Welcome to our latest newsletter

- UCITS HFS Index ends year on a positive note, up +0.54% in December 2011
- Taking a look back at 2011: the UCITS HFS Index in numbers
- Interview: Stefan Schrader of AAA Asset Alocation Advice GmbH explains why the term absolute return is misleading
Enjoy Reading! (PDF)

Performance Data UCITS HFS Indices

    Index ValueReturn
            Intra-Month    
  Currency Dec 11 Nov 11
Dec 11 Nov 11
- YTD  
UCITS HFS Index EUR 100,55 100,01
0,54%
-0,76%
- - Details
   Sub Indices



   
 
   UCITS HFS Index Arbitrage EUR 104,05 102,50
1,51%
-0,01%
-
-
Details
   UCITS HFS Index Convertible
EUR 103,06 102,95
0,11%
-2,33%
- -
Details
   UCITS HFS Index Credit
EUR 113,75 112,99
0,67% -0,57%
- -
Details
   UCITS HFS Index CTA
EUR 97,10 96,89
0,22% -0,89%
-
-
Details
   UCITS HFS Index Currency
EUR 101,09 99,96
1,13%
0,55%
-
-
Details
   UCITS HFS Index Event Driven
EUR 103,64 103,89
-0,24%
-0,66%
-
- Details
   UCITS HFS Index Fixed Income
EUR 105,58
104,29
1,24%
-0,21%
-
-
Details
   UCITS HFS Index Global Macro
EUR 100,98 100,06
0,92%
-0,60%
-
-
Details
   UCITS HFS Index Market Neutral
EUR 100,29 100,44
-0,15%
-0,10%
-
-
Details
   UCITS HFS Index Multi Strategy
EUR 101,63 100,97
0,65% -0,86%
-
-
Details
   UCITS HFS Index L/S Equity
EUR 97,86 97,70
0,16%
-1,55%
-
- 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 EUR 90 billion of assets under management.

Performance Charts UCITS HFS Index

Performance UCITS HFS Index


Performance Ucits HFS Index

Performance December 2011 by strategy


Performance June 2011 by strategy

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