Sat, Oct 29, 2016
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. David Einhorn speaks on passive investing, Mylan, his cheapest stock, the Fed[more]

    From Greenlight Capital hedge fund manager David Einhorn (Trades, Portfolio) joined nine other famed investors on Tuesday to talk about stocks at the annual Great Investors’ Best Ideas Investment Symposium in Dallas. Presenters at the annual conference typically pitch one or severa

  2. Investing - Fund set up to buy illiquid hedge fund stakes finds plenty of opportunities, Lansdowne's Roden says likes animal genetics company Genus[more]

    Fund set up to buy illiquid hedge fund stakes finds plenty of opportunities From As ValueWalk reported back in February, earlier this year Andrew Lawrence set out to raise $250 million to $500 million for a fund that will buy stakes in hedge funds that have suspended redem

  3. Other Voices: Don’t mistake style for skill — The impact of style factors on trend follower performance[more]

    By John Dolfin, CFA Chief Investment Officer and Christopher Maxey, CAIA, Senior Portfolio Manager of Steben & Company: Managed futures have become an alternative asset class that is widely used by investors seeking overall portfolio diversification and absolute returns independent of the

  4. Opalesque Roundtable: Style drift, poor communications and credibility fatigue are biggest red flags for hedge funds investors[more]

    Komfie Manalo, Opalesque Asia: Style drift, poor communications and credibility fatigue are the biggest red flags for hedge funds investors, said participants of the latest 2016 Opalesque Investor Roundtable, sponso

  5. Barclay CTA Index down 0.40% in September (+0.10% YTD)[more]

    Managed futures traders lost 0.40% in September according to the Barclay CTA Index compiled by BarclayHedge. The Index is up 0.10% year to date. “The US Fed, in spite of its hawkish tone, opted to hold rates steady which roiled financial markets,” says Sol Waksman, founder and president of BarclayHe