Welcome to our latest newsletter
- UCITS HFS Index continues downward trend, down -0.36% in April 2012- Fund presentation of the month: Parvest Commodities Arbitrage- Interview: Gabriele Gentile of SWM SwissWealth Management explains why they do not invest in UCITS funds that replicate off-shore strategiesEnjoy Reading! (PDF)Performance Data UCITS HFS Indices
| Index Value | Return | |||||||
|---|---|---|---|---|---|---|---|---|
| Intra-Month | ||||||||
| Currency | Apr 12 | Mar 12 |
Apr 12 | Mar 12 |
11th of May 12* | YTD | ||
| UCITS HFS Index | EUR | 102,39 | 102,76 |
-0,36% |
-0,34% |
-0,45% | 1,37% |
Details |
| Sub Indices | ||||||||
| UCITS HFS Index Arbitrage | EUR | 104,73 | 105,05 |
-0,30% |
-0,12% |
0,02% | 0,67% |
Details |
| UCITS HFS Index Commodity | EUR | 100,76 | 101,65 |
-0,88% | -2,19% |
-1,19% | -0,44% |
Details |
| UCITS HFS Index Convertible |
EUR | 108,41 | 109,64 |
-1,12% |
-0,17% |
-0,74% | 4,41% |
Details |
| UCITS HFS Index Credit |
EUR | 117,34 | 116,86 |
0,41% | 0,70% |
0,51% | 3,68% | Details |
| UCITS HFS Index CTA |
EUR | 95,78 | 95,79 |
-0,01% | -1,80% |
-0,72% | -2,07% |
Details |
| UCITS HFS Index Currency |
EUR | 101,44 | 101,56 |
-0,12% |
-0,52% |
0,46% | 0,81% |
Details |
| UCITS HFS Index Event Driven |
EUR | 105,83 | 106,36 |
-0,50% |
0,07% |
-0,38% | 1,73% |
Details |
| UCITS HFS Index Fixed Income |
EUR | 107,55 |
107,18 |
0,35% |
0,03% |
0,46% | 2,33% | Details |
| UCITS HFS Index Global Macro |
EUR | 103,20 | 104,01 |
-0,78% | -0,34% |
-0,47% | 1,72% | Details |
| UCITS HFS Index Market Neutral |
EUR | 100,25 | 100,66 |
-0,41% |
-0,11% |
-0,22% | -0,26% |
Details |
| UCITS HFS Index Multi Strategy |
EUR | 103,36 | 104,00 |
-0,62% | -0,18% |
-0,44% | 1,26% |
Details |
| UCITS HFS Index L/S Equity |
EUR | 101,19 | 101,77 |
-0,57% |
-0,33% |
-1,20% | 2,17% |
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 April 2012 by strategy
