{"id":43816,"date":"2014-09-03T07:47:55","date_gmt":"2014-09-03T11:47:55","guid":{"rendered":"http:\/\/www.hedgeco.net\/news\/?p=43816"},"modified":"2014-09-03T07:47:55","modified_gmt":"2014-09-03T11:47:55","slug":"ucits-alternative-index-august-2014-performance","status":"publish","type":"post","link":"https:\/\/hedgeco.net\/news\/09\/2014\/ucits-alternative-index-august-2014-performance.html","title":{"rendered":"UCITS Alternative Index &#8211; August 2014 Performance"},"content":{"rendered":"<p>UAI Benchmarks<br \/>\nThe UAI Global index progresses by 0.51% in August and is now up 1.12% since the beginning of year. The best performing strategy this month is CTA with a progression of 2.56%. Coming next are FX and Emerging Markets up 0.79% and 0.72%. Following its recent strong performances, CTAs are now the best performing funds since the beginning of the year with 3.98%. They are followed by Emerging Markets and Multi-Strategy funds up 2.14% and 1.92%. On the negative side Commodities funds return the worst results for the month down -0.37%. They are also the worst performing funds on average for the year with -1.45%. Funds of funds advance by 0.10% in August and are up 0.38% since the beginning of the year.<\/p>\n<p>UAIX Indices<br \/>\n7 out 12 UAIX strategy indices are up in August. The best performing indices are the UAIX FX up 2.30% and the UAIX Long\/Short Equity up 1.03%. On the negative side the worst results are achieved by the UAIX Commodities down -0.49% and the UAIX Multi-Strategy down -0.19%. The UAIX CTA and the UAIX Event-Driven are the two best performing indices since the beginning of the year respectively up 2.84% and 2.16%.<\/p>\n<p>UAI Blue Chip<br \/>\nThe UAI Blue Chip advances by 0.12% in August. After a difficult start most strategies turned positive after mid-month. The best performance is recorded by CTA and Long\/Short Equity funds up 0.69% and 0.52%. On the negative side Volatility and Multi-Strategy funds display the worst results with -0.79% and -0.27%. Long\/Short Equity and Macro funds are the largest performance contributors with 10bp and 6bp. The UAI Blue Chip Index is up 0.34% since the beginning of the year.<\/p>\n<p>Number of funds and AUM<br \/>\nAssets managed in UCITS absolute return funds progress by almost EUR 5 billion in August to reach EUR 242.8 billion. In absolute terms the largest progressions are recorded by Multi-Strategy and Fixed Income funds with respectively EUR 1.8 and EUR 1.6 billion. Event-Driven funds display the largest relative progression with 13% (EUR 430m). Since the beginning of the year all but 4 strategies have attracted assets. The largest progression is recorded by Event-Driven with 123% while Commodities funds suffer the largest outflows with -23%.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>UAI Benchmarks The UAI Global index progresses by 0.51% in August and is now up 1.12% since the beginning of year. The best performing strategy this month is CTA with a progression of 2.56%. Coming next are FX and Emerging [&hellip;]<\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[13,4],"tags":[],"class_list":["post-43816","post","type-post","status-publish","format-standard","hentry","category-press-releases","category-syndicated"],"_links":{"self":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/43816","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/comments?post=43816"}],"version-history":[{"count":1,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/43816\/revisions"}],"predecessor-version":[{"id":43817,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/43816\/revisions\/43817"}],"wp:attachment":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/media?parent=43816"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/categories?post=43816"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/tags?post=43816"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}