UCITS Hedge Funds Make Small Gains In October

Nov 4 2010 | 2:42pm ET

In October, the UCITS Alternative Index Global gained 0.71%, bringing its year-to-date performance to 0.99%. At the same time, the Fund of Funds Index rose 0.71%, bringing its performance for the year to -0.79%.

The Commodities Index and CTA Index achieved the best performance for the month, rising 2.2% and 1.45%, respectively. The FX Index and Event Driven Index were the worst performing ones, gaining just 0.03% and 0.13%, respectively for the period.

On a year-to-date basis the Fixed Income Index is still the best performing sector with 4.21% while the Commodities Index shows the lowest return with -4.71%.

At the end of October 2010 the UCITS Alternative Index included close to 600 constituent hedge funds and fund of hedge funds totaling €93 billion assets under management.

Index Performance Summary

Oct 10 Oct NAV YTD
UCITS Alts. Index Global 0.71% 113.08 0.99%
UCITS Alts. Index Fund of Funds 0.71% 88.73 -0.79%
UCITS  Alts. Index Long/Short Equity 1.03% 99.58 0.83%
UCITS Alts. Index Equity Market Neutral 0.39% 98.84 -0.94%
UCITS Alts. Index Fixed Income 0.44% 108.19 4.21%
UCITS Alts. Index CTA 1.45% 111.27 -0.59%
UCITS Alts. Index Macro 0.42% 102.42 0.95%
UCITS Alts. Index Multi-Strategy 0.29% 102.26 -1.83%
UCITS Alts. Index Emerging Markets 1.34% 112.85 2.56%
UCITS Alts. Index FX 0.03% 101.46 0.69%
UCITS Alts. Index Commodities 2.20% 97.70 -4.71%
UCITS Alts.  Index Event-Driven 0.13% 101.89 3.60%

*NARA Capital is the official Index Provider of the UCITS Alternative Index.


In Depth

David Yarrow On Growing His Hedge Fund And Shooting The Animals And People Of Africa - As A Photographer

Jul 23 2014 | 6:44am ET

While he’s always been a photographer, recent expeditions to Iceland, Ethiopia...

Lifestyle

Einhorns Busts At WSOP, Finishes In 173rd

Jul 15 2014 | 10:48am ET

Greenlight Capital founder David Einhorn’s World Series of Poker won’t end at...

Guest Contributor

Common Risk Parity Misperceptions

Jul 16 2014 | 11:02am ET

Over the past few years, risk parity has become a component of most investors’...

 

Sponsored Content

    Northern Trust Helps Hedge Funds Navigate Derivatives Regulations

    Jul 8 2014 | 10:48am ET

    The surge in derivatives regulation is among the most complex challenges facing the financial services industry today. Northern Trust’s Joshua Satten recently spoke with FINalternatives to share insights into the challenges presented by new regulation and explore how the industry is responding. Read more…

Publisher's Note