Sun, Apr 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. Opalesque Exclusive: Carden Capital bets on volatility[more]

    Bailey McCann, Opalesque New York for New Managers: Machine driven strategies are having a bit of a moment in the hedge fund world right now. Systematic funds have outperformed other strategies at a time when all ey

  2. Sprott AM to sell Canadian diversified fund business to management-led group[more]

    Komfie Manalo, Opalesque Asia: Toronto-based asset management company Sprott Asset Management LP (SAM) has entered into an agreement to sell its Canadian diversified fund business to a management-led group. Under the deal, the new group will have

  3. Investing - These hedge funds (and Madeleine Albright) are betting on a debt crisis, Hedge funds are upping their bets on the death of the traditional retailer, $20bn hedge fund recaps Corizon[more]

    These hedge funds (and Madeleine Albright) are betting on a debt crisis From Yahoo.com: There could be a big debt crisis brewing in places like China, India, Latin America and Africa -- and a growing number of investors are amassing war chests to cash in on the distress. Albright Capital

  4. Universities looking to defend endowments from Republican tax plan[more]

    From PIOnline.com: Some of the richest U.S. colleges are pushing back against scrutiny by Congress over the tax-exempt status of university endowments. Lobbying disclosure forms show almost two dozen schools such as Princeton University, University of Notre Dame and Cornell University are including

  5. Activist News - GAM touts 'tangible results' of turnaround as activist fight hots up, Bill Ackman not done with Herbalife, says his fight could get legs in May, Activist hedge fund CIAM says Euro Disney's buyout offer not fair for minority investors[more]

    GAM touts 'tangible results' of turnaround as activist fight hots up From FNLondon.com: GAM, the Swiss asset manager at the center of an attempted boardroom putsch by activist hedge fund RBR Capital, said its first-quarter results amounted to "tangible" proof that its management's plan f