Saturday, 23 August 2014
Last updated 19 hours ago
Sep 3 2013 | 8:31am ET
UCITS hedge funds are down 0.40% in August, according to the UCITS Alternative Index Global, putting them up 1.34% year to date.
Only two of the UCITS strategies tracked were positive in August—commodities were up 0.63% and event-driven strategies were up 0.09%.
The worst performance of the month was turned in by CTA funds, down 1.42% in August and now down 1.92% YTD.
UCITS FX strategies were down 0.97% in August, emerging markets strategies were down 0.93%, macro strategies were down 0.43%, multi-strategy down 0.40% and long/short funds down 0.39%. UCITS fixed-income funds were down 0.09% and equity market neutral funds were down 0.08%.
Funds of absolute return funds also ended August in the red, down 0.66%, but remain up 1.68% for the year.
Despite their negative performance in August, UCITS long/short equity strategies are still the best performing YTD, up 5.27%, followed by event-driven strategies, up 1.84% and multi-strategy funds, up 1.50%.
As of the end of August, five of 11 strategies are in the black for the year.
Aug 4 2014 | 7:42am ET
By now, U.S. and international subscribers have received their home or office delivery of the special 500th issue of Futures magazine. You can too!—a very special offer follows. The issue is the 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. Read more…
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 Editor's Note