funds recover from losses as central banks give markets a respite[more]

    Komfie Manalo, Opalesque Asia: The Lyxor Hedge Fund index was up 0.4% from the week ending September 20 (-2.4% YTD), supported by the willingness of central banks to remain accommodative, Lyxor Asset Management said in its weekly briefing. It ad

  5. Perry Capital closing flagship fund after almost three decades[more]

    From Blooomberg.com: Richard Perry, one of the biggest names in hedge funds, is calling it quits after 28 years. Perry, 61, is winding down his New York-based flagship fund as the industry confronts one of the most tumultuous periods in its history. In a letter to investors Monday, he said his style