Mon, Jan 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 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 - This hedge fund made 37% betting on banks in 2016 and remains bullish after the Trump rally, Hedge fund legend David Einhorn is making a big bet on GM, After impressive 85% return in 2016, hedge fund looks to Canadian gold producer, small banks[more]

    This hedge fund made 37% betting on banks in 2016 and remains bullish after the Trump rally From Forbes.com: Can bank stocks continue to rise after a 28% surge in the KBW Bank Index in 2016, fueled by a post-election rally as stock pickers returned to the beaten down sector? Forget the s

  2. SWFs - China sovereign wealth fund CIC plans more U.S. investments[more]

    From Reuters.com: China Investment Corporation (CIC), the country's sovereign wealth fund, is looking to raise alternative investments in the United States due to low returns in public markets, its chairman said on Monday. CIC will boost its investments in private equity and hedge funds as wel

  3. Some hedge funds strong start in 2017 nice contrast to 2016[more]

    With the 2016 HSBC Hedge Weekly performance rankings in the books - a year in which the same leader-board entries pretty much dominated unchallenged throughout the year - comes a new leader board that is a hard-scrabble mix of hedge fund styles and categories. What is clear after but a few short wee

  4. Macro hedge funds and CTAs outperform in December on strong dollar[more]

    Komfie Manalo, Opalesque Asia: The last month of 2016 saw risk assets climbing higher, as part of expectations that the new U.S. administration will remove barriers to growth and investment, Lyxor Asset Management said. December also saw the Fed hik

  5. Opalesque Exclusive: Roxbury credit events UCITS gathers more assets[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: The Roxbury Credit Events Fund, launched in September 2015, was up 4.24% in 2016, having returned seven positive months during the year. The managers raised