Thu, Aug 25, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

UCITS Alternative Index Global starts year on positive note, up 1.03%

Monday, February 04, 2013
Opalesque Industry Update - The UCITS Alternative Index Global starts the year on a positive note with a progression of 1.03%. The UCITS Alternative Funds of Funds Index performs even better advancing by 1.31%. Nine out of 11 strategies return positive performances this month: with a gain of 1.98% the UAI Long/Short Equity is the best performing index. The UAI CTA records its third consecutive month of gain, up 1.96%. The other best UAI performers are the UAI Emerging Markets (up 1.69%), the UAI Multi-Strategy (up 1.28%) and the UAI Commodities (up 0.80%). On the negative side, the UAI Volatility is down -1.41% while the UAI Event-Driven retreats by -0.15%.

UAI Blue Chip:
In January 2013, the UCITS Alternative Index Blue Chip progressed by 1.18%. The Index benefits from positive performances across most of its strategy buckets. Long/Short Equity, Multi-Strategy and Macro each contribute 20bp to the Index monthly performance. The Volatility and Commodities buckets were negative contributors on average.

UAIX Indices:
A majority of UAIX outperform their UAI counterparts this month. The UAIX CTA is the best performer with 2.63%, leading the way in front of the UAIX Long/Short Equity, up 2.13% and the UAIX Emerging Markets, up 1.65%. The UAIX Macro, FX, Fixed Income and Volatility all outperform their benchmarks in January, as opposed to the UAIX Commodities which loses -0.09% in absolute terms.

In 2012, all the UAIX indices beat their respective UAI benchmarks. The UAIX that most outperformed their benchmarks over the period were the UAIX Volatility, which outperformed the UAI Volatility by 7.76%, and the UAIX Macro which outperformed the UAI Macro by 4.18%.

AUM and number of funds:
In 2012, all strategies attracted assets. Fixed Income recorded the largest inflows, followed by Multi-Strategy and Macro. In January 2013, the total assets managed by single UCITS hedge funds increased to EUR 141 billion in 2013. The UCITS Alternative Index is currently composed of more than 880 constituent UCITS hedge funds and funds of hedge funds.

Press release

Performance table: www.ucits-alternative.com

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. LatAm hedge funds surge in 1H to +24.4%, emerging markets assets rise[more]

    Komfie Manalo, Opalesque Asia: Hedge funds investing in Latin America posted strong gains through mid-2016, reversing declines in four of the past five years, including the last three years, to lead all areas of hedge fund performance through the first half of 2016, according to the latest HFR Em

  2. Asia - LGT Capital Partners: Alternatives set for continued rise in Asia[more]

    From Asianinvestor.net: More flows are likely into insurance-linked strategies, private equity and trend-following strategies/CTAs, given the benefits of such investments, argues LGT Capital Partners. Despite the numerous quantitative easing programs and bailouts of recent years, the quest for

  3. Investors yank money from hedge funds after poor performance[more]

    From Marketwatch.com: A growing exodus from hedge funds extended to two of the biggest names in the industry Tuesday, Tudor Investment Corp. and Brevan Howard, as disenchanted investors increasingly shun what was once the hottest place to put money. The funds’ problem is clear: They just aren’t perf

  4. Banks look at hedge funds differently - and it should matter to allocators[more]

    From Valuewalk.com: Looking at two bank reports on the same topic can often yield interesting results. There are times when bank research is best viewed from the standpoint of how their analysis does or does not correlate with one another. Regarding hedge fund allocation decisions, one bank appears

  5. Legal - Hedge fund’s fixer kept deals flowing with bribes, U.S. says, Big four banks sued by U.S. hedge funds over BBSW, Lessons for hedge fund managers from the government's failed prosecution of alleged insider trading[more]

    Hedge fund’s fixer kept deals flowing with bribes, U.S. says From Bloomberg.com: With the Miami villa, stopovers at New York’s Plaza Hotel and millions channeled in bribes to win mining deals, Samuel Mebiame was the relationships guy in a corruption scheme that spanned continents, accord