Welcome to our latest newsletter

- UCITS HFS Index continues erratic performance, up 0.81% in November 2014
- Fund presentation of the month: Salus Alpha Directional Markets VT
- Interview: Dee Ruddy of KPMG Luxembourg summarizes the status quo of financial regulation and what UCITS fund managers have to look out for in 2015
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Performance Data UCITS HFS Indices

    Index ValueReturn
           
   
  Currency Nov 14 Oct 14
Nov 14 Oct 14
2013
YTD  
UCITS HFS Index EUR 109,39 108,51
0,81%
-0,27%
3,29% 1,72%
Details
   Sub Indices



   
 
   UCITS HFS Index Arbitrage EUR 104,66 104,526
0,39%
-0,31%
-0,93% -0,19%
Details
   UCITS HFS Index Commodity EUR 88,77 89,36
-0,66% -1,32%
-4,15% -2,94%
Details
   UCITS HFS Index Convertible
EUR 123,33 122,51
0,67%
0,04%
8,28% 1,42%
Details
   UCITS HFS Index Credit
EUR 127,49 127,17
0,25% 0,04%
1,71%
1,48% Details
   UCITS HFS Index CTA
EUR 102,40 98,65
3,80% 0,59%
1,20% 8,10%
Details
   UCITS HFS Index Currency
EUR 103,25 103,49
-0,23%
-0,03%
0,22% 0,25%
Details
   UCITS HFS Index Event Driven
EUR 109,51 108,49
0,94%
-1,69%
5,44% -0,87%
Details
   UCITS HFS Index Fixed Income
EUR 114,55
114,14
0,36%
0,09%
-1,03% 3,70% Details
   UCITS HFS Index Global Macro
EUR 117,06 115,89
1,01% -0,54%
4,47% 3,51% Details
   UCITS HFS Index Market Neutral
EUR 103,41 103,43
-0,02%
0,03%
2,82% -0,06%
Details
   UCITS HFS Index Multi Strategy
EUR 110,13 109,28
0,78% -0,39%
2,68% 1,87%
Details
   UCITS HFS Index L/S Equity
EUR 114,32 113,55
1,10%
0,42%
9,83% 0,86%
Details
JRC Capital Management Consultancy & Research
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Performance Charts UCITS HFS Index

Performance UCITS HFS Index


Performance Ucits HFS Index

Performance November 2014 by strategy


Performance June 2011 by strategy

UCITS HFS Index

The UCITS HFS Index was created in order to provide a performance overview of all hedge funds that are UCITS compliant. Therefore all UCITS 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 160 billion of assets under management.