Tue, Sep 1, 2015
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

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

Wednesday, July 02, 2014
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%.

Number of funds and AUM -->

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. Investing - Hedge funds suddenly find real money is back in Argentina's debt, Elon Musk buys more SolarCity stock following hedge fund manager short, BlackRock plans to get into rental-home financing[more]

    Hedge funds suddenly find real money is back in Argentina's debt From Bloomberg.com: The real money is back in Argentina. Before the country’s default in July 2014 (its second in 13 years), most long-term investors abandoned its bond market. As they rushed out, Argentina became a favorit

  2. Activist News - Carl Icahn has snapped up a huge stake in Freeport-McMoRan, and the stock is ripping, Meet Europe's best activist investor[more]

    Carl Icahn has snapped up a huge stake in Freeport-McMoRan, and the stock is ripping From Businessinsider.com: Carl Icahn has picked his next target: Freeport-McMoRan. Icahn and a group of other investors have snapped up an 8.46% stake in mining company Freeport-McMoRan, according to a j

  3. North America - Hedge fund manager Ray Dalio’s challenge to the Fed[more]

    From Newyorker.com: For some reason, Janet Yellen, the chair of the Federal Reserve, decided to skip this year’s annual Fed conference in Jackson Hole, where monetary policymakers from the United States and abroad get together with some prominent academics to discuss the big issues of the moment. Th

  4. Opalesque Exclusive: Credit-focused hedge fund Numen Capital expects more volatility in Europe in coming months[more]

    Benedicte Gravrand, Opalesque Geneva: A London-based hedge fund, which has just hired two emerging managers, is cautious on Europe. Vassilis Paschopoulos and former Lehman’s colleague Nikos Kargadouris, launched a London-based credit-focused hedge fund called

  5. Performance - Hedge funds bruised by stocks’ meltdown, Capstone’s volatility hedge fund is having a monster month thanks to market mayhem[more]

    Hedge funds bruised by stocks’ meltdown From WSJ.com: Hedge-fund managers like to promise their investors protection from market swings. In the recent stock swoon, many were caught off guard. Billionaire managers such as Leon Cooperman, Raymond Dalio and Daniel Loeb are deeply in the red

 

banner