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 misleadingEnjoy Reading! (PDF)Performance Data UCITS HFS Indices
| Index Value | Return | |||||||
|---|---|---|---|---|---|---|---|---|
| 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 December 2011 by strategy
