Industry Updates

UCITS Alternative Index Global up 0.22% in June (+0.94% YTD)

Wednesday, July 02, 2014

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Opalesque Industry Update - UAI Benchmarks
UCITS absolute return funds advance by 0.22% in June as measured by UAI Global index during a month characterized by small performance dispersion. The best performing strategy indices are the UAI CTA up 0.97%, the UAI Emerging Markets up 0.85% and the UAI Multi-Strategy up 0.57%. With the good results achieved in June the UAI CTA is now the best performing index since the beginning of the year up 1.70%. Coming next are the UAI Multi-Strategy and the UAI Fixed Income indices up respectively 1.62% and 1.58%. With a progression of 0.27% in June UCITS funds of funds return a slightly better performance than the broad market and are now up 0.48% since the beginning of the year.

UAIX Indices
With the exception of three all UAIX indices return positive performance in June. The best performing strategy indices are the UAIX Event-Driven up 2.23% followed be the UAIX CTA and the UAIX Long/Short Equity respectively up 1.56% and 1.47%. Thanks to its good results in June, the UAIX Event-Driven is now the best performing index since the beginning of the year with a progression of 2.51%. It is followed by the two fixed income indices: the UAIX Fixed Income – Global up 1.88% and the UAIX Fixed Income – Developed Markets up 1.51%.

UAI Blue Chip
The UAI Blue Chip progresses by 0.42% in June and is now up 0.37% since de beginning of the year. The best performing strategies during the month are Event-Driven and CTA up 4.12% and 1.69% while FX and Commodities return the worst results with -1.11% and -0.82%. With a progression of 0.62% during the month, Long/Short Equity funds are the largest performance contributors with 12bp followed by Event-Driven funds with 9bp. CTA funds are the best performing funds during the second quarter with a progression of 6.64% followed by Event-Driven funds with 2.41%.

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