Fri, Aug 1, 2014
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

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: www.ucits-alternative.com

Bg

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. Opalesque Exclusive: Kyria Capital Management bets on women hedge fund managers[more]

    Bailey McCann, Opalesque New York: As hedge fund assets top $3 trillion, and long/short strategies get more crowded than ever, with every manager hunting for even the tiniest bit of alpha, a new firm has emerged that claims its own edge – women. A recent Rothstein Kass study showed women-owned a

  2. Hedge fund manager Winton Capital making headway with long-only strategy[more]

    From PIonline.com: North American investors are helping Winton Capital Management Ltd. make progress — albeit slowly — toward its founder's goal of becoming a $100 billion company. The firm's ticket to quadrupling its assets under management is unlikely to be one of its scientifically designed manag

  3. Opalesque Roundtable: Success in hedge fund marketing not linked to performance, but investor appetite[more]

    Komfie Manalo, Opalesque Asia: Success in marketing a fund is not linked to the performance, but to investor appetite, to the way you can market the fund, and to how much time you can spend to raise assets, said Antoine Rolland, the CEO of incubator and seeding firm

  4. Opalesque Radio: Now is a good time to buy protection cheaply in the options market[more]

    Benedicte Gravrand, Opalesque Geneva: Investors are showing an increased interest in risk parity funds and strategies, Opalesque reported last year. Risk parity strategies have the

  5. The Big Picture: Charlemagne Capital smoothes risk out of frontier market investing with portfolio approach[more]

    Benedicte Gravrand, Opalesque Geneva: Opalesque recently talked to one of the portfolio managers of the Oaks funds, which are emerging and frontier market hedge funds focusing on equity long/short with a directional approach. They are run by