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UCITS Alternative Index Global up 0.50% in December, 1.63% YTD

Monday, January 07, 2013
Opalesque Industry Update -

UAI Benchmarks:
The UCITS Alternative Index Global is up 0.50% in December and ends 2012 with a positive performance of 1.63%. The UCITS Alternative Index Funds of Funds is up 0.45% in December and down -1.34% for the year. Five out of eleven strategy benchmarks post gains in 2012. The best performing one is the UAI Emerging Markets, up 5.87%. It is followed by the UAI Fixed Income and the UAI Multi-Strategy, up respectively 4.88% and 4.08%. The other positive indices are the UAI Long/Short Equity, up 2.70%, and the UAI Macro, up 1.88%. On the negative side, the UAI Commodities and CTA return the worst performances for the year with -5.31% and -3.83%.

UAI Blue Chip:
The UCITS Alternative Index Blue Chip is up 0.66% in December 2012 and ends the year with a positive performance of 4.91%. The best performing strategy components this year are Emerging Markets, up 12.9%, Fixed Income, up 6.8%, and Macro with gains of 6.7%. The Multi-Strategy and Long/Short Equity buckets also perform well, progressing by 7.3% and 4.5%. On the negative side, CTA funds lose -7.3% while Commodities funds are down -0.57% on average.

UAIX Indices:
Most UAIX indices performed positively in December. The UAIX Event Driven and UAIX Long/Short Equity display the strongest performance with 2.45% and 2.11%. The UAIX Commodities and UAIX FX are the only indices returning negative results for the month with -1.44% and 0.31% respectively.

In 2012, the best performer UAIX index is the UAIX Emerging Markets, up 8.39%, followed by the UAIX Volatility, up 7.61%, and the UAIX Fixed Income - Global, up 7.54%. The next best 2012 performers are the UAIX Fixed Income - Developed Markets, up 7.29%, and the UAIX Long/Short Equity, up 6.37%. In total, 9 out of 12 UAIX return positive performance in 2012, while 8 of them outperform their corresponding UCITS Alternative Index benchmark.

The UCITS Alternative Index Blue Chip and UAIX are model-based investable indices of UCITS hedge funds.

Index performance summary:


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