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

Q&A: Quad Advisors’ Borish Is Looking For Real Traders, Not Index Huggers

Aug 20 2014 | 1:43pm ET

Peter Borish, who served as founding partner and director of research at Tudor Investment...

Lifestyle

Viking Manager In Rent Dispute

Aug 11 2014 | 4:14am ET

A hedge fund manager is demanding most of his money back from his former landlord...

Guest Contributor

Majority Of Inflows Go To Brand Name Hedge Funds

Aug 12 2014 | 9:00am ET

Since the market correction of 2008, a vast majority of hedge fund net asset flows...

 

Editor's Note

 

Futures Magazine

PREVIEW July/August 2014 Cover

Inside Futures' 500th Issue

The July/August 2014 issue is our largest in years—filled with the best trading strategies and stories from 43 years of being the primary publication for commodity, stock, options and forex traders.

The Alpha Pages

TAP July/August 2014 Cover

Real talk on alternative investments, business & finance

The Alpha Pages Editor's Note