Welcome to our latest newsletter
- UCITS HFS Index finishes erratic month with gains, up 0.35% in April 2013- Fund presentation of the month: Monsoon Asia-Pacific Systematic Fund (UCITS)- Interview: Robert Kosowski of the Imperial College of London talks about the differences between UCITS and traditional hedge funds a recent study revealedEnjoy Reading! (PDF)Performance Data UCITS HFS Indices
| Index Value | Return | |||||||
|---|---|---|---|---|---|---|---|---|
| Intra-Month | ||||||||
| Currency | Mar 13 | Feb 13 |
Mar 13 | Feb 13 |
* | YTD | ||
| UCITS HFS Index | EUR | 105,76 | 105,45 |
0,29% |
0,08% |
- | 1,57% |
Details |
| Sub Indices | ||||||||
| UCITS HFS Index Arbitrage | EUR | 105,60 | 105,45 |
0,18% |
0,12% |
- | -0,23% |
Details |
| UCITS HFS Index Commodity | EUR | 94,04 | 94,69 |
-0,68% | -1,30% |
- |
-1,45% |
Details |
| UCITS HFS Index Convertible |
EUR | 116,03 | 115,08 |
0,82% |
0,27% |
- | 3,32% |
Details |
| UCITS HFS Index Credit |
EUR | 124,26 | 124,03 |
0,19% | 0,44% |
- | 0,60% | Details |
| UCITS HFS Index CTA |
EUR | 95,59 | 94,91 |
0,72% | -0,49% |
- | 2,12% |
Details |
| UCITS HFS Index Currency |
EUR | 103,67 | 103,05 |
0,61% |
-0,01% |
- | 0,88% |
Details |
| UCITS HFS Index Event Driven |
EUR | 106,21 | 105,43 |
0,74% |
0,20% |
- | 1,38% |
Details |
| UCITS HFS Index Fixed Income |
EUR | 112,03 |
111,83 |
0,18% |
0,20% |
- | 0,38% | Details |
| UCITS HFS Index Global Macro |
EUR | 109,35 | 109,42 |
-0,06% | -0,24% |
- | 1,00% | Details |
| UCITS HFS Index Market Neutral |
EUR | 101,53 | 101,33 |
0,20% |
0,16% |
- | 0,90% |
Details |
| UCITS HFS Index Multi Strategy |
EUR | 106,69 | 106,49 |
0,19% | 0,24% |
- | 1,34% |
Details |
| UCITS HFS Index L/S Equity |
EUR | 107,25 | 106,70 |
0,51% |
0,31% |
- | 3,92% |
Details |
* Indicative Value, published appr. at 7pm, CET on each Friday of each month
UCITS HFS Index
The UCITS HFS Index was created in order to provide a performance overview of all hedge funds that are UCITS III compliant. Therefore all UCITS III funds that apply strategies normally used in hedge funds (also known as absolute return strategies) are tracked that have more than EUR 10 million of assets under management and offer at least weekly liquidity. The UCITS HFS Index currently tracks over EUR 100 billion of assets under management.
Performance Charts UCITS HFS Index
Performance UCITS HFS Index
Performance March 2013 by strategy
