Thu, Feb 23, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

UCITS Alternative Index Global gains 0.21% in April, 1.80% YTD

Friday, May 03, 2013
Opalesque Industry Update - The UCITS Alternative Index Global gains 0.21% in April and 1.80% in 2013. The UCITS Alternative Index Funds of Funds does slightly better this month with a gain of 0.22% and is now up 2.25% for the year. As was the case in March, the UAI CTA displays the best performance - up 1.81% in April - and reaches 4.13% in 2013. The UAI Multi-Strategy and the UAI Fixed Income follow with respective gains of 0.80% and 0.50%. The UAI Macro (up 0.35%) and the UAI Emerging Markets ( 0.38%) are also positive this month. On the opposite, the UAI FX and the UAI Commodities are the worst performing strategies with losses of -1.23% and -1.05%. So far this year, the UAI CTA is the best performing strategy (up 4.13%), followed by the UAI Long/Short Equity (up 3.19%) and the UAI Multi-Strategy (up 2.24%).

UAI Blue Chip:
The UCITS Alternative Index Blue Chip is up 0.34% in April and up 1.85% in 2013. The Index benefits from good performances from CTA and Event-Driven funds. The FX and Equity Market Neutral components are the main negative contributors to the Index performance.

UAIX Indices:
In April, the best performer is the UAIX CTA with gains of 2.42%. Coming next is the UAIX Event-Driven, up 1.15%, and the UAIX Macro, up 0.81%. On a year to date basis, the UAIX CTA is the best performing strategy index, up 6.35%. It is followed by the UAIX Long/Short Equity, up 3.56%.

Index Performance Summary - Show Tickers - Download Performance

 

Apr 13

Apr NAV

Mar 13

YTD

2012

Ann rtn

UCITS Alternative Index Global

0.21%

113.73

0.41%

1.80%

1.63%

0.52%

 

UCITS Alternative Index Fund of Funds

0.22%

85.40

0.70%

2.48%

-1.34%

-2.92%

 

UCITS Alternative Index Commodities

-1.05%

94.13

-0.75%

-1.40%

-5.31%

-1.13%

UCITS Alternative Index CTA

1.81%

108.44

1.12%

4.13%

-3.83%

1.53%

UCITS Alternative Index Emerging Markets

0.38%

109.76

-0.17%

2.14%

5.87%

1.76%

UCITS Alternative Index Equity Market Neutral

-0.28%

94.98

-0.11%

0.18%

-1.18%

-0.96%

UCITS Alternative Index Event-Driven

0.25%

100.67

0.70%

0.76%

-0.32%

0.12%

UCITS Alternative Index Fixed Income

0.50%

113.61

0.16%

1.01%

4.88%

2.42%

UCITS Alternative Index FX

-1.23%

95.55

0.69%

0.05%

-1.19%

-0.85%

UCITS Alternative Index Long/Short Equity

0.13%

102.46

0.65%

3.19%

2.70%

0.46%

UCITS Alternative Index Macro

0.35%

103.65

0.55%

1.59%

1.88%

0.67%

UCITS Alternative Index Multi-Strategy

0.80%

107.95

0.21%

2.24%

4.08%

1.44%

UCITS Alternative Index Volatility

-0.77%

119.91

-0.04%

-2.11%

-0.12%

3.46%

UCITS Alternative Index Blue Chip

Index Performance Summary - Download Performance

Last Update: 30.04.2013

 

Weekly Perf

MTD

NAV

Mar 13

YTD

2012

UCITS Alternative Index Blue Chip

0.34%

0.47%

111.29

0.35%

1.85%

4.91%

UAIX

Index Performance Summary - Download Performance

Last Update: 30.04.2013

 

Weekly Perf

MTD

NAV

Mar 13

YTD

2012

UAIX Commodities

-0.12%

-0.36%

113.23

-1.77%

-1.88%

-1.27%

UAIX CTA

0.68%

2.42%

123.53

1.27%

6.35%

-1.91%

UAIX Emerging Markets

0.53%

0.67%

117.68

-0.05%

1.50%

8.39%

UAIX Equity Market Neutral

0.04%

-0.24%

110.74

0.51%

0.48%

1.09%

UAIX Event-Driven

0.46%

1.15%

107.61

0.62%

2.97%

4.71%

UAIX Fixed Income - Developed Markets

0.22%

0.67%

116.66

0.48%

1.81%

7.29%

UAIX Fixed Income - Global

0.19%

0.55%

130.98

0.05%

1.32%

7.54%

UAIX FX

0.06%

0.05%

103.48

1.12%

2.16%

-0.03%

UAIX Long/Short Equity

0.53%

0.53%

124.34

0.44%

3.56%

6.37%

UAIX Macro

1.06%

0.81%

115.08

0.77%

1.69%

6.00%

UAIX Multi-Strategy

0.21%

0.73%

115.97

0.22%

2.27%

4.93%

UAIX Volatility

-0.15%

-0.24%

127.14

0.76%

-1.87%

7.61%

The UCITS Alternative Index series is the industry's leading benchmark for the UCITS absolute return funds universe. The UCITS Alternative Index series of indices track the performance of both global and strategy specific UCITS absolute return funds. Index rules and statistics are accessible on the UCITS Alternative Index website www.ucits-alternative.com . UCITS Alternative Index is a registered trademark. Alix Capital is the exclusive Index Provider to the UCITS Alternative Index.

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. People - Kuwait wealth fund head Al Saad said to step down after 14 years[more]

    From Bloomberg.com: Kuwait Investment Authority is set to name Farouk Bastaki as managing director, replacing Bader Al Saad who ran the world's fifth-largest sovereign wealth fund for 14 years, a person familiar with the matter said. The KIA, as the fund is known, is finalizing the appointment, said

  2. Manager Profile - Eddie Lampert: a painful entanglement with Sears[more]

    From Moneyweek.com: "In the long run we are all dead." Lex in the Financial Times reached for the famous quote from John Maynard Keynes in January when, after a long and unforgiving decline, the clock finally appeared to be running out on Sears, the iconic US department store group. Yet the group's

  3. Investing - Hedge funds quit Aberdeen shorts as shares begin to recover, Hedge funds' next big short: U.S. malls, O'Connor fund owns 9.5% of Protalix Biotherapeutics, U.S. hedge fund takes position in Macau hotel The 13[more]

    Hedge funds quit Aberdeen shorts as shares begin to recover From Investmentweek.co.uk: The last two hedge funds to short Aberdeen Asset Management have removed their positions, as the fund group's shares begin to show signs of recovery after a difficult few years. According to the Financ

  4. Latin America, high yields and Asia Pacific strategies dominate hedge fund returns in January[more]

    Komfie Manalo, Opalesque Asia: Latin America (+7.04%), high yield (5.63%), and Asia-Pacific (+5.06%) strategies dominated hedge fund performance in January, data provider Hennesee Fund Research said. The bottom three strategies for the mont

  5. Investing - Hedge funds loading up on this dividend stock, The biggest hedge funds have been piling into bank stocks[more]

    Hedge funds loading up on this dividend stock From Incomeinvestors.com: Hedge funds are backing up the truck on Cameco Corp stock. Billionaire Jim Simons owns 389,000 shares. Other Wall Street titans - including Ray Dalio, Ken Griffin, and Chuck Royce - have been quietly building positio