The UCITS Alternative Blue Chip Index is down -0.14% this week, continuing its losing streak after a negative performance of -1.92% last week. Event-Driven is by far the worst performer with -6.04%, due to a large loss of one of its constituents. Fixed Income and Commodities are down respectively -0.90% and -0.12%. Long/Short Equity and Macro are up respectively 0.44% and 0.42%. On a month to date basis, all strategies are down except for CTA and FX.
The Event-Driven and Fixed Income buckets contribute respectively to a loss of 24bp and 18bp on the Blue Chip Index , while the Long/Short Equity and Fixed Income buckets contribute positively 9bp and 8bp.
About Alex Akesson
Alex has been specializing in hedge fund and alternative investment news since April 2006. Working mainly in research and manager interviews, she has published breaking news on the hedge fund industry on her blog, as well as several industry publications.
Her access to hedge fund managers gives her insight into news stories as well, and the ability to track press releases and other breaking news in real time.
UCITS Alternative Index Blue Chip – Weekly Update – August 17 2011
The UCITS Alternative Blue Chip Index is down -0.14% this week, continuing its losing streak after a negative performance of -1.92% last week. Event-Driven is by far the worst performer with -6.04%, due to a large loss of one of its constituents. Fixed Income and Commodities are down respectively -0.90% and -0.12%. Long/Short Equity and Macro are up respectively 0.44% and 0.42%. On a month to date basis, all strategies are down except for CTA and FX.
The Event-Driven and Fixed Income buckets contribute respectively to a loss of 24bp and 18bp on the Blue Chip Index , while the Long/Short Equity and Fixed Income buckets contribute positively 9bp and 8bp.
About Alex Akesson
Alex has been specializing in hedge fund and alternative investment news since April 2006. Working mainly in research and manager interviews, she has published breaking news on the hedge fund industry on her blog, as well as several industry publications. Her access to hedge fund managers gives her insight into news stories as well, and the ability to track press releases and other breaking news in real time.