UCITS Alternative Index In The Red In 2010

Mar 11 2010 | 7:19am ET

UCITS-compliant hedge funds are the hottest thing Europe right now, but their performance this year has been disappointing.

The UCITS Alternative Index Global Index was up a mere 0.24% in February, brining its year-to-date performance to -0.29%.

Meanwhile, the UCITS Alternative Index Fund of Funds performed slightly better, gaining 0.25% in February, bringing it to -0.25% YTD.

The Commodities and Macro are the best sectors with 1.48% and 0.51%, respectively. The Emerging Markets Index boasted the worst performance for the period, -0.19% YTD.

On a year-to-date basis, the Fixed Income Index is the best performing index with 1.02%.

UCITS Alternative Index Performance Summary

  Feb 10 Jan 10 YTD 2009
UCITS Alt. Index Global 0.24% -0.52% -0.29% 9.27%
UCITS Alt. Index Fund of Funds 0.25% -0.50% -0.25% 1.64%
UCITS Alt. Index Long/Short Equity -0.03% -0.29% -0.33% 10.85%
UCITS Alt. Index Equity Market Neutral -0.06% -0.14% -0.19% -0.57%
UCITS Alt. Index Fixed Income 0.40% 0.62% 1.02% 11.83%
UCITS Alt. Index CTA 0.20% -2.05% -1.86% 0.88%
UCITS Alt. Index Macro 0.51% -0.63% -0.12% 9.61%
UCITS Alt. Index Multi-Strategy -0.16% -0.60% -0.75% 2.25%
UCITS Alt. Index Emerging Markets -0.19% -1.20% -1.39% 34.68%
UCITS Alt. Index FX 0.35% -0.53% -0.19% 1.19%
UCITS Alt. Index Commodities 1.48% -3.56% -2.14% 5.93%
UCITS Alt. Index Event-Driven 0.29% 0.00% 0.28% 4.96%

 

The UCITS Alternative Index aims to track the performance of UCITS III hedge funds and funds of hedge funds.  The inception date of the UCITS Alternative Index Global and the Sub-Indices is Jan. 1, 2008. As of the 1st February 2010, the UCITS Alternative Index Global is composed of approximately 350 constituents totaling more than EUR 63 billion of assets under management. NARA Capital is the official Index Provider of the UCITS Alternative Index.


In Depth

Q&A: Brevan Howard’s Charlotte Valeur Talks Strategy

Sep 18 2014 | 11:18am ET

Charlotte Valeur chairs the board of Brevan Howard Credit Catalysts, an LSE listed...

Lifestyle

Hedgies Rock Out For Children's Charity

Sep 15 2014 | 8:40am ET

It's that time of year again—when hedgies trade in their spreadsheets for guitars...

Guest Contributor

Volkered: How Financial Sector Reforms are Creating Opportunities for Hedge Funds

Sep 16 2014 | 11:28am ET

New regulations have dramatically curtailed proprietary trading activity in investment...

 

Editor's Note

    Get A Sneak Peak Of The Alpha Pages

    Aug 25 2014 | 11:21am ET

    As many of you know, FINalternatives was recently acquired by the owners of Futures magazine, a firm called The Alpha Pages LLC. Today marks the soft-launch of a new sister site for both publications. As its name suggests, The Alpha Pages will cover all types of alternative investments, going far beyond the more well-known ones such as hedge funds and private equity. Read more…

 

Futures Magazine

September 2014 Cover

The London Whale: Rogue risk management

Credit default swaps brought down the London Whale and cost JPMorgan $6.2 billion. Here is how it happened.

The Alpha Pages

TAP July/August 2014 Cover

The Alpha Pages Interview: Senator Rand Paul

Senator Paul sat down in the debut series of the Alpha Pages Interview to discuss the broken tax code, regulation surrounding Bitcoin, and his plans for the 2016 Presidential election.