UAI Blue Chip index shows mixed performance from alternative strategies

The latest UAI Blue Chip and UAIX indices show mixed performances by hedge fund strategies so far this year.

Alix Capital, which provides the indices, notes that Multi-Strategy, Commodities, FX and CTA are strategies doing better, while Emerging Markets and Event-Driven are doing worse.

Overall, the UAI Blue Chip, which tracks the biggest absolute return funds from specific universes, is down -0.37% since the beginning of the year.

The UAIX series of single strategy indices shows that while strategies such as CTA may have performed well in the past week, since the start of the year it is areas such as Fixed Income Developed Marktes and Global that have performed best for investors.

The indices track the performance of Ucits absolute return funds and funds of absolute return funds.

UCITS Alternative Index Blue Chip Weekly Perf MTD NAV Apr-14 YTD 2013
  0.04% 0.38% 114.17 -0.70% -0.37% 4.18%

 

 UAIX Weekly Perf MTD NAV Apr-14 YTD 2013
UAIX Commodities 0.38% 0.24% 110.93 0.18% -0.97% -2.92%
UAIX CTA 0.51% 1.69% 121.03 1.48% -2.20% 6.63%
UAIX Emerging Markets -0.29% 0.01% 114.29 0.08% -3.00% 1.63%
UAIX Equity Market Neutral -0.23% -0.13% 114.19 -0.97% 1.15% 2.43%
UAIX Event-Driven -0.03% 1.45% 113.93 -1.58% 0.35% 8.65%
UAIX Fixed Income – Developed Markets 0.19% 0.22% 117.36 0.21% 1.41% 1.01%
UAIX Fixed Income – Global 0.19% 0.32% 133.31 0.41% 1.47% 1.62%
UAIX FX -0.39% -1.45% 95.52 0.52% -3.73% -2.04%
UAIX Long/Short Equity 0.11% 0.08% 135.95 -3.15% -0.54% 13.85%
UAIX Macro -0.16% -0.10% 110.6 -1.45% -2.40% 0.12%
UAIX Multi-Strategy -0.03% 0.64% 120.31 -0.85% 0.72% 5.36%
UAIX Volatility -0.07% 0.14% 123.67 0.65% -0.22% -4.34%

 

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